Can you show an example of a time sliced order?
Answer by trishmessina · Jul 17 at 03:31 PM
@kevinwilson21 I don't have a time sliced order example, maybe someone else does.
The SSEOrderRouting sample in the git sample repo shows an example for an iceberg order. Time sliced would follow a similar pattern but populating the appropriate data for the time sliced algo. Approriate data is pulled from the algo definition. Below are the parameters (similar to the comments in the iceberg example but for the time slice order)
******************************************************
Strategy: TT_Time_Sliced
ORDER PROFILE PROPERTIES
Name Type Required Updateable
OrderInstrumentID true false
OrderQty true true
LimitPrice true true
OrderSide true false
OrderAccount true false
OrderType true false
TriggerPrice false true
USER PARAMETER PROPERTIES
Name Type Required Updateable Algo Specific Enum
ChildTIF Int_t true false
ParentTIF Int_t true false tt_net_sdk.tt_time_sliced.ParentTIF
Interval Int_t true false
DiscVal Qty_t true false
DiscValType Int_t true false tt_net_sdk.tt_time_sliced.DiscValType
LimitTicksAway Int_t false true
LimitPriceType Int_t false false tt_net_sdk.tt_time_sliced.LimitPriceType
LeftoverAction Int_t true false tt_net_sdk.tt_time_sliced.LeftoverAction
LeftoverTicks Int_t false false
TriggerType Int_t false false tt_net_sdk.tt_time_sliced.TriggerType
TriggerPriceType Int_t false false tt_net_sdk.tt_time_sliced.TriggerPriceType
IsTrlTrg Boolean_t false false
TriggerTicksAway Int_t false true
WithATickType Int_t false false tt_net_sdk.tt_time_sliced.WithATickType
WithATick Qty_t false true
STime UTCTimestamp_t false true
ETime UTCTimestamp_t false true
ETimeAct Int_t false false tt_net_sdk.tt_time_sliced.ETimeAct
AutoResubExpiredGTD Boolean_t false false
WaitingOption Int_t true false tt_net_sdk.tt_time_sliced.WaitingOption
See these help pages as well:
https://labs.tradingtechnologies.com/apis/tt-net-sdk/as-launch.html
and https://library.tradingtechnologies.com/trade/tto-order-types-overview.html
Hope this helps.
Thanks! The properties look similar to TTAPI so I am sure wilI will be able to figure it out.
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