Support Board
Date/Time: Wed, 15 Jan 2025 17:52:59 +0000
Post From: Latency effect of attached orders based on fill-price of the parent order
| [2017-08-29 01:26:35] |
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Does this mean that the stop/target orders are held on the client side without an active price set until SC on my computer receives the confirmed fill-price of the parent order at which time SC on my computer sends back a signal to my broker setting the stop/target order prices based on an offset from the parent order fill-price? Yes, if the Attached Orders are not server-side. Refer to:Attached Orders: General Management of Attached Orders So that if my latency is say 50ms per leg then round trip it will be > 100ms before I have active stop/targets from the parent order fill price? Is this correct?
No not really. As soon as the fill is received, the Attached Orders are both sent out in less than one millisecond.
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