Support Board
Date/Time: Sat, 01 Feb 2025 05:05:27 +0000
Post From: LIFO /FIFO fill matching problem in REPLAY
[2018-10-17 11:12:10] |
User884307 - Posts: 173 |
Okay, will the the ID's for each contract be sent to (in my case CQG using SC) in the same sequence of the LIFO method (or FIFO if selected) in SC to exchange? This was the whole worry and issue I had from the start, its lovely having this fully working again(hopefully) LIFO in SIM but the orders ABSOLUTELY HAVE TO BE MATCHED on server side in LIFO method / or FIFO method etc. otherwise there is absolutely no reality in this whole exercise? Cheers |