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Date/Time: Fri, 29 Nov 2024 14:38:01 +0000
Post From: DTC - Market order with Stop and Take Profit (Broken since update)
[2020-07-31 11:23:22] |
User667559 - Posts: 27 |
Well, this almost works I guess, the Stop order is adjusted correctly, the take profit is miles away, always 400 ticks it seems. Sending to Sierra: { Type: 208, Symbol: 'MESU20_FUT_CME', ClientOrderID: '766283507691000', OrderType: 1, BuySell: 1, Quantity: 1, Price1: 10000, TradeAccount: 'Sim1', IsParentOrder: 1, RequestID: 14 } Sending to Sierra: { Type: 201, Symbol: 'MESU20_FUT_CME', ClientOrderID_1: 58880356016, OrderType_1: 3, Price1_1: 9825, BuySell_1: 2, Quantity_1: 1, ClientOrderID_2: 21407561993, OrderType_2: 2, BuySell_2: 2, Price2_1: 10250, Quantity_2: 1, TimeInForce: 1, PartialFillHandling: 1, TradeAccount: 'Sim1', ParentTriggerClientOrderID: '766283507691000', RequestID: 15 } The result is: Stop at 7 ticks away minus (correct), Take Profit at 400 ticks away plus (huh?) See attachment. I'm not sure how else I need to approach this since I followed exactly what was written above. one original price, and two offsets in the OCO request In addition, it doesn't seem to matter what price I give in Price2_1, the order is always 400 ticks away. Date Time Of Last Edit: 2020-08-01 09:40:48
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2020-07-31 13_21_08-__._DISPLAY1.png / V - Attached On 2020-07-31 11:22:35 UTC - Size: 4.69 KB - 684 views |