Support Board
Date/Time: Fri, 28 Feb 2025 18:44:00 +0000
Post From: Limit Chase Orders
| [2021-08-20 06:51:41] |
| User155017 - Posts: 41 |
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Thanks. What happens when trades occur rarely, let say once per 20 minutes, but bid ask change every second? According to your reply, the chase price would not change for 10 minutes, and this a problem since there can be large price gaps between trades vs quotes histories. Is there another order type which is chasing the midpoint instead of the trade price? |