Support Board
Date/Time: Sun, 09 Mar 2025 14:05:09 +0000
Post From: Realtime Data through Denali and Teton
| [2022-02-24 17:31:27] |
| User146848 - Posts: 124 |
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Afaik, an attached stop-order gets managed on a SC Teton server in one of the CME data centers. So once a price triggers this order and an market order gets send to the exchange, the time of execution should be within milliseconds. The slippage still depends on a markets liquidity. Further, the Teton server will have price information faster the my computer. So it has the information faster and it can react faster by sending a market order to execute a stop-order. How does SC handle a single non-attached stop orders? Does the client execute the stop solely or does also Teton manage it like an attached order? |