Support Board
Date/Time: Wed, 27 Nov 2024 20:53:15 +0000
Post From: DTC Protocol - client side orders
| [2023-07-06 23:49:09] |
| User5044343 - Posts: 68 |
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1. To clarify on this point - Is there is no way to open "client" side orders via DTC socket at the moment on? 2. Reason for the client side order is so that I can move them around without getting CME upset that I'm cancelling too frequently - but I would prefer they sit in Sierra and wait vs me reacting to a trigger to THEN add an order to Sierra. Based on rate limits from CME, if I don't cancel more than 20k orders during RTH I should be ok. So maybe I will lean towards putting them on the exchange and not worry about the client side orders. https://www.cmegroup.com/globex/files/revisedmep.pdf "Globex firms submitting 20,000 or fewer daily messages during RTH in a particular product group." are excluded from the Globex Messaging Efficiency Program. Based on https://www.cmegroup.com/confluence/display/EPICSANDBOX/Messaging+Controls, 100 messages in a 3 sec window will be ok. I did have a bug once and experienced the Teton message limit threshold - but that was a bug on my side and it was sending mass orders many times a second. This thing will be much calmer. 3. Thanks. Date Time Of Last Edit: 2023-07-06 23:52:51
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