Support Board
Date/Time: Thu, 28 Nov 2024 00:41:17 +0000
Post From: Server-side OCO and Bracket Orders
| [2014-09-13 16:43:28] |
| Hendrixon - Posts: 130 |
|
"Rithmic bracket orders are not yet supported due to a compatibility problem" Is it in the works? you see it happening? Its true that a bracket, after the parent is filled, is pretty much an OCO (target + stoploss). The difference is that if Rithmic in Aurora sends the OCO, their round trip latency with Globex is about 3ms (from my tests), while from my local PC/SC, the **real life** round trip latency is ~200 milliseconds. In times of fast price moves, being 200ms behind the real traded price = stoploss slippage. |