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Date/Time: Sun, 22 Dec 2024 18:52:26 +0000



Post From: Having ATM setting problem

[2015-05-01 22:50:01]
User11942 - Posts: 298
Sorry for contribution but just FYI. Not sure if it's applicable for CQG FIX though...
AFAIK CQG supports MIT orders with some certain exchanges only (if you have access to Integrated Client or QTrader you can easily find it). MIT orders are not supported for almost all US futures exchanges because they aren't native for those exchanges. That's what I was told by CQG when asked them to explain why MIT orders are not supported on their front-end applications.
All others (CTS, Rithmic, IB etc) support MIT orders but as synthetic orders (processed by the respective vendors).
You may want to check with exchanges and CQG what type of orders are supported.