Support Board
Date/Time: Sat, 19 Apr 2025 09:46:40 +0000
[Programming Help] - EstimatedPositionInQueue is often 0. Is that the first position?
View Count: 143
| [2025-03-21 15:49:39] |
| ATEX - Posts: 25 |
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Hi, ExistingOrder.EstimatedPositionInQueue often returns 0 for me. Is that being first in the queue? If not, why does it show 0? Best, A |
| [2025-03-22 09:52:08] |
| User925540 - Posts: 62 |
|
From my testing, it only worked properly when Level2 data is on/subscribed to. Do you have level2 data? My understanding is that EstimatedPositionInQueue is an estimate so not an actual data from the market and I'm guessing it's basically a simple calculation of the Level2 bid/offer at the price of your order at the time your order was placed + the qty of your order. |
| [2025-03-22 17:58:44] |
| ATEX - Posts: 25 |
|
Thank you for your reply. I trade futures and I have the market depth data. I also get other values than 0, but I wonder if there is some sort of error when it returns 0. |
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