Stop limit orders implementation
Stop limit orders implementation
07 Nov 2017, 00:59
Hey Guys :)
How can I implement(in my end) Stop limit order feature like the one on the cTrader platform?
Or is there a way to schedule positions in a way I want have positive slippage all the time? or that negative slippage is a constant problem that my system need to deal with?
Thanks!!!
Replies
PanagiotisCharalampous
09 Nov 2017, 10:03
Hi obaum1@gmail.com,
Slippage is unavoidable in the case of market execution. Market range orders, used in cTrader, ensure only the fact that your orders will be executed in the range requested, based on the available liquidity. So if the total slippage of your order, based on market conditions during execution time, is outside the market range, then your order will be filled partially only for the part that falls within your market range.
Currently FIX API does not include Marker Range and Stop Limit Orders but we plan to add them in the future.
Best Regards,
Panagiotis
@PanagiotisCharalampous
jasdel24
24 Feb 2019, 21:38
RE:
Panagiotis Charalampous said:
Hi obaum1@gmail.com,
Slippage is unavoidable in the case of market execution. Market range orders, used in cTrader, ensure only the fact that your orders will be executed in the range requested, based on the available liquidity. So if the total slippage of your order, based on market conditions during execution time, is outside the market range, then your order will be filled partially only for the part that falls within your market range.
Currently FIX API does not include Marker Range and Stop Limit Orders but we plan to add them in the future.
Best Regards,
Panagiotis
Hello Panagiotis,
Did you include Stop Limit Orders and Market Range in FIX API?
Regards,
@jasdel24
PanagiotisCharalampous
25 Feb 2019, 10:25
Hi jasdel24,
Thanks for posting in our forum. Stop limit orders and market range have not been included yet in FIX API.
Best Regards,
Panagiotis
@PanagiotisCharalampous
suta.milan
06 Oct 2020, 21:46
RE:
PanagiotisCharalampous said:
Hi jasdel24,
Thanks for posting in our forum. Stop limit orders and market range have not been included yet in FIX API.
Best Regards,
Panagiotis
Hi Panagiotis,
is there any update re: Stop limits for FIX API?
Thanks.
Mick
@suta.milan
obaum1@gmail.com
09 Nov 2017, 01:40
Anyone?
Maybe the question should be, would it be possible to create a system with no slippage?
Thanks!!
@obaum1@gmail.com