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PostPosted: Mon Sep 22, 2014 8:15 pm 
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Joined: Thu Sep 18, 2014 5:32 pm
Posts: 28
is OQ taking into account my queue position and simulating passive fills correctly for FIFO order books?


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PostPosted: Mon Sep 22, 2014 9:01 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6810
Hi,

OpenQuant doesn't offer an order book simulator out of the box but we have an in-house simulator that you are welcome to discuss with Arthur. Could you drop him an email?

Thanks,
Anton


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PostPosted: Mon Sep 22, 2014 11:07 pm 
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Joined: Thu Sep 18, 2014 5:32 pm
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Thanks perfect


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