|IOC orders not working
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|Author:||azuric [ Wed Jan 08, 2014 3:30 pm ]|
|Post subject:||IOC orders not working|
Trying to send IOC orders through OQ are not working for the CME and using TTAPI.
Using this code:
order = BuyLimitOrder(quantity, quote.Ask);
order.TimeInForce = TimeInForce.IOC;
I have tried doing it manually and it is all working.
In the audit trail it shows that the order is still GTD not IOC.
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