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IOC orders not working
http://www.smartquant.com/forums/viewtopic.php?f=60&t=10663
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Author:  azuric [ Wed Jan 08, 2014 3:30 pm ]
Post subject:  IOC orders not working

Hi,

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;
orcder.Send();

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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