Trading events / methods "hierarchy"
Created at 27 Mar 2024, 19:34
Trading events / methods "hierarchy"
27 Mar 2024, 19:34
Hello,
What priority is given by the API to the events that occur at the exact same price?
I need to be aware of this to properly control the execution and, so far, this is completely unknown to me.
E.g.:
- OnTick()
- OnBar()
- PendingOrders_Created
- PendingOrders_Filled
- PendingOrders_Modified
- PendingOrders_Cancelled
- Positions_Opened
- Positions_Closed
- Positions_Modified
- …
- …
Etc.
I assume that there must be a specific order here and that priorities are not randomly assigned each time.
Could you please clarify this or, alternatively, indicate / elaborate any specific documentation?
I've already raised this question in the past, however I've never got any effective clarifications.
Thanks in advance!
ncel01
02 Apr 2024, 08:26
Hello,
Any update(s) here?
Thanks.
@ncel01