Author Topic: Waiting for a slot --two or more pairs  (Read 3581 times)

Anthony Sichi

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Waiting for a slot --two or more pairs
« on: March 12, 2014, 11:59:53 am »
If there are two or more pairs waiting for a slot to open, what determines which pair gets entered?

Anthony

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Re: Waiting for a slot --two or more pairs
« Reply #1 on: March 12, 2014, 05:54:13 pm »
The fastest one claiming the free slot.

Trade solutions are done based on asynchronous tick/quote events from IB data streams, so they almost never occur at the same time. So, the pair with the first appropriate incoming event takes the free slot.