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Waiting for a slot --two or more pairs
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Topic: Waiting for a slot --two or more pairs (Read 4375 times)
Anthony Sichi
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Posts: 10
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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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admin
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Re: Waiting for a slot --two or more pairs
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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.
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Waiting for a slot --two or more pairs