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Follow-up question. Does an order get canceled at the end of the day and
have to be re-submitted if you want the order to cross from one day to
the next?
Dennis
-----Original Message-----
From: dennis [mailto:dennistodd@xxxxxxxxxxx]
Sent: Saturday, November 22, 2003 8:05 AM
To: 'OmegaList'
Subject: TS cancel of orders
Does TS automatically cancel a limit order after each tick so that I
have to continually resubmit it?
I am working on a strategy and if I only submit the limit order once at
the beginning of the day, setting an internal flag that I have done so
for the day in my case, TS never takes the limit order when it is
actually hit. I have to continually check the price and re-submit it.
I guess the real question is, when does TS cancel a Limit order, after
each tick or EOD or...?
TIA
Dennis
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