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03-24-2005, 01:37 PM
Hi Ray,
I use a strategy with TIF of 5 minutes. When I get a partial fill within that time, the unfilled part of the strategy stays alive all day and is not cancelled after 5 minutes.
I need an option to automatically cancel all unfilled opening orders of that strategy after TIF is over - because I have had it happen that the rest of the strategy was filled hours later when the entry limit was reached again - long after TIF was over!
Thank you!
Many greetings
Up
I use a strategy with TIF of 5 minutes. When I get a partial fill within that time, the unfilled part of the strategy stays alive all day and is not cancelled after 5 minutes.
I need an option to automatically cancel all unfilled opening orders of that strategy after TIF is over - because I have had it happen that the rest of the strategy was filled hours later when the entry limit was reached again - long after TIF was over!
Thank you!
Many greetings
Up