Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Maximum frequency of order modification allowed?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Maximum frequency of order modification allowed?

    In Tradestation automation, there is a limit of how frequently orders on their servers can be updated. In most cases, an update (change in stop level or limit level) can only occur once for each minute bar.

    Is there any such similar limitation with automating systems with Ninja Trader and Interactive Brokers?

    If the strategy makes frequent updates or changes to the order on IB servers, are there additional commission charges?

    #2
    I can answer the technical part of the question which is that there is no limitation on frequency. We have run regression tests that made 40+ changes per second. Keep in mind, changes are internally queued and only submitted to the broker once the prior change has reached a status where we cen send the next change etc...

    On the commission, you need to ask IB.
    RayNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Nicholewatkinsi, Today, 10:53 PM
    0 responses
    6 views
    0 likes
    Last Post Nicholewatkinsi  
    Started by dward123, 01-02-2024, 09:59 PM
    4 responses
    175 views
    0 likes
    Last Post Lancer
    by Lancer
     
    Started by ETFVoyageur, Today, 04:00 PM
    2 responses
    19 views
    0 likes
    Last Post ETFVoyageur  
    Started by AaronKTradingForum, Today, 03:44 PM
    1 response
    14 views
    0 likes
    Last Post AaronKTradingForum  
    Started by Felix Reichert, 04-26-2024, 02:12 PM
    11 responses
    80 views
    0 likes
    Last Post Felix Reichert  
    Working...
    X