Hey everyone,
It looks like MC.net doesn't have anyway to send IB a Market on Open order, I was just wondering if any of you have found a good workaround for this outside of manual trading.
Some background: I have not been using MC for very long and I am currently using a trial of CSI data to get end of day OHLC. I am only interested in futures. Since I am only getting EOD data, telling MC to buy market on next bar doesn't make any sense, because the next bar would be end of day on the next day. Using market on current bar would cause a lot of slippage. It appears to me that adding real time data (crazy expensive with all the markets I want to trade) or manual order entry, would be the best way to solve this issue, or just accept the slippage, but none is ideal.
While beyond my skill set at the moment, I was thinking it might be possible to write a DLL that would use IB C# API to send order that way, anyone have any luck with that?
Thanks for the input!