Another Position Matching Scenario

Questions about MCFX and MCFX Data Feed.
kevin kolodzy
Posts: 64
Joined: 25 Jan 2008

Another Position Matching Scenario

Postby kevin kolodzy » 20 Feb 2008

What happens if a strategy issues a Buy order, but the order is not filled? (E.g., the price moves too quickly to allow a fill, or there is insufficient volume.)

The strategy is long, but there is no real position to match it. When the strategy Sells, will this create a short position? If so, this short position should not actually occur, since it would be out of synch with the strategy.

Is there a way to prevent this from occuring, and if so, can you provide an explanation of the mechanism or provide sample code that can detect and prevent this from happening?

Return to “MCFX”