Autotrading Execution Quantity Issue

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Autotrading Execution Quantity Issue

Postby momentum » 23 Feb 2007

I have a strategy that issues orders for a specific quantity of futures contracts and I have had two occassions now when four times and two times that number of contract orders were issued by MC.

Anyone else had this issue? I am wondering if it is MC related or if its the way the code is interpreted by MC as its ex-TS. Code is proprietary so cannot forward it.

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Postby Kate » 26 Feb 2007

Could you cut you strategy logic and send us the code? If so we can test it.

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