FoK order

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FoK order

Postby faraz » 18 Aug 2011


Does Fill or Kill (FOK) orders is workable with Rithmic and CQG data feed?

Does FOK orders work till defined symbol Session End time? If not then what is the way to make orders cancel if not filled at market closing time or at specified session end time?


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Dave Masalov
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Re: FoK order

Postby Dave Masalov » 24 Aug 2011


Time in force (TIF) is handled on broker's side. MC just send orders with needed parameters. TIF=FOK is supported by Rithmic broker. Please see attached screenshot. CQG is not supported as data feed and broker yet. You may want to contact them directly to speed up the process.
!TIF.png (17.7 KiB) Viewed 206 times

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