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Open Feature request MC-2097

.NET C# does not support negative price product trading

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Description

I'm using product QCLZ16-QCLZ17 from IQFeed, currently, it's price is trading at -3.8200, a negative price, when I wrote a simple 2 lines script:

buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));

buy_order.Send();

The order never got filled. But it works on all positive price product.

Please, support negative price product ASAP. We are trading such products!

Thanks!

Tao Yang

Steps to reproduce this issue

Just in the .NET C# API, use 2 lines of script when create a new Signal:

in the create():

buy_order = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.Default, EOrderAction.Buy));

in the CalcBar():

buy_order.Send();

And in the window chart, open a negative product, such as QCLZ16-QCLZ17 from IQFeed.
The order never got filled.

Comments (1)
#1
user-offline.png  Guest (Guest)
Jun 21, 2017 - 06:07

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History
Issue basics
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    Feature request
  • Category
    Usability
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    Not determined
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