On Wed, Nov 16, 2022 at 04:16 PM, ´³¨¹°ù²µ±ð²Ô Reinold wrote:
´³¨¹°ù²µ±ð²Ô
Hi ´³¨¹°ù²µ±ð²Ô, Here is what I do: 3-4 minutes before the earnings, I place a basic StopLimit order through the API. I see the orders and status shows dark blue color, in the TWS gui
So once the trigger price is attained, some of the orders get filled, which get executed as limit or better. So it does work sometimes.
But sometimes when there is sudden price change, I see the color change to green but order is not filled.?
Even worse is after a minute or so, the stock reverses and guess what it gets filled going in the wrong direction putting me in negative P/L.
This happened today with PANW. My order had about a dollar difference between the stop price and the limit price. Is this too narrow?
For some reason the tickbytick data file did not get saved. But the problem has nothing to do with the streaming data I receive.
I did not receive any error callback. OutsideRTH is set to true. It did work for AMAT.
Thanks so much
sam
