REDI C# Stage VWAP Order Not Honoring StartTime/EndTime Variable

hOrder.Ticket = "Bypass" works as intended for VWAP parameters.

However, everything else equal, if I set .Ticket = "Stage", it doesn't set the StartTime and EndTime although stage order still honors the Urgency variable. The Stage order on REDI GUI seems fine otherwise.

ORDER hOrder = new ORDER();
Object err = null;
Object result;

hOrder.Symbol = "ZVZZT";
hOrder.Exchange = "*****";
hOrder.PriceType = "VWAP";
hOrder.Side = "Buy";
hOrder.Quantity = "1";
hOrder.Price = 5;
hOrder.TIF = "Day";
hOrder.Ticket = "Stage";
hOrder.Account = "TESTACCT";

hOrder.SetNewVariable("(MB) StartTime", 155500);
hOrder.SetNewVariable("(MB) EndTime", 160000);
hOrder.SetNewVariable("(MB) Urgency", "HIGH");

result = hOrder.Submit(ref err);
Tagged:

Best Answer

  • Brian.Mullane1
    Answer ✓

    Hi,

    Unfortunately, we have discovered an issue with Staged orders and setting the Start/End Time parameters. For the time being, we recommend not setting Start and End Time from Staged orders until we resolve the issue. Kindly reach out to your account manager for the latest update.

    Thanks,

    Brian

Answers