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);
Best 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
0
Answers
-
Hi Brian, thanks for the reply. Is there an issue tracker I could follow to get a sense of when this will be resolved? Otherwise, I'll reach out to our account manager.
0 -
Please reach out to your account manager. (we don't have a client-facing issue tracking tool) Thanks!
0 -
Thanks. One last question: is there a way to set a default value for start and endtime for VWAP so the API doesn't need to update the value?
0 -
Your broker may have a way of defaulting it on their side. I suggest reaching out to them to confirm.
(from REDI, you can set a default, but if you pass no value from the API, nothing will be sent to the broker)
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 651 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛