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Good-til-date (GTD) order facility

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  • NinjaTrader_ChelseaB
    replied
    Hello DaveE,

    I've received a tracking ID for your request to allow SubmitOrderUnmanaged() with GTD as the TIF.
    The request is being tracked with ID #SFT-1648.

    Thanks again for your suggestion. Let me know if you have any other requests or suggestions for the NinjaTrader platform.

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello DaveE,

    We appreciate your suggestions and feedback.

    I've forwarded your request to our development department. Once I have a tracking ID for this request I will post this in this thread for future reference.

    In the meantime, if necessary you can use the Account.CreateOrder() and Account.Submit() to submit an order with a GTD date. That said, these orders would not affect the strategy position.

    Last edited by NinjaTrader_ChelseaB; 09-27-2016, 09:30 AM.

    Leave a comment:


  • DaveE
    started a topic Good-til-date (GTD) order facility

    Good-til-date (GTD) order facility

    I would like to use IBs Good-til-date (GTD) order facility so I can set my limit orders to expire say a minute before the end of the bar.
    Any chance we could have a new signature for SubmitOrderUnmanaged to allow the programmer to set the GTD?
    something like

    SubmitOrderUnmanaged(int selectedBarsInProgress, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string oco, string signalName, DateTime gtd)

    I suppose that some brokers might not provide a gtd facility, but if user tried to use this signature with such a broker it could just be mapped to the default GTC.
    I assume the gtd would need to be in the exchange time zone, rather than local time, but since SubmitOrderUnmanaged is
    Reserved for experienced programmers
    that should not be a problem.

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