When I was connecting to TDAmeritrade, it prompted a note saying changing an order is not supported for TDAmeritrade. Then I have a few questions here:
1) Is this true?
2) If yes, I would have to let my scripts cancel the existing order and re-submit a new one when conditions change; How does this affect the performance, delay within 1 second, or a few seconds comparing to a typical changing an order?
3) Is changing order limitation only applicable to TDAmeritrade?
Thanks.
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