I have a client who wishes to place trades using limit orders on stocks so thin that often no ticks come in for long periodsl.
I have implemented a timer system so that the strategy triggers at regular intervals and can place an order when desired.
This works fine.
However when that entry order needs to be cancelled (entry criteria is no longer valid) sending a cancel request for that order does nothing.
e.g.
CancelOrder(entryOrder)
A tick coming in will finally motivate NT8 to cancel the order.
Is there some way around this? How can I poke NT8 in the ribs in the right way to get it to cancel an order without a tick from the market?
Thanks,
saltminer
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