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jin29 avatar image
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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);
c#redi-apivwap
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2 Answers

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Brian.Mullane1 avatar image
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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

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jin29 avatar image jin29

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.

Brian.Mullane1 avatar image Brian.Mullane1 jin29

Please reach out to your account manager. (we don't have a client-facing issue tracking tool) Thanks!

jin29 avatar image jin29 Brian.Mullane1

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?

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Brian.Mullane1 avatar image
410 ●1 ●0 ●1

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)

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