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OEC API > Order Execution > Spreads legs are not in session, but Spreads Market orders become open positions for each leg. Error?
Author Topic: Spreads legs are not in session, but Spreads Market orders become open positions for each leg. Error?
(4 messages, Page 1 of 1)
Moderators: VPfau
CWeber984
Posts: 226
Joined: Apr 24, 2012


Posted: Apr 10, 2015 @ 01:11 AM             Msg. 1 of 4
In OEC Trader Demo 3.5.15.27, open positions for each leg are created when I place MKT orders, even though the Legs are not in session.

An example is HE-LEJ5 CS -,+.

Trader Demo lists this contract's (HE-LEJ5 CS -,+) hours (in MT):
- Start Time 4:00 pm
- Stop Time 3:00 pm
The Trader Demo hours for HEJ5:
- Start Time 7:00 am
- Stop Time 3:00 pm
The Trader Demo hours for LEJ5:
- Start Time 7:00 am
- Stop Time 3:00 pm

So, I get open positions on these HEJ5 and LEJ5 contracts when I place a HE-LEJ5 CS -,+. MKT order. However, these open positions can't be individually closed out until HEJ5 and LEJ5 are in session.

Is it a mistake to create open positions for Spreads contract Legs that are not in session? Perhaps the hours listed for the Spreads contract are incorrect, and this is why the Demo allows these open positions to be created.

Please inform.

Thanks
Chris

CHW
VPfau
Moderator
Posts: 100
Joined: Oct 26, 2011


Posted: Apr 10, 2015 @ 03:42 PM             Msg. 2 of 4
Chris,

The session time for HE-LE CS has been fixed and should be applied at this weekend.
Please let us know if you will see the same issue Monday.

Thank you!

Vitaliy Pfau
CWeber984
Posts: 226
Joined: Apr 24, 2012


Posted: Jun 02, 2015 @ 03:02 PM             Msg. 3 of 4
I see that this error is continuing for HE FTS spreads:

HE hours are 7AM-3PM (MT)
HE FTS hours are 4PM-3PM (MT)

Could you update the HE FTS hours in the api fields for a contract:

OECAPICOM::IContractPtr con = OECAPI()->Contracts->Item(symbol);

*con->StartTime
*con->StopTime

Thanks,

CHW
VPfau
Moderator
Posts: 100
Joined: Oct 26, 2011


Posted: Jun 02, 2015 @ 03:28 PM             Msg. 4 of 4
This start time for the HE-LE CS spread has been updated to 9:05 AM CT and will be applied at this weekend

Thank you

Vitaliy Pfau