Slow order management automated trading 1 second timeframe

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01/18/2024 at 2:00 PM #226508 quote
pointofbrew
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Good day.

I’m testing the responsiveness of the platform for automated trading with IG.

I’m simply placing stop orders at specific times on the 1 second timeframe in the DAX to see how quickly they’re cancelled.

E.g. If I place a stop order on the 1-second timeframe at time = 113000, I expect that order to be cancelled at 113001 if not filled.

But, that is not the case at all. I’ve ran a few tests by now, and I notice that orders are deleted after 1 second maybe 30% of the time, while the rest may need 2-3 seconds before cancellation. A few times it even took 5 and 6 seconds, according to the order list.

I’m seeing orders being filled 3 seconds after the order in fact should have been cancelled. In backtesting none of these orders are triggered, but in practice they very much are.

Are these delays well known? And if so, is it due to PRT servers, IG or both?
01/18/2024 at 4:04 PM #226522 quote

pointofbrew
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Noticed I’m in the wrong forum. Sorry.

Can moderator delete this one? I’ll be opening a new thread in Platform Support
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The topic ‘Slow order management automated trading 1 second timeframe’ is closed to new replies.

Slow order management automated trading 1 second timeframe

General Trading: Market Analysis & Manual Trading

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pointofbrew @pointofbrew Participant

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This topic contains 1 reply,
has 1 voice, and was last updated by pointofbrew
2 years ago.

Topic Details

Forum:	General Trading: Market Analysis & Manual Trading
Language:	English
Started:	01/18/2024
Status:	closed
Attachments:	No files

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