Stock market. Stocks. Speed of trade order execution. - page 19

Andrey Miguzov
2532
Andrey Miguzov  
Alexey Viktorov #:

A completely useless thought. For what purpose is there a need to translate time into a line? Right, to look in the log or on the chart... And one should take into account what topic this is being stated in. All they say here is about mql5, and in mql5, the output in comment or in log, datetime will be translated into readable form internally, without any intervention.

You need ms (milliseconds). There are no ms in datetime, only s.

If there is a shorter output method, please post it here, I'd appreciate it.

JRandomTrader#:

Well the printer which performs this conversion implicitly has nothing to do before sending the order.

We save two numbers, send the order asynchronously, and after that we can either output everything immediately or timed out somewhere.

It's like this. I understand that most traders will perceive this as paranoia, but I've seen in my tests a good difference in results even because of the extra 5 ms delay.

That's why, by the way, buying is done simultaneously on 2 legs and not one at a time like inprostotrader's case.

Alexey Viktorov
42357
JRandomTrader #:

So the printer, which performs this conversion implicitly, has nothing to do before sending the order.

We save the two numbers, send the order asynchronously, and afterwards we can either output everything immediately, or timed out somewhere.

This is another topic.

prostotrader
10736
prostotrader  

Hi!

Has anyone traded today (20,04,20222) in the morning (10-00 --> 10-30) shares via MT-5 (Otkryvashka or BCS)?

Don't consider it a problem, please post a piece of log of execution of any order,

e.g. as here

2022.04.20 10:10:32.271 Trades  'ххххх': sell limit 20 MOEX at 88.56
2022.04.20 10:10:32.277 Trades  'ххххх': accepted sell limit 20 MOEX at 88.56
2022.04.20 10:13:25.446 Trades  'ххххх': sell limit 20 MOEX at 88.56 placed for execution
2022.04.20 10:13:26.012 Trades  'ххххх': order #200995543 sell limit 20 / 20 MOEX at 88.56 done in 173772.341 ms
prostotrader
10736
prostotrader  
Replikant_mih #:

Yes, all sorts of interesting fields.

How did they decide to play around with the lack of boundary information?

Turns out I was wrong :(

Now I wanted to set a sell order at 970 and Quick said I couldn't.

There are pricelimits on the Stock

Added

There is still a chance to hit the price outside the limits on the Stock

Andrey Miguzov
2532
Andrey Miguzov  
prostotrader #:

Turns out I was wrong :(

Now I wanted to set a sell order at 970 and Quick said I couldn't.

There are pricelimits on the Stock


https://www.moex.com/a774

Московская Биржа - Система ограничений на параметры заявок
Московская Биржа - Система ограничений на параметры заявок
  • www.moex.com
Система ограничений на параметры заявок, при превышении которых заявки автоматически отклоняются Системой торгов, устанавливается решением Биржи, при этом может устанавливаться перечень ценных бумаг и/или режимов торгов, а также категорий Участников торгов, для которых устанавливаются соответствующие ограничения, а также иные ограничения. В настоящее время заявка на совершение сделки не принимается, если цена, указанная в заявке, выходит за пределы следующих ценовых коридоров: Акции, депозитарные расписки и инвестиционные паи Облигации Лимит отклонения цены ценных бумаг устанавливается в соответствии с "Методикой определения Банком "Национальный Клиринговый Центр" (Акционерное общество) риск-параметров фондового рынка и рынка депозитов.", утверждаемой решением Правления Банка НКЦ (АО), в следующих режимах торгов: Режим торгов "Режим основных торгов Т+"; Режим торгов "Квал.Инвесторы - Режим основных торгов Т+"; Режим торгов "Акции Д -
prostotrader
10736
prostotrader  
Andrey Miguzov #:

https://www.moex.com/a774

Does MT-5 have a closing price?

Andrey Miguzov
2532
Andrey Miguzov  
prostotrader #:

Is there a closing price in MT-5?

But how much it beats the exchange I haven't checked...

Added.

Screenshot above from Finam, and below from Otkritie.... The price beats, but everything else is called find 10 differences :(((


prostotrader
10736
prostotrader  
Andrey Miguzov #:

But how much it beats the stock exchange has not been checked...

This is for the stock repo trading mode and for T+ modes there is a list of deviations.

It is in *.dbf format and is not downloadable...

Man, everything is made for normal trading!

Andrey Miguzov
2532
Andrey Miguzov  
prostotrader #:

This is for the Share Repo mode, and the T+ mode has a list of deviations. and for T+ modes there is a list of deviations.

It is in *.dbf format and cannot be downloaded...

Man, everything is made for normal trading!

It just won't download via chrome, I downloaded via edge. Only the extension back to change - the site engine does not give files to download dbf.

Why do you need it? Isn't it written on the link +-40%? And there as far as I remember a very small percentage begins with a discrete auction and suspension then? But I haven't got into it yet. My head is already square - I'm trying other strategies that are not aimed...

Files:
PriceMoveLimit.txt  2411 kb
Andrey Miguzov
2532
Andrey Miguzov  

Discrete auction of a trading period

Purpose

Before the introduction of thediscretionary auction technology, if the current share price deviated from the set limits, trading in the security was suspended for 30 minutes. This situation was inconvenient for bidders, as during the suspension they could not adjust their positions on the instrument in a highly volatile environment.
The introduction ofa discrete auction instead of a 30-minute suspension solved the problem.

Period during which a discrete auction can be held

The discrete auction is conducted in the T+ Main Trading Mode ("T+2") or in the PIR Shares -T+ Main Trading Mode:

  • for a single stock or DR from the list of securities for the calculation of the IMOEX Index (in case the current price of one security deviates more than ±20% from the previous day's closing price)
  • - simultaneously for all shares and DRs (in case of deviation of IMOEX Index over ±15% from closing price of the main session of the previous trading day)

Total time of each discrete auction series is 30 minutes; each series consists of 3 discrete auctions of up to 10 minutes each.

Running times:

  • 07:10:00 - 16:39:59 Moscow time (for stocks and DRs with a morning session)
  • 10:10:00 - 16:39:59 Moscow time (for stocks and DRs without morning session)

https://www.moex.com/s1429

Московская Биржа - Рынки
Московская Биржа - Рынки
  • www.moex.com
Т+2. Время проведения 07:10:00 – 18:39:59 мск (для акций и ДР с утренней сессией) 10:10:00 – 18:39:59 мск (для акции и ДР без утренней сессии) 10:00:00 - 18:44:59 мск (для паев) Торги проводятся в виде открытого непрерывного двустороннего аукциона. Все сделки заключаются с центральным контрагентом. Заявки Все заявки подаются только с кодом расчетов Y2. Характеристика кодов расчетов, используемых в Секторе рынка "Основной рынок" Участник торгов может подавать заявки, которые могут быть исполнены в течение торгового периода: лимитные заявки с указанием цены и количества ценных бумаг рыночные заявки с указанием только количества ценных бумаг; айсберг-заявки (лимитные заявки с указанием в них видимого количества ценных бумаг, выраженного в лотах).