Stock market. Stocks. Speed of trade order execution. - page 4

prostotrader
10736
prostotrader  
Andrey Miguzov #:

That's what I wrote about Finam. I am going to open an account there just because of the EBS.

It's a pity brokers can't be discussed on the forum. I would be very grateful if you could write in your personal message why not to go there.

I would be very grateful if you could write in your personal message why not.

I will write to you in person.

prostotrader
10736
prostotrader  

I do not quite understand the policy (picture below)

In the picture above ("Pending order") you can set a limit order

If it is "Return", then in case of partial filling the order will be in the cup, if it is "All/Nothing" ,

if not filled, the order will be withdrawn.

What is the meaning of "Exchange execution"?

In the reference:

Exchange execution

Trades are executed at current market bid prices.


But you cannot place a market order on the stock market.

Then it turns out to be the same as "Pending Order", only at the best prices in the market.

Or is it not?

prostotrader
10736
prostotrader  

Decided to keep RETURN

But I still have the main question, that's where it all started

What is the execution speed of the trade order (Sleep(10); //TODO ??????????????????????????????????? )?

Now the wait is 50 ms

//+------------------------------------------------------------------+
//| Expert Check Deal function                                       |
//+------------------------------------------------------------------+
PIPE_COMMAND CheckDeal(const ulong a_ticket)
{
  int cnt = 0;
  while(cnt < 5)
  {
    if(OrderSelect(a_ticket))
   {
     long init_vol = long(OrderGetDouble(ORDER_VOLUME_INITIAL));
     long cur_vol = long(OrderGetDouble(ORDER_VOLUME_CURRENT));
     if(cur_vol < init_vol)
     {
       return(P_DEAL_PARTIAL);
     }
   }
   else
   if(HistoryOrderSelect(a_ticket))
   {
     spot_ticket = 0;
     return(P_DEAL_DONE);
   }
    Sleep(10); //TODO ??????????????????????????????????? 
    cnt++;
  }
  return(P_NO_DEAL);
}

Added by

On demo server

it takes just over 4.5 ms to place and withdraw an order but this is without placing it on the exchange.

2022.03.08 02:21:21.052 Trades  '1115097': sell limit 2 GAZP at 125.00
2022.03.08 02:21:21.057 Trades  '1115097': accepted sell limit 2 GAZP at 125.00
2022.03.08 02:21:21.057 Trades  '1115097': order #403249172 sell limit 2 / 2 GAZP at 125.00 done in 4.702 ms
2022.03.08 02:21:21.107 Trades  '1115097': cancel order #403249172 sell limit 2 GAZP at 125.00
2022.03.08 02:21:21.111 Trades  '1115097': accepted cancel order #403249172 buy 0  at market
2022.03.08 02:21:21.111 Trades  '1115097': cancel #403249172 sell limit 2 GAZP at market done in 4.504 ms

And on live server?

JRandomTrader
1065
JRandomTrader  
prostotrader #:

I have written to you in person.

Would also like to know.

prostotrader
10736
prostotrader  
JRandomTrader #:

Would also like to know.

I copied the answer to my email

Roman Shiredchenko
3811
prostotrader #:

I have written to you in a private message.


You can also send it to me, I wanted to open an account for pair trading...
Andrey Miguzov
2532
Andrey Miguzov  
Roman Shiredchenko #:

I would like to open an account for pair trading...

Forwarded the reply

Yuriy Zaytsev
22249
Yuriy Zaytsev  
prostotrader Trades are executed at current market bid prices.


But you cannot place a market order on the stock market.

Then it turns out to be the same "Pending Order", only at the best prices in the market.

Or is it not?


It seems that according to the strategy, you should clearly buy as much as you want.

In order to place a hedge with the same amount of fx volume.

Sergey Gridnev
5546
Sergey Gridnev  
prostotrader #:

I have copied the answer to my personal email

Is it possible for me to read it?
Alexey Viktorov
42357
Sergey Gridnev #:
Is it possible for me to read it?

I don't mind reading it either, but I dare not ask. Why burden people......... I think if you put this text in the archive and no one, not a word about the content will share their opinion about it, this will not violate the rules of the forum. After all, it is not forbidden to post any text, only to discuss brokers.