I am contemplating publishing some of my strats on C2 and would like some clarification on the viability of FOK for limit orders.
My current platform sends Limit orders to NinjaTrader via their ATI functionality.
If the order is not filled by the time certain technical conditions ensue, my platform, via a dll, will cancel any unfilled Limit orders in Ninja.
If I publish a strat that uses these methods to C2 via Ninja, will the Fill or Kill functionality continue to function in the C2 world?
If the orders are cancelled in NinjaTrader, and if you are using the NinjaTrader-to-C2 interface, they should also be canceled at C2.
It is my understanding that orders placed through NinjaTrader are not sent to C2 until after they are filled, in which case they are sent as Market Orders…?
