Matthew and C2 support,
My MOC orders for the system 81042732 failed to get executed again today.
:-([LINKSYSTEM_81042732]
Hi, Market Index Builder:
As I mentioned in an earlier forum post (now lost in the misty annals of C2 lore) until we re-write the unpark-orders-at-time-X logic, you’ll need to share the unpark-at-end-of-day CPU resources with other systems. So for now, the best solution is to move your MOC order-parking time back by one minute. Perhaps try 15:58 ET.
Hopefully, when I re-architect this, we’ll be able to handle all MOC orders simultaneously and very close to the market-close time.
Thank you Matt,
How difficult would be to introduce MOC type of orders that simulate the final closing price of the day?
It’s just an engineering project - not impossible. It is definitely worth doing, but I need to schedule it and make it work. Hang in there.
Can we have an update on this please. I would like to enter MOC orders for QQQs.
Please correct me if I’m wrong but are you all saying that in the US only MOC-tagged orders can go into the closing auction? That is, there is no window of time following the continuos trading session in which all orders are for the closing auction? (ie. like in Europe/London between 16:30-16:35). If this is the case then please C2 lets add proper MOC functionality as soon as possible.
