Are there any other ordertypes besides MARKET, LIMIT, and STOP that we should handle? For example Interactive Brokers supports:
Identifies the order type. Valid values are:
· MIT
· MKT
· MKTCLS
· LMT
· LMTCLS
· PEGMKT
· SCALE
· STP
· STPLMT
· TRAIL
· REL
· VWAP
· TRAILLIMIT
Greg:
I don’t know what your software is meant to do, so it’s hard for me to say with certainty. What I can tell you is that C2 supports only Market, Stop, and Limit orders.
So that would be the minimum set of order types your custom software should support.