Overview:
Miscellaneous information helpful to scripting and trading
Sections:- Commissions - lists and explains commission charged by exchanges, brokers, and regulatory agencies
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Exchange Codes - list of exchange codes
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Lists - lists available in the simulator
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MUTS - explanation of MUTS (microseconds unix timestamp)
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Order Algos - order algos available in the simulator
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Order Algorithm Logic - order algorithm logic definitions
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Order Algorithm Logic - CQLite - order algorithm logic definitions
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Order Message's State - list of possible order states
- Packages and Libraries - list of all major and available packages and libraries
- Pre-Trade Risk Checks - Pre-trade risk checks used (including buying power)
- Sales Conditions - list of possible sales conditions
- Strategy Control Options - table of options that control strategy starting and stopping.