In live mode, with real trade, we can setup cross trade (e.g. ES -> MES). From the API point of view (simplified or core), do we have a way to know the target instrument ?
Please consider implementing this feature.
Access to the target instrument for cross trade from the APIs
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- Posts: 2
- Joined: Sat Feb 25, 2023 3:04 pm
Re: Access to the target instrument for cross trade from the APIs
Please add to the API the possibility to get information on the cross-trading instrument, like alias, tick size, multiplier, etc. Please also document how the orders and executions are handled. I have detected double order IDs and double execution IDs with a ":R+" postfix.