I'm looking at automating a pairs trading strategy using NT. I need to launch an order in one symbol in response to an execution in another symbol.
From what I can see, I need to use an ATI interface as opposed to NinjaScript as the OnBarUpdate() in NinjaScript can't be used to place an order in one symbol in response to an execution in another symbol.
Are there any event notifications for fills in the DLL or COM interfaces? I saw the functions to query for execution data, but not events to handle.
If not, I see that NT writes updates as fills occur using the File interface. Would this be the best method to achieve launching an order in response to an execution in a different symbol? If so, any suggestions on how the program should quickly see that NT has written a new update file?
Appreciate any suggestions.
From what I can see, I need to use an ATI interface as opposed to NinjaScript as the OnBarUpdate() in NinjaScript can't be used to place an order in one symbol in response to an execution in another symbol.
Are there any event notifications for fills in the DLL or COM interfaces? I saw the functions to query for execution data, but not events to handle.
If not, I see that NT writes updates as fills occur using the File interface. Would this be the best method to achieve launching an order in response to an execution in a different symbol? If so, any suggestions on how the program should quickly see that NT has written a new update file?
Appreciate any suggestions.
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