I am running without any issues a strategy on FDAX contract with a Zenfire/Mirrus Feed/Broker. Smulation is OK too.
Globally the strategy places and moves long/short limit orders in same time. For that I am using unmanaged order handling.
Everything is OK for the FDAX as an exeple. But if we choose the CAC40 on Matif we get several issues:
- no orders placed in real time with Mirrus/Zenfire connection (only historical processing at the launch of the strategy but filtered out by my code)
- orders appear with a simulation connextion instead of Mirrus but strategy does not move limit orders anymore
In my code, I do not use any contract specific lines. I use TickSize as a measure of distance and they are the same for the FDAX and CAC.
We get the same problem with the 6E on Globex.
Would hou have any clues about what happens here.
Thanks and Regards.
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