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Shouldn't their "system protocol" have a way for the the server to recognize resends of orders it has already received, and ignore them?
by Camillo 14y ago
Shouldn't their "system protocol" have a way for the the server to recognize resends of orders it has already received, and ignore them?
- veyron 14y agoYou may actually want to send multiple orders, which is why pretrade duplicate checks usually assume a fixed window (2 orders of the same price/quantity/side in a 50 msec window) For example, sending a large order to the market looks different from many smaller orders.