Enabling Duplicate Order Check for Accounts and Account Groups
Duplicate Order Check
When setting account risk, you have the option to set a duplicate order check. This check triggers an order rejection for an order with the same instrument and price as another order submitted on the same account/account group that has exceeded the configurable threshold of duplicate orders allowed over a rolling window of 1 second.To configure the duplicate order check for an account...
- Select User Admin | Accounts.
- Select an account in the account grid and click Edit Account....
- In the Exchange Settings pane, select a TT Gateway and click the Prevent Duplicate Orderscheckbox and set Order Threshold to the number of duplicate orders allowed per second. When checked, the duplicate order check is enabled for the account.