How to handle open orders when markets are closed?

I’m implementing an auto trading algorithm. I have had some questions about implementing an algorithm for a long time. Assume that I have an open order, and the market is closed for a while.

  • How can I check whether the market is open or not with Tradovate API?
  • Does Tradovate API provide an “open time” and “close time” for futures markets (e.g., a calendar)?
  • Why positions information are cleared when the markets are closed (see the below figures)?
    Before closing the market
    After closing the market
    As can be seen, the information of positions is cleared when the market is closed.
  • Do I have an option to keep the information for a long time?
  • What is the best method to deal with open orders when they are open and the market is closed?

Hey man,

I also have an auto trading algorithm that was built using Python. I haven’t found many others that have had a bot, so I was wondering if you maybe wanted to connect and discuss more about it.

I figured we’d both have similar questions and stuff. I’ve found a few different things within Tradovate that’s helped my bot.