How to handle open orders when markets are closed?

API Developers Community Support
1

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
    1
    After closing the market
    2
    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?
2

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.