How to detect if symbol is trading in Auction mode vs Normal mode

#1

Hello,

There is anyway to check if a symbol is trading in normal or auction mode?

I’m having problens with auctions in the middle of the day in the USD/BRL market at BMF&Bovespa (Brazil). When a auction starts the robot send thousands of orders.

With the ENUM_SYMBOL_TRADE_MODE there are some indentifiers:

Identifier Description
SYMBOL_TRADE_MODE_DISABLED Trade is disabled for the symbol
SYMBOL_TRADE_MODE_LONGONLY Allowed only long positions
SYMBOL_TRADE_MODE_SHORTONLY Allowed only short positions
SYMBOL_TRADE_MODE_CLOSEONLY Allowed only position close operations
SYMBOL_TRADE_MODE_FULL No trade restrictions

Does anyone know if when the auction starts the symbom change to disabled? SYMBOL_TRADE_MODE_DISABLED

There is any other way to check if it’s on auctioning mode? So I can stop trading during this period

Thank you

#2

hbroadberriem, did you? I have the same problem

#3

Maybe you can work (guessing here) with the server time (TimeCurrent()). Since it is an auction, no ticks are received, hence Server Time stops… am I waaaay wrong?

:wink:

#4

The auction mode is when people put their bid and asks, but no deal actually happens, they put the prices and only when the auction mode is over, depending on the price that was defined by the auction, some bids and asks are executed…

Don’t know if I made myself clear, but you can search as “Leilão Bovespa” and translate the page to english.

Ps. The auction mode happen every day 15 minutes before the stock market actually opens, and a few minutes after the stock market closed, but, like he said in the question, it can happen in the middle of the day, which can cause some problems.

#5

Hey, this wouldn’t work because ticks are received, they are just not executed… The server runs normally during the auction mode

#6

a

Now that I’m thinking here, maybe we could check if the booking is inverted (I know that sometimes when its in auction mode, the booking gets inverted), so we could check if Bid >= Ask then its in auction mode?

I know for sure that when is inverted, its in auction mode, the only thing that I’m not sure is if necessarily, when is in auction mode, its inverted…

Any thoughts?

#7

Any solution to this problem? I am having the same issue.

Thank you!

#8

Id like to know how to solve this too.

#9

Some people say this work:

if(symbol.Ask() <= symbol.Bid())
  // Is auction!