LotSizeFilter vs MarketLotSizeFilter ???

Dear All,

According to the api documantation you should use LotSizeFilter for limit order types and you should use MarketLotSizeFilter for market order types.

As you will see below screen shot, MarketLotSizeFilter.MinQuantity ==0 and MarketLotSizeFilter.StepSize ==0 meaning that there is no constraint on stepsize and minquantity. But when you want to place a market order with MarketLotSizeFilter applied it does NOT success, it fails of stepsize and/or minquantity.
A market order is succesfully placing when i applied LotSizeFilter, not MarketLotSizeFilter !!!. So i always use LotSizeFilter for market orders.
Can you verify to apply LotSizeFilter for market orders? If so why and where do we use MarketLotSizeFilter?

Thank you.

LotSizeFilter should be used for all order type, market orders included.

MarketLotSizeFilter is an additional filter to market orders only.

ok :slight_smile:
So, the same thing valid for futures market, right? Apply both filters for market orders…