Question
Why am I getting errors about minimum order size in my algos?
Answer
Most exchanges apply a minimum order size rule to each instrument, which algos need to take into account to ensure your algo clips can execute as expected.
Most exchanges apply a minimum order size rule to each instrument, which algos need to take into account to ensure your algo clips can execute as expected. If you are seeing minimum order size errors, ensure that your overall trade volume for the algo is sufficient so that the minimum order size criteria can be met for every clip. Alternatively, reduce the number of clips for the algo until the minimum order size criteria is met for the algo clips.