FMZ Trading API Notes on Market Data, Orders, and Fault Tolerance
Summary
This evolving FAQ collects practical notes for building and operating trading strategies on the FMZ platform. It explains why ticker and order-book snapshots can differ, how order queries distinguish unfinished from completed orders, and how contract selection affects futures market data. It also describes order-volume conventions, market versus limit order parameters, and the need to account for platform-specific contract and spot-market units.
Several entries address data and implementation pitfalls: exchanges may return different amounts of historical candles, indicator calculations can vary across libraries or platforms, and API requests can fail in ways that require strategy-level retries or filtering. The page also discusses time-zone and clock synchronization issues, precision limits, and charting or debugging tools. These are operational explanations rather than a trading strategy, and the FAQ is incomplete and platform-specific. It offers troubleshooting guidance but no systematic performance evidence or universal guarantee that behavior is identical across exchanges.
Key ideas
- Ticker and order-book values may differ because they are collected at different times.
- Completed orders may require a separate order lookup, depending on platform support.
- Futures data depends on selecting the intended contract before requesting bars.
- Order sizes and market-order parameters vary by product type and exchange.
- API failures and differences in indicator calculations may require strategy-level handling.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.