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Trading Window

Alert-Level Trading Windows​

By request, we've added the ability to set trading windows at the alert level in addition to your Master Trading Windows in Master Controls. The fields start_time and end_time define when a webhook command may continue to its selected broker destination.

Just like the Control Panel, all time values are in US/Eastern market time, or NYC time. You can set either a start_time or an end_time or both. If only a start time exists, if the current time exceeds the start time, the alert is accepted. Similarly, if the current time is less than the end time, the alert is accepted. If both times are set, the current time must be between both times.

info

Both the alert-level trading window and the Master Controls trading window can be used at the same time and will both be evaluated if set.

Closing Only​

In addition to start_time and end_time there's also the option closing_only_after available at the alert level, which behaves identically to the Master Controls closing only filter.

closing_only_after blocks commands classified as opening after the specified time while allowing exit and order-management commands to continue. The opening command set is PLACE, FLATPLACE, REVERSE, REVERSEPOSITION, and CANCELREPLACE. Closing commands such as CLOSEPOSITION and FLATTEN, plus cancel and change commands, are not blocked by this closing-only check. Other risk gates can still block them.

To use closing_only_after, both start_time and end_time must be set. Typically, the closing_only_after time will be between them.

warning

When an opening command carries an explicit flatten_first leg, closing-only mode keeps only that same-account, same-instrument flatten and removes the entry. This includes PLACE with flatten_first=true on both destinations and FLATPLACE on Tradovate. Other opening commands, including native NT8 FLATPLACE, are blocked as a whole; CrossTrade does not execute a reverse or replacement's destructive first step and then discard its entry.

Time Formats​

Valid formats for times are any of the following in 12- or 24-hour clock format.

Representing 1:30 AM ET:

  • 01:30
  • 01:30 AM
  • 01:30AM
  • 1:30
  • 1:30 AM
  • 1:30AM

Representing 1:30 PM ET:

  • 13:30
  • 01:30 PM
  • 01:30PM
  • 1:30 PM
  • 1:30PM

Example Payload​

The following alert will only be processed if the current market time (US/Eastern, NYC time) is between the start_time and end_time.

key=your-secret-key;
command=place;
account=sim101;
instrument=ES 09-26;
action=buy;
qty=1;
order_type=market;
tif=day;
start_time=9:30 AM;
end_time=4:00 PM;

If you only want CrossTrade to accept closing orders after 3:30 PM, your message might look like this:

key=your-secret-key;
command=place;
account=sim101;
instrument=ES 09-26;
action=buy;
qty=1;
order_type=market;
tif=day;
start_time=9:30 AM;
end_time=4:00 PM;
closing_only_after=3:30 PM;

On Tradovate

Alert-level windows (start_time, end_time, closing_only_after), global/master windows, and account-level Account Manager windows apply with destination=tradovate;. Webhooks evaluate these in the shared signal path before broker dispatch, with the same command-based closing-only behavior described above.