I have a scalper strategy, which runs tick-a-tick, however, when the future/stock goes into auction, there is lack of control in the issuance of orders.

How do I identify when the future/stockis at auction?

janiodesouza 

I have a scalper strategy, which runs tick-a-tick, however, when the future/stock goes into auction, there is lack of control in the issuance of orders. How do I identify when the future/stockis at auction?

you have to look at your order history and look for active working orders and or filled orders