CashCache
01-11-2008, 07:58 PM
I belive the 6.5 beta has a documentaion typo regarding the OnOrderUpdate() method.
The original text reads:
As an example, the NinjaTrader core may have received "Working" and then "Part Filled" order state change events back from the broker API on thread "B" and at some point in time (milliseconds later) the NinjaTrader core will take these events and trigger the OnOrderUpdate() method in the strategy on thread "A". Thus, when the strategy receives the first "Working" state for an order, the IOrder object passed in will reflect the "Working" state although the actual order is really in a state of "Part Filled" which is truly reflected in the original IOrder object returned in any of the order methods such as EnterLong(). Of course, the OnOrderUpdate() method will subsequently receive the event for "Working" state.
I believe it should be:
As an example, the NinjaTrader core may have received "Working" and then "Part Filled" order state change events back from the broker API on thread "B" and at some point in time (milliseconds later) the NinjaTrader core will take these events and trigger the OnOrderUpdate() method in the strategy on thread "A". Thus, when the strategy receives the first "Working" state for an order, the IOrder object passed in will reflect the "Working" state although the actual order is really in a state of "Part Filled" which is truly reflected in the original IOrder object returned in any of the order methods such as EnterLong(). Of course, the OnOrderUpdate() method will subsequently receive the event for "Part Filled" state.
It's not a big deal, but I thought I would mention it.
Thanks,
-Scott
The original text reads:
As an example, the NinjaTrader core may have received "Working" and then "Part Filled" order state change events back from the broker API on thread "B" and at some point in time (milliseconds later) the NinjaTrader core will take these events and trigger the OnOrderUpdate() method in the strategy on thread "A". Thus, when the strategy receives the first "Working" state for an order, the IOrder object passed in will reflect the "Working" state although the actual order is really in a state of "Part Filled" which is truly reflected in the original IOrder object returned in any of the order methods such as EnterLong(). Of course, the OnOrderUpdate() method will subsequently receive the event for "Working" state.
I believe it should be:
As an example, the NinjaTrader core may have received "Working" and then "Part Filled" order state change events back from the broker API on thread "B" and at some point in time (milliseconds later) the NinjaTrader core will take these events and trigger the OnOrderUpdate() method in the strategy on thread "A". Thus, when the strategy receives the first "Working" state for an order, the IOrder object passed in will reflect the "Working" state although the actual order is really in a state of "Part Filled" which is truly reflected in the original IOrder object returned in any of the order methods such as EnterLong(). Of course, the OnOrderUpdate() method will subsequently receive the event for "Part Filled" state.
It's not a big deal, but I thought I would mention it.
Thanks,
-Scott