Attention!

heech · 11-26-2008, 02:31 PM

Hi,

I believe I know the answer to this question, but just wanted to double check.

If OnExecution is called on a partial fill of an order... then the IOrder.token will match my initial token returned from the original order call, correct? For every "partial fill" going into OnExecution?

NinjaTrader_Josh · 11-26-2008, 02:40 PM

Yes. Watching underlying IOrder object from the OnExecution can pose race conditions as well. For instance, if you have partial fills and are receiving OnExecution events. Let us say you had 3 part fills. On your second execution if you checked IOrder for order status you can easily get a returned state of Filled even though you have not received all 3 of the execution events yet.

heech · 11-26-2008, 03:03 PM

Quote:

Originally Posted by NinjaTrader_Josh

Yes. Watching underlying IOrder object from the OnExecution can pose race conditions as well. For instance, if you have partial fills and are receiving OnExecution events. Let us say you had 3 part fills. On your second execution if you checked IOrder for order status you can easily get a returned state of Filled even though you have not received all 3 of the execution events yet.

Josh,

As always, appreciate the quick response.

In your example, I'm still guaranteed to get all 3 calls into OnExecution... correct? I just can't rely on IOrder having the right status? If so, I'll just calculate the number of shares actually sold/bought based on the field in IExecution, which I assume is always correct...

And in the case of TDAmeritrade (as discussed in the autotrading forum)... it doesn't matter, because IOrder returns filled for partial fills in any case.

NinjaTrader_Josh · 11-26-2008, 03:09 PM

That would be the way to go.

11-26-2008, 02:31 PM	#1
heech Senior Member Join Date: Nov 2008 Posts: 576 Thanks: 0 Thanked 1 time in 1 post	OnExecution question... Hi, I believe I know the answer to this question, but just wanted to double check. If OnExecution is called on a partial fill of an order... then the IOrder.token will match my initial token returned from the original order call, correct? For every "partial fill" going into OnExecution?
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11-26-2008, 02:40 PM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Yes. Watching underlying IOrder object from the OnExecution can pose race conditions as well. For instance, if you have partial fills and are receiving OnExecution events. Let us say you had 3 part fills. On your second execution if you checked IOrder for order status you can easily get a returned state of Filled even though you have not received all 3 of the execution events yet. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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11-26-2008, 03:09 PM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	That would be the way to go. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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