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Date/Time: Sat, 18 May 2024 12:03:05 +0000



Post From: ACSIL - Find order fills until flat / reversed

[2018-10-29 07:39:27]
User19165 - Posts: 346
This is the best I have managed to come up with regarding post #3.

- Once position is active, record the timestamp of the fill.
- Each successive tick, compare the recorded timestamp of the last fill for equality with the fill from the last entry in GetOrderFillEntry()
- When the last fill from GetOrderFillEntry() is > than the recorded last fill timestamp, then update the locally recorded fill timestamp, do trade mgmt indicator processing
- Else do nothing

Is there anything better than this that I have not yet learned about? I am new to the ACSIL API and this seems quite tedious of a solution. Maybe better comparing InternalOrderID? or FillExecutionServiceID? I need to be able to check for partial fills and update this tool on each partial fill, should they occur.
Date Time Of Last Edit: 2018-10-29 07:45:01