Support Board

Date/Time: Sun, 19 May 2024 14:15:44 +0000

Post From: missing data in s_SCTradeOrder

[2019-05-22 07:53:49] Link To Thread - Link To Post [Go To First Post]
PK - Posts: 12
In my example of 3 OCO groups, every OCO group's parent order has its own quantity and average fill price, and the entry order is the same as the third OCO group's parent order. Usually, all the 3 parent orders get filled at the same time, so they have the same fill price, but in case all 3 parent orders has different fill price, then how's the average fill price of the total entry order (sum of 3 parent orders), where can I get it? Initially I suppose the entry order's average fill price is the one, but it is the same with the third parent order.