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Date/Time: Sat, 20 Apr 2024 13:20:43 +0000



Post From: Statistical Performance Over Time - Trade Statistics & s_ACSTradeStatistics

[2019-06-10 19:32:32]
User796776 - Posts: 95
Excellent news on the flat to flat changes to s_ACSTradeStatistics and Flat to Flat iteration capability.

As a follow-up, is there a function, similar to sc.GetOrderForSymbolAndAccountByIndex, to allow iteration of all Trade Activity entries?

Using sc.GetOrderFillEntry to get filled orders, I have tried to use the FillData.InternalOrderID to call sc.GetOrderByOrderID to get the original order information so I could reconstruct the original order with child orders but this doesn't work as SCTRADING_ORDER_ERROR is returned for (non-active) historical orders.

The order details are present in the Trade Activity log, but need a method to retrieve them.