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Date/Time: Sun, 22 Jun 2025 10:56:24 +0000



Post From: sc.GetOrderFillArraySize() returning 0 in replay

[2022-03-28 12:59:34]
User462086 - Posts: 196
This happened a couple of times today after fills had already been detected in the order fill array. There was a replay event before each occurred:

Paused 1.00X: ESM22_FUT_CME[M] 1.00 Range #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2022-03-28 04:34:45.948

>> then sc.GetOrderFillArraySize() == 0 on the next execution

Replay 1.00X: ESM22_FUT_CME[M] 1.00 Range #1 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2022-03-28 04:47:51.058

>> then sc.GetOrderFillArraySize() == 0 on the next execution

Just curious if this is something that's unique to the replay environment, or if it could also occur in live non-simulated trading?

Using version 2362.
Date Time Of Last Edit: 2022-03-28 13:00:47