Support Board
Date/Time: Sat, 21 Mar 2026 20:08:45 +0000
Post From: Position & position from fills - possibility of temporary mismatch?
| [2026-03-21 09:51:58] |
| curious16 - Posts: 40 |
|
There are two ways to determine the current open position. (1) Read s_SCPositionData.PositionQuantity. (2) Read s_SCOrderFillData.TradePositionQuantity, I call this the fills-implied position. It is clear that the fills-implied position cannot be correct unless all required fills are available. However, assuming we have all fills available, which of the two position values will update faster to a new order fill? It would be helpful to hear from other users whether you saw any temporary mismatch between position and fills-implied position, and how you dealt with this. It seems to me that, maybe, the fills-implied position reacts faster to new order fills, but of course this will depend on the trading service. I am particularly interested in hearing from other users' experience with Teton and with Interactive Brokers regarding any temporary mismatches between position and fills-implied position. |