OnExecution() on Historical Data?

[Jim-Boulder]

I am writing strategies and I want to capture the entry price and PNL stats on the orders and write them out to a file. Since I am debugging the code in historical mode-I am not clear which order-related events fire the same in historical mode vs real time.

Do all the events, particularly the OnExecution() events work (or work the same) on historical data?

Can you comment on which order-related events and methods DON'T work the same when processing historical data?

[NinjaTrader_Austin]

Jim-Boulder, OnExecution() will work exactly the same from backtest to real-time. The only methods that I am aware of that do not work the same are OnMarketData(), OnMarketDepth(), OnFundamentalData(), GetCurrentAsk() and GetCurrentBid(), because these are real-time events only.