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Changing order on unmanaged

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    Changing order on unmanaged

    Imagine this scenario with unmanaged orders:
    1. I submit a limit order for 1,000,000
    2. Order is part filled by 500,000
    3. The price changes and I send a ChangeOrder to set a new price for the limit order.

    When setting the change order I have to set the original quantity of the submited limit order or the remaining quantity?

    ChangeOrder(MyOrder, Quantity, Price, 0);

    #2
    guillembm, you would set this for the remaining qty then - however executions could still be coming in for the working order in partfilled state (while you send the change request), so you need to carefully monitor.

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      #3
      So, the best way to monitor the remaining quantity would be Position.Quantity?

      Comment


        #4
        That would be one way, but closer would be changing the order in OnExecution(), here you would know execution.Quantity - http://www.ninjatrader.com/support/h...iexecution.htm

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