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onExecution, which BarsInProgress (or Instrument)

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    onExecution, which BarsInProgress (or Instrument)

    I am throwing out several buys for multiple instruments out at once. I need to determine how to process the fills for each. Using onExecution, how would I filter which instrument is being reported for this execution? IE:, which BarsInProgress is happening for the fill that just came in?

    #2
    You can simply call the BarsInProgress property.

    For example the following:

    Code:
    		protected override void OnExecution(IExecution execution)
    		{
    			Print("execution occurred on BIP: " + BarsInProgress);	
    		}
    Would spit out the following:

    execution occurred on BIP: 2
    You can also do filtering on BIP like you may be using in OnBarUpdate:

    Code:
    if(BarsInProgress == 2)
    // do something
    Please let me know if that's not what you're looking for.
    MatthewNinjaTrader Product Management

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