OnExecution question...

[heech]

Hi,

I believe I know the answer to this question, but just wanted to double check.

If OnExecution is called on a partial fill of an order... then the IOrder.token will match my initial token returned from the original order call, correct? For every "partial fill" going into OnExecution?

[NinjaTrader_JoshP]

Yes. Watching underlying IOrder object from the OnExecution can pose race conditions as well. For instance, if you have partial fills and are receiving OnExecution events. Let us say you had 3 part fills. On your second execution if you checked IOrder for order status you can easily get a returned state of Filled even though you have not received all 3 of the execution events yet.

[heech]

Yes. Watching underlying IOrder object from the OnExecution can pose race conditions as well. For instance, if you have partial fills and are receiving OnExecution events. Let us say you had 3 part fills. On your second execution if you checked IOrder for order status you can easily get a returned state of Filled even though you have not received all 3 of the execution events yet.

Josh,

As always, appreciate the quick response.

In your example, I'm still guaranteed to get all 3 calls into OnExecution... correct? I just can't rely on IOrder having the right status? If so, I'll just calculate the number of shares actually sold/bought based on the field in IExecution, which I assume is always correct...

And in the case of TDAmeritrade (as discussed in the autotrading forum)... it doesn't matter, because IOrder returns filled for partial fills in any case.

[NinjaTrader_JoshP]

That would be the way to go.