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On Cancel and Fill logic in SampleOnOrderUpdate

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    On Cancel and Fill logic in SampleOnOrderUpdate

    As i read the code for SampleOnOrderUpdate, the logic for "
    OnExecution(IExecution execution)" section has one condition as the following:
    if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))

    I have a curious question on the underlined part: under what condition can an order be cancelled and filled at the same time?

    #2
    Cancelled after a partial fill.
    Josh P.NinjaTrader Customer Service

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