Hey there, I'm writing a strategy that uses the ATI, but I'd like a way to get order and execution data out of NT. Basically, I have an indicator that sends a message to another program, and that program then places the orders. What I'd like is a method or system that would basically be a global OnExecution/OnOrderUpdate to send out information. I'm aware those methods work in a strategy, but I can't use a NT strategy due to the internal order handling rules.
Does anyone have any recommendations for getting order/fill/execution data out of NT outside of a strategy?
I know it would work to just continously poll the ATI OrderStatus function after I submit the orders (every .01 second or such, it is a high speed strategy), but I'm just curious to see if there is a better way.
Does anyone have any recommendations for getting order/fill/execution data out of NT outside of a strategy?
I know it would work to just continously poll the ATI OrderStatus function after I submit the orders (every .01 second or such, it is a high speed strategy), but I'm just curious to see if there is a better way.
Comment