Is this always the case? If not, what is the variable name that will provide the actual fill price of an open position? Thanks.
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Position.AvgPrice = Order Fill Price?
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Hello,
I'm not sure I follow, but you will only have access to the average fill price of the multiple contract orders you are making.
However, you could use OnOrderUpdate() to record and save the price when the roder is updated each time, which could be a partial fill:
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