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Changing PartFilled Limit orders

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    Changing PartFilled Limit orders

    Let's suppose that my sell limit order has been part filled (e.g. sellOrder.Quantity=4 and sellOrder.Filled=3). Now I want to modify the limit price of that order using ChangeOrder. Question: how to define the order quantity? Should I use

    1) sellOrder.Quantity, or
    2) sellOrder.Quantity - sellOrder.Filled

    Last edited by jp_kettunen; 12-21-2010, 04:42 PM.

    #2
    I would go with option #2.
    Josh P.NinjaTrader Customer Service

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      #3
      Thanks - JP

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        #4
        Referring to the discussion below: I Have managed to test this (changing the limit price of a part filled order) on Sim account, and the results show that one should NOT modify order quantity as a function of fills. Example: if my sellOrder.Quantity == 4 and sellOrder.Filled == 3, and I want to change the limit price of the part filled order to myTargetAskPrice, I should submit the change request as follows (no stop defined):

        ChangeOrder(sellOrder, sellOrder.Quantity, myTargetAskPrice, 0);

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