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PartialFill and OnExecution method

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    PartialFill and OnExecution method

    HI,

    Will the OnExecution method be called as a result of additional fills?

    For example:
    Suppose the trade is EnterLong(100 shares)
    Suppose that In the first step, only 50 share got filled (and the OnExecution method was called)
    Will the OnExecution method be called again if the rest of the desired quantity gets filled?
    If not, which method will be invoked?

    Thank you in advanced.

    Ron

    #2
    Hi Ron, yes OnExecution() is called for each incoming fill.

    You can monitor the orderstate going to PartialFill and finally Filled while checking execution.Order.Filled as well, this will give you the current filled qty of your order (which will be amended as execution are coming in).

    The simulator can enforce partial fills to be seen under Tools > Options > Simulator.

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