Handling overfills in Unmanaged

[boaza]

Hi,

A couple of questions before I implement my own handling of overfills:

• When I OCO orders together, and I still get overfills, I expect the first one to be filled not to have the overfill flag set, and other orders which were supposed to be cancelled but still got filled to have the flag set. Is this correct?
• Will OnExecution() be called for orders with the 'overfill' flag set?

Thanks,

Boaz

[NinjaTrader_RyanM1]

Hi Boaz,

Thanks for the post. I'm not sure what you mean by overfill flag. Can you please clarify?

[boaza]

IOrder.OverFill

[NinjaTrader_RyanM1]

Thanks for the reply.

When I OCO orders together, and I still get overfills, I expect the first one to be filled not to have the overfill flag set, and other orders which were supposed to be cancelled but still got filled to have the flag set. Is this correct?

This property is set per order. The order that's marked for cancellation and then filled will have overfill property = true. If the first order was never marked for cancellation, then it would have overfill = false.

Will OnExecution() be called for orders with the 'overfill' flag set?

Yes, if the order is filled then OnExecution() will be raised. Overfill = true would be set after the fill event (if the order was marked for cancellation.)

[boaza]

Hi Ryan,

Is there any way I can simulate an overfill (aside from going live)?

Boaz

[NinjaTrader_RyanM1]

Unfortunately there is no way I'm aware of you could simulate overfills. They can happen on Sim101 as well as live, but since it's a local account (no connection lag) it's very hard to produce overfills on-demand.

This would be a nice thing to have, especially for those programming their own overfill handling. I'll submit as a request to our development team so that it can be considered for a future version. This has been assigned tracking id # 1497.