question regarding Iorder object

[kelvin2088]

hi ninja masters,
i'm looking at IOrder.AvgFillPrice and IExecution.Price
are they kind of the same? should their values equal?

thx!

[NinjaTrader_Bertrand]

kelvin2088, that would depend if you see partials for an order or not.

The IExecution would report for each single incoming execution seen, while the AvgFillPrice would update with all executions received factoring in a partial fill at for example a different price, thus returnning then an amended average.

[koganam]

hi ninja masters,
i'm looking at IOrder.AvgFillPrice and IExecution.Price
are they kind of the same? should their values equal?

thx!

On a Limit Order, they will be identical; on a Market Order, it is as Bertrand says above.