Partial Fill Question

[freewind]

Hi,

I want to handle a scenario of partial fills.
The scenario is as follow:
1. Send an order for 10 contracts. Time 0.
2. 2 contracts get fill at time 1.
3. 3 more contracts gets fill at time 2.
4. 5 more contracts gets fill at time 3.

My question is when I check the IOrder.Fill at each time point do I get the aggregated fill or the delta? e.g. At step 3(time 2) does IOrder.Fill == 3 or IOrder.Fill == 5?

I want to be able to get the delta fill plus AvgFill and the aggregated fill plus AvgFill at each IOrder event, how can I do it?

I can think on a programmatic way to do it but because it is hard to simulate such events I wanted to know if you have a tested solution for this.

Thanks!

[NinjaTrader_PatrickH]

Hello freewind,

Thank you for your post.

The IOrder object method .Filled will pull the total amount filled for the IOrder object not the value of how much was filled in the last partial fill. So in this case you will need to create your own logic to pull the average fill and per OnOrderUpdate() fill or "delta" fill.

Please let me know if I may be of further assistance.