Order Quantity After PartialFill

[freewind]

Hi,

I want to verify, from what I saw in the trace files, that after I get a partial fill the quantity of the order that remain standing is changed to the remaining quantity.
For example, I placed a Buy 10 order so the order has Quantity=10 Fills=0.
After I get partial fill of 2 contracts I see Quantity=8 Fills=2.

Is that corrects? so after partial fill to know the total quantity of the order I need to sum the quantity and the fills?

Thanks in advance.

[NinjaTrader_Matthew]

Quantity should give you the entire lot size that was requested and the fill gives you the number of contracts that filled under that event.

In your example I'd expect the Quantity to be 10 and the Fills to be 2.

Can you post the sequence of events from the log file? The trace had additional information that may be confusing matters, but the log should simplify this.

[freewind]

Hi Matthew,

After digging into the log file I think I understood what is happening.

I'm getting partial fill and then I want to change the order limit price, but I send it with a new quantity which is the original quantity minus the partial fill.
Then I saw that the amended order has the same ID and the fill is not zero.
This make a problem because when I amend the order I change the quantity to be the remaining one.(OriginalQuantity-Fills).

My question is, do I need to change the quantity after a partial fill, if I want to change the limit price for the remaining quantity?

I hope I made my self clear enough.

Thanks!

[NinjaTrader_Matthew]

If you are managing your limit orders after fill events, yes you'd have to change the the quantity to match after the partial fill on order for it to match at a new price.