How to get fill price of market order

[edstaffin]

Hi,
How do I get this in code?
Thanks ... Ed

[NinjaTrader_CalH]

Hello Edstaffin,

Thank you for your note.

You can use the OnOrderUpdate(IOrder order) method to grab any order updates from the strategy and use that IOrder object to get the fill price.

http://www.ninjatrader.com/support/h...rderupdate.htm

Let me know if I can be of further assistance.

[edstaffin]

Hi, thanks, but I guess I wasn't specific enough. OnOrderUpdate gets called about a half dozen times with differing values in the IOrder. All I want is to get the fill price for a market order. I don't know how to filter OnOrderUpdate to get the value I want. Is there an example available that would help?
Thanks ... Ed

[NinjaTrader_CalH]

Ed,

Here is a sample of you will want to look for -

protected override void OnBarUpdate()
{			
	EnterLong("LongEntry");			
}
		
protected override void OnOrderUpdate(IOrder o)
{
	if(o.OrderState == OrderState.Filled && o.Name == "LongEntry")
		Print(o.AvgFillPrice);
}