Partial Fill Order States

[reach4thelasers]

If I have an order which price touches 4 times, and with each touch 25% of the order gets filled. What are the order States for each execution callback? Would the state be 4 Partial Fill States or 3 partial fill States and a Filled state?

And if it's the latter how can I distinguish between an order that was filled in one go and one which is now fully filled but was previously partial filled.

[NinjaTrader_MichaelM]

Hello reach4thelasers,

Thank you for writing in. The order states for a 4 quantity order, filled one at a time would be:
1) PartFilled
2) PartFilled
3) PartFilled
4) Filled

You can distinguish by tracking if an order was ever PartFilled or not. If an order hits a PartFilled state you can simply set a bool (or use something like a list of KeyValuePair<IOrder, bool>) and then retrieve that bool where you need to know if the order was ever partfilled or not.

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