ExecutionUpdate Operations

[jeronymite]

In an AddOn, when processing ExecutionUpdates, the expected first ExecutionUpdate for an Order is an Add Operation. If one subsequently receives an ExecutionUpdate for a previously seen ExecutionID with an Operation of "Update", what things are potentially updated? I would like to know what to look for in the update without having to do a full comparison of every item. I have seen Rate updated, but that's the only thing I've spotted. Are there other possibilities? I presume that separate Partial Fills will have different ExecutionIDs, so changes to Quantity would not be expected?

Thanks.

[NinjaTrader_Jesse]

Hello jeronymite,

There is not a specific list of possibilities here, this will relate to what the broker sends back or what actions were completed with the order. I would suggest using a Print to see what possible states the event has in your specific use case with your broker.

The partial fills should be reported as such and the quantity would reflect what was filled, a fully filled execution will be reported as such and have the full quantity. This would also be a good use case for a Print to output the execution as it progresses though the partial fiill.

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

[jeronymite]

Thanks, Jesse.

As a normal part of development, I display a complete list of all Execution Items on ExecutionUpdate. The only item I have seen Updated so far is Rate, but I will watch for others.

Thanks.