How to match a trade's Entry/Exit rows in the exported trade execution CSV file

[iamgeek]

Hello Everyone,

Please refer the attached snapshot of the exported Trade Execution CSV file. I am trying to create my own software that would read the exported Trade Execution CSV file and try to figure out the entry and exit points for each trade. I would like to know how to know which is the corresponding exit row for a trade entry. I thought the ID or Order ID might have some correlation but I couldn't find any. Any help would be highly appreciated.

Thanks

[NinjaTrader_DrewO]

Hello iamgeek,

Thanks for your post.


It looks like the exported file is from the Executions tab of the Control Center, which outlines each execution individually. In the "E/X" column, the platform will designate an order as an Entry or Exit order. In your example, a position was scaled into and then scaled out of the position with various quantity orders.

[iamgeek]

Thanks for your response. I understand the column E/X will be marked as Entry or Exit but my original question was about figuring out which entry and exit are a match. For example, lets say I entered a trade with 1 Contract and then after a minute or so, I entered another one 1 contract. Now I closed my 2nd trade. The column will be marked as Exit, but how will I know if this "Exit" is for my first trade or my second trade. Thanks in advance.

[NinjaTrader_DrewO]

Thanks for replying.

NinjaTrader would be calculating with FIFO wherever possible, so NinjaTrader would pair the first entry with the first exit. Ultimately, for live trades settlement doesn't occur at the exchange until end of day, and the ending total PnL for all trades during the session would match regardless of how the trades are paired.