PartialFill question

[login_dejavu]

Hello,

I want to ask about PartialFill and order handling, because it is not possible to simulate, I do not really know what to expect.

- Lets say I want to assign Order object on OnOrderUpdate when was PartialFill, should I expect 2 different Order objects or it will be 1 (same) object which just update the quantity and average price between partial filled prices?

- And in case it is different objects, means I should expect array of Order's, because it can be filled with unknown(up-front) number of orders 10(5+5), 10(4+4+2),10(5,2,2,1)?

- What will be the sequence of types for 2+3+5=10? partial(2)+partial(3)+partial(5) or partial(2)+partial(3)+fill(5) ?

[NinjaTrader_PaulH]

Hello login_dejavu,

Thanks for your post.

For the simulator, you can enable "Enforce partial Fills" under tools>Options>Trading
Please see " Understanding trading properties" https://ninjatrader.com/support/help...ns_trading.htm

There would be one order object to track the order.

[login_dejavu]

Hello login_dejavu,

Thanks for your post.

For the simulator, you can enable "Enforce partial Fills" under tools>Options>Trading
Please see " Understanding trading properties" https://ninjatrader.com/support/help...ns_trading.htm

There would be one order object to track the order.

Thanks for your answer and have a nice day!