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what happens to strategy positions when order state is partially filled
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what happens to strategy positions when order state is partially filled
Suppose i am using LimitOrders (unmanaged), i.e. I issue a SubmitOrderUnmanaged and my orderstate is OrderState.PartFilled. Also suppose I have IsFillLimitOnTouch = true. Will my strategy positions reflect the partially executed orders, or will the strategy positions reflect the entire quantity that was hypothetically supposed to get Filled (but did not)?
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Hello uday12,
Thanks for your post.
The strategy position will reflect the quantity that gets filled by the strategy's orders. if there is a part fill the strategy position will reflect the quantity that is partially filled until the order is fully filled, and then the position will reflect the full quantity of the order.
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