i.e.
I order quantity 10 but only partially quantity 1.
Do I need to code how much is the partial fill and to fill the remaining (I hope not)
or is there a method to keep trying until filled?
I would like all my orders to be filled at any cost.
protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError) { if ( order.Name == "LONG MNQ 03-21" ) { entryOrderLongMNQ = order; } if (entryOrderLongMNQ != null && entryOrderLongMNQ == order) { Print(order.ToString()); if (order.OrderState == OrderState.PartFilled) { [B]// Keep trying to fill at any cost[/B] } } }
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