I am using the TWS and recall seeing (somewhere) a warning that the fills must be monitored in the "onExecutionUpdate" event, but I cannot find an example of what code needs to be added to this event...
I have coded in the event but I want to insure that I address this correctly.
Any examples of what is needed?
Here is the quote from the docs: "When using a NinjaScript strategy it is best practice to only work with passed by value data from OnExecution. Instances of multiple fills at the same time for the same instrument might result in an incorrect OnPositionUpdate, as sequence of events are not guaranteed due to provider API design."
How do I use "passed by value data"?? Is not the data passed to this event "by value"?? or is this saying something else?
and does the example shown in the doc useable for an IB connection?
Just found the IB example which addressed this issue so question answered....
>>>still think the docs should be clearer...
I have coded in the event but I want to insure that I address this correctly.
Any examples of what is needed?
Here is the quote from the docs: "When using a NinjaScript strategy it is best practice to only work with passed by value data from OnExecution. Instances of multiple fills at the same time for the same instrument might result in an incorrect OnPositionUpdate, as sequence of events are not guaranteed due to provider API design."
How do I use "passed by value data"?? Is not the data passed to this event "by value"?? or is this saying something else?
and does the example shown in the doc useable for an IB connection?
Just found the IB example which addressed this issue so question answered....
>>>still think the docs should be clearer...
