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  • Filled orders

    Hi!
    I've posted this before, but still:
    Is there any way to know through Desktop API's if the order is filled.
    For example , my EFS script sends LIMIT orders, and I would like to know if the orders is filled. I do know how to find out that the LIMIT order is set (onPlaceOrder method can help me with that), but I need to get an event in my application as soon as this LIMIT order is filled.

    thank you in advance,
    Roman

  • #2
    Roman,

    There is no way for eSignal's data farm to know if your broker has filled the order. The OnPlaceOrder event simply returns a confirmation that you have requested an order. On the other hand, when the broker fills that order there is no interaction with the eSignal application. It is essentially a one-way communication. Consequently, there is no associated event for it.

    Starr

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    • #3
      Order Confirm

      Sounds like u want to check the price and see if went through your limit. That will depend on what and where you trade. It will probably work pretty often* on NYSE, for example, if you can filter the ticks to NYSE only (no ECN's).

      *You don't get it if there is "stock ahead", .

      There is some file reading capability in EFS though, so if you can make the fill from your broker generate a disk file, say log.txt w/ a time stamp, then you could read that file on an interval.

      Its all ass-backwards though because what u really want is an API from your broker that has price data, current shares, etc, otherwise your going to get SS violations.

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