I have been looking over the API for the purpose of implementing an order execution module. There doesn't appear to be a way of marking an order with any kind of identifying information from EFS. It would be very helpful if an EFS script could pass an identifying string through (via the order object), so my control program could identify symbolically what strategy it was associated with.
Is this the appropriate place to make feature suggestions like this? Please let me know if there is any other procedure I should be following. Thanks in advance.
Is this the appropriate place to make feature suggestions like this? Please let me know if there is any other procedure I should be following. Thanks in advance.
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