Can anybody provide clarifications, based on actual trading experience, for any of the following questions? I could not find answers in the documentation or other threads.
1. Can a partially filled order continue to be a working order? In other words. can the following two conditions be true at the same time?
Order.state( OrderID ) == Order.STATE_PARTIALFILL
and
Order.state( OrderID ) == Order.STATE_WORKING
2. Do any of the following conditions become true when an order is partially filled (due to the change in the remaining unfilled quantity)?
Order.state( OrderID ) == Order.STATE_PLACING
Order.state( OrderID ) == Order.STATE_UPDATING
3. Does Order.fillQty( OrderID ) return the cumulative filled quantity when multiple fills occur for one order?
4. Does Order.qty ( OrderID ) change when a partial fill occurs? In other words, does the quantity of the order reflect the original quantity when the order was submitted or the current (unfilled) quantity of the order?
I realize that there is an Execution object with information which can aid in monitoring orders and fills, but I do not know how to associate an OrderID with an ExecutionID. That seems to open a possibility for another error in determining what quantity has filled and not filled.
Thank you.
1. Can a partially filled order continue to be a working order? In other words. can the following two conditions be true at the same time?
Order.state( OrderID ) == Order.STATE_PARTIALFILL
and
Order.state( OrderID ) == Order.STATE_WORKING
2. Do any of the following conditions become true when an order is partially filled (due to the change in the remaining unfilled quantity)?
Order.state( OrderID ) == Order.STATE_PLACING
Order.state( OrderID ) == Order.STATE_UPDATING
3. Does Order.fillQty( OrderID ) return the cumulative filled quantity when multiple fills occur for one order?
4. Does Order.qty ( OrderID ) change when a partial fill occurs? In other words, does the quantity of the order reflect the original quantity when the order was submitted or the current (unfilled) quantity of the order?
I realize that there is an Execution object with information which can aid in monitoring orders and fills, but I do not know how to associate an OrderID with an ExecutionID. That seems to open a possibility for another error in determining what quantity has filled and not filled.
Thank you.
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