Download Broker Info

[4357782]

I am trying to download the BrokerInfoDisplay.efs, but the size file after download is 0 KB. If you have a working link to BrokerInfoDisplay.efs please post it. I searched all the forums for this file, but all the links point to the same file with a file size of 0 KB. Thank you.

[eSignal_JasonK]

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Hello 4357782,

The formula you're referencing is no longer available as it contained some undocumented functionality that may be deprecated and/or redesigned.

[4357782]

Hello Jason,
I used that EFS before and it worked fine. Please let me know if I can give you my email address and you email me the BrokerInfoDisplay.efs
In case you can't, what I am looking for is the EFS function to retrieve the "Last Fill" price when I am trading using eSignal connected to Interavtive Brokers through the eSignal's IB plugin.
I know that the BrokerInfoDisplay.efs has that feature and is the only one that reports accurately the Last Fill Price.
Thank you in advance for your help

[eSignal_AlexM]

Hi 4357782,

Could you please explain what last fill price means? Is it the price for the latest execution or is this average price for the order? I'm interesting because i'm not exactly understand what's the point of it if broker support partial order executions. For example you place an order for 10 MSFT and get 3 executions 3 + 3 + 4. What's the point for the last price exeuction if you don't know the price for other executions?

[4357782]

Hi,
In eSignal when you attach an Order Ticket to a chart, you will see three cells on the top right hand side. The three cells are: Pending, Position and "Last Fill". What I need is that "Last Fill" number. That number is also the same that IB TWS reports as Average Price after you complete a trade.
Thank you.

[eSignal_Brent]

Originally posted by 4357782
In eSignal when you attach an Order Ticket to a chart, you will see three cells on the top right hand side. The three cells are: Pending, Position and "Last Fill". What I need is that "Last Fill" number. That number is also the same that IB TWS reports as Average Price after you complete a trade.

Thanks 4357782,

If "Last Fill" = IB"s "Average Price", is that a position's cost basis (eg, the average price of a position's cummulative trades), or the price of the last fill for that symbol?
In otherwords, if my position was created by first going long 100 shares of XYZ at $10, and then going long 100 shares of XYZ at $20, would "Last Fill" and "Average Price" both be my position's cost basis of $15 ((100 * 10) + (100 * 20)) / 200, or would "Last Fill" be $20?
Sorry for being so thick skulled

Thanks,

Brent
Integrated Trading Product Management

[4357782]

Hi,
The Last Fill refers to the average price of the complete order, regardless if the order was completed in parts.
In your example, it would be ((100 * 10) + (100 * 20)) / 200.
Thank you.

[eSignal_AlexM]

The Last Fill refers to the average price of the complete order, regardless if the order was completed in parts.

Do you mean position instead of order?

[4357782]

Hello Amol,
For example: I place one order for 1000 shares. The order at IB gets filled in four parts (but it is still one order).
It gets filled like this:
300 at $24.94
100 at $24.96
400 at 24.90
200 at 24.91
IB will report average price $24.92, and that number is the same that eSignal shows as "Last Fill". That is the number I am refering to.
Thank you for your prompt responses.

[eSignal_AlexM]

I have checked and seems Last Fill returns the price of the latest execution. I don't think it's currently possible to get position average price through EFS. However you can find it in the broker window in the positions tab.
I think we will include support for getting position average price throgh EFS.

[4357782]

Hi Amol,
What would be the EFS function that returns the price of the latest execution?
For the moment I could use that one, while the other function gets implemented.
Thank you.

[eSignal_AlexM]

I don't know how to get last fill price through EFS also AFAIK its current implementation is being reviewed for significant enhancements. We're planning to have a full set of functions in EFS for auto-trading in 10.2 (first quarter 2008).

[eSignal_Brent]

Originally posted by 4357782
Hi Amol,
What would be the EFS function that returns the price of the latest execution?
For the moment I could use that one, while the other function gets implemented.
Thank you.

Hi 4357782,

EFS doesn't currently reference that value returned from the broker. Per amol, EFS will be reviewed to identify additional functions that will improve its trading functionality in Q1.

You can find the existing EFS functions here:

http://kb.esignalcentral.com/article.asp?article=1859&p=4

Thanks,

Brent