Order　Status　Checking

lstman · Postby **lstman** » 08 Jan 2014

Hi

I want to confirm "order filled" or not, after order sending.
I put Limit order and cancel it after 100 milliseconds.
if order is not filled, TWS accepts cancel.
but already order filled, I have one position.

I want to confirm order status soon, after "p.CancelOrder(_id);".

Please advise.

Code: Select all


using System;

using System.Drawing;

using System.Linq;

using PowerLanguage.Function;

using PowerLanguage.TradeManager;

using ATCenterProxy.interop;



namespace PowerLanguage.Strategy 

{

   public class Test_TradeManager_5 : SignalObject

      {

      public Test_TradeManager_5(object _ctx):base(_ctx){}

      private IOrderMarket buy_order;

      protected override void Create() 

      {

      }

      

      protected override void StartCalc() 

      {

      }

      

      protected override void CalcBar()

      {

        foreach (TradeManager.ITradingProfile p in TradeManager.TradingProfiles)

		{

			if (p.PluginName.Contains("Interactive Brokers") && p.ConnectionState == ETM_ConnectionChanged.eTM_CC_Connected)

			{

				Output.WriteLine("Start");

				MCSymbolInfo msymbInfo = new MCSymbolInfo();

				msymbInfo.symbol.BigPointValue = Bars.Info.BigPointValue;

				msymbInfo.symbol.MinMove = (int)Bars.Info.MinMove;

				msymbInfo.symbol.PriceScale = Bars.Info.PriceScale;

				msymbInfo.symbol.SymbolCategory = MTPA_MCSymbolCategories.eMTPA_MCSC_FUTURE;

				msymbInfo.symbol.SymbolDescription = Bars.Info.Description; /*"USD DEC13 ES Futures ESZ3 MULT:50";*/

				msymbInfo.data_feed = "Interactive Brokers";

				msymbInfo.symbol.SymbolExchange = "GLOBEX";

				msymbInfo.symbol.SymbolExpiry = Convert.ToDateTime("20.12.2013");

				msymbInfo.symbol.SymbolName = Bars.Info.Name;

				msymbInfo.symbol.SymbolRoot = "ES";

				p.CurrentSymbol = msymbInfo;

				OrderParams _pparam = new OrderParams();

				_pparam.action = MTPA_OrdrActn.eMTPA_OA_Buy;



				double _oPrice = Bars.LowValue - 0.5;

         

				_pparam.category = MTPA_OrdrCtgry.eMTPA_OC_Limit;

				_pparam.contracts = 10;

				_pparam.tif = MTPA_OrdrTimeInForce.eMTPA_TIF_DAY;

				_pparam.limit_price = _oPrice;



				int _id = p.PlaceOrder(_pparam);

				System.Threading.Thread.Sleep(100);

				p.CancelOrder(_id);



				////////////////////////////////////////////////////

				//

				// I want to confirm oder status in here.

				// the above order is filled or not...

				// Because, if this order is filled, I want to put other order soon.

				//

				////////////////////////////////////////////////////

		  

				Output.WriteLine("Success!");

			}

        }

      }

	}



}

Henry MultiСharts · Postby **Henry MultiСharts** » 08 Jan 2014

Hello lstman,

"Generated" and "Filled\Canceled" values were added to TradeManager.Order in MultiCharts .NET 8.1 Beta1.
Please make sure you are running this version for accessing this functionality.
Here is a sample code for using it:

Code: Select all

using System;

using System.Drawing;

using System.Linq;

using PowerLanguage.Function;

using ATCenterProxy.interop;

using PowerLanguage.TradeManager; 

using ATCenterProxy;

using System.Collections;

using System.Collections.Generic;

using System.Windows.Forms;





namespace PowerLanguage.Strategy {

        public class Test_HistoryOrdersLookUp : SignalObject 

        {

               public Test_HistoryOrdersLookUp(object _ctx):base(_ctx){}

               

               protected override void Create() 

               {

               }

               

               protected override void StartCalc() 

               {

               Output.Clear();

               }



               bool subscribed = false;



               protected override void CalcBar()

               {

                   if (!subscribed)

                   {

                       TradeManager.TradingData.Orders.FinishChanging  += new EventHandler( Orders_FinishChanging );

                       subscribed = true;

                   }



                if (Bars.CurrentBar == 1)

                       {

                               TradeManager.TradingData.Orders.IntervalFltr.From = DateTime.Now.AddDays(-20);

                       TradeManager.TradingData.Orders.ProfileFltr.CurrentValue = "CQG";

                       }



               TradeManager.ProcessEvents(); 

        }



          void Orders_FinishChanging( object sender, EventArgs e )

          {

            TradeManager.IOrders ord = sender as TradeManager.IOrders;

               Output.WriteLine("Data Count = {0}", ord.Items.Length);

            foreach (TradeManager.Order o in ord.Items)

            {

        Output.WriteLine( "Order Profile = {0}, Order ID = {1} , ExecPrice = {2}, Generated = {3}, Filled\\Canceled = {4} ", 

          o.Profile, o.ID, o.ExecPrice, o.GeneratedDT, o.FinalDT.Value);

            }

          }

  }

}

Order Status Checking