How to intercept order events  [SOLVED]

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gbulle
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How to intercept order events

Postby gbulle » 14 Apr 2015

Hello,

I would like to intercept in my strategy all order events (order submitted, order executed,
quantity filled, rejected etc).
How to do? I searched the forum, help files, wiki but unable
to find an example.
Can someone help me please?


Tx

orion
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Re: How to intercept order events

Postby orion » 14 Apr 2015

You will have to write an external processing tool to process your broker order logs since this is not available in MC.

gbulle
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Re: How to intercept order events

Postby gbulle » 14 Apr 2015

Thanks,
I see in the MC NET documentation (4.7.5.2.1 Collections elements)
something like this:

IOrders collection contains the following elements: public struct Order
.....
public ETM_OrderAction Action { get; private set; } – action, this is buy or sell
public ETM_OrderState State { get; private set; } – order state, this is filled, cancelled, sent, etc.

-----

how to intercept IOrder ? (I use IB as broker)
or where to find info about this

Thanks

gbulle
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Re: How to intercept order events  [SOLVED]

Postby gbulle » 14 Apr 2015

Found!! Unmanaged logic:

viewtopic.php?f=20&t=10730


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