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
How to intercept order events [SOLVED]
Re: How to intercept order events
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
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