Posted: Aug 10, 2018 @ 04:19 PM             Msg. 1 of 3

Hi
We are currently looking at integrating Futures options.

When a position is created, we might (for example) get 3 fills

Position 1 Qty 11
- Fill A 3
- Fill B 6
- Fill C 2

1 position, 3 fills.

Then - the next day when we open the API, we have the same position but only 1 fill

Position 1 Qty 11
- Fill A - 11

Also - the dateTime of Fill A does not match the datetime of any of the fills from the prior day - it's close but different.

So - this makes it hard to know if a position that existed the prior day is the same as the one that exists today. Could be the same one but could be different. This is even more difficult if orders were filled when the platform was closed and the position qty is now different.

Is there a way to match positions across sessions - any id that we are missing?

Thanks

Pete

Posted: Aug 13, 2018 @ 01:07 PM             Msg. 2 of 3

The API only has full details of the orders and fills for the current business day. All previous day information is summarized in the Prev property on Position.

Posted: Aug 13, 2018 @ 01:15 PM             Msg. 3 of 3

To get full details for previous days, a report would have to be run.