Posted: Aug 30, 2010 @ 01:45 AM             Msg. 1 of 2

Hi,

I don't want my trading program running 7x24 and thus my program will keep all the outstanding orders in the database. When I resume my program, I will try to match the outstanding orders with fills when my program is offline.

My problem is that I am unable to link the fills with orders using orderid as the Fills in position has no orderid. Scan the orderlist for completed orders is also not a solution as it seems that OEC cleans up all the completed orders everyday. If my program offline for longer than 1 day, I cannot find the completed order in the order list.

Are there any way that I can find out how my orders were filled after my program comes back online?

BTW, is my observation that OEC cleans up all the completed orders everyday is correct?

Thanks,
Alan

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Alan Chau

Posted: Aug 30, 2010 @ 11:52 AM             Msg. 2 of 2

Hello,

Fills from previous days are aggregated in Previous Position values (Position.Prev). As result, there is no way to get the list of fills for previous days.


Correct, OEC cleans up all completed orders of closed sessions everyday.

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Victor Vins
Software Developer