Posted: Jun 30, 2014 @ 11:01 AM             Msg. 1 of 4

I noticed that when I carry a position across sessions the price in the position record reflects the average fill price not and not each open fill that made up the open position.

Is there any way to get the price & quantity of each individual fill of a carried position?

I need it to properly calculate P&L when closing the position.

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Peter Nannis

Posted: Jun 30, 2014 @ 11:57 AM             Msg. 2 of 4

Peter,

You can use Account.DetailedPositions -> Fills(Type: PositionFill)
This collection contains fills of Position.

If you need the original fill information you can use PositionFill.SourceFill

You can find information about these properties at our online API documentation: http://www.openecry.com/api/api/index.html

Thanks

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Vitaliy Pfau

Posted: Jul 07, 2014 @ 03:10 PM             Msg. 3 of 4

That's what I am doing but for Overnight position the "SourceFill" is set to null and the price is an Average Price and not each partial fill of a position.

So where to a get each individual fill for a position that is carried across sessions?

?Peter

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Peter Nannis

Posted: Jul 16, 2014 @ 10:11 AM             Msg. 4 of 4

Peter,
we do not provide such fills.

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Vitaliy Pfau