| Order Execution » Iceberg Order superfluous Fills Jun 05, 2015 @ 10:03 AM (Total replies: 1) | |||||
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When an Iceberg order is filled, I receive two (for all I can see) identical callbacks for each fill. Example: I place an Iceberg buy order for quantity 3 ESM5 with a SetIcebergData(1) call at a price guaranteed to be filled immediately. It is, in fact, filled completely and immediately, but I get six callbacks through OnOrderFilled - there are three pairs of two identical fills (in that the Fill class ID property is the same for each of the pairs.) I can't make any sense of this for adjusting my positions. I checked and this behavior is the same for the CppCOMSample application provided by OEC (after I make the change to force the order type to Iceberg and manually do the SetIcebergData call.) Can anyone shed some light on this for me? S.W. William Watson |
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