Support Board
Date/Time: Fri, 14 Mar 2025 11:33:16 +0000
Post From: Sub-second order fills not shown when using GetOrderFillEntry
| [2022-06-02 14:40:21] |
| ray42 - Posts: 21 |
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Hi Sierra Team, Thank you for your response! My assumption was that the code is supposed to print out every single order whenever a new order is added to the list (size comparison using `CurrentOrderFillEntrySize` and `PriorOrderFillEntrySize`). Should I still iterate through the list (using `GetOrderFillEntry`) despite this? or have I misunderstood the purpose of comparing the order list size? I took this code from the `TradingSytem.cpp` sample in the SierraChart folder. Edit: I just checked again and it's only able to get the last order and the conditions are not triggering for the previous orders Printed: {'symbol': 'ESM22-CME', 'quantity': '1', 'price': '4088.750000', 'time': '2022-06-02 14:35:42.148', 'time_utc': '2022-06-02 13:35:42.148'} Orders: Fills 2022-06-02 14:35:42.130633 2022-06-02 14:35:42.130614 [Sim]ESM22-CME Fills 2022-06-02 14:35:42.148016 2022-06-02 14:35:42.147959 [Sim]ESM22-CME Fills 2022-06-02 14:35:42.148292 2022-06-02 14:35:42.148258 [Sim]ESM22-CME Shouldn't the print statement be triggered even for the .147959 and .130614 trade? Can you please let me know if I'm missing something here? Date Time Of Last Edit: 2022-06-02 16:03:40
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