Home >> DTC Protocol Discussion Forum

DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 14:33:30 +0000

How to Post a Message for Support

[OrderUpdate] ORDER_FILLED_PARTIALLY: matching OrderStatusEnum ?

View Count: 3076

[2015-09-10 12:24:00] #1 [Go To First Post]
vbmithr - Posts: 204
I can't find a OrderStatusEnum matching the reason ORDER_FILLED_PARTIALLY. In case of a partial fill, what should I set in the OrderStatusEnum field ?

[2015-09-10 13:00:03] #2 [Go To First Post]
vbmithr - Posts: 204
Maybe there should be a PARTIALLY_FILLED value in OrderStatusEnum ??

[2015-09-11 00:20:06] #3 [Go To First Post]
DTC Engineering - Posts: 320
The matching OrderStatusEnum is ORDER_STATUS_OPEN. And the FilledQuantity field indicates the amount that has filled. So it is possible to clearly determine if the order is partially filled.

[2015-09-11 00:28:02] #4 [Go To First Post]
DTC Engineering - Posts: 320
We are considering adding a "PartiallyFilled" status . Date Time Of Last Edit: 2015-09-11 00:28:42

[2015-10-08 14:00:15] #5 [Go To First Post]
vbmithr - Posts: 204
No update on this? It's probably not that useful, as you said.

[2015-10-09 20:59:13] #6 [Go To First Post]
DTC Engineering - Posts: 320
We can add this, but effectively there is no benefit to it. It is very easy to tell whether order is partially filled by simply looking at its order quantity, filled quantity and order status.

[2015-10-10 09:20:14] #7 [Go To First Post]
DTC Engineering - Posts: 320
This Order Status has now been added to the DTC protocol: ORDER_STATUS_PARTIALLY_FILLED = 10 The new files will be released before Monday.

To post a message in this thread, you need to log in with your Sierra Chart account: