Support Board
Date/Time: Sat, 15 Mar 2025 07:58:25 +0000
accessing trade activity log via ACSIL
View Count: 972
| [2022-07-22 20:22:42] |
| onnb - Posts: 662 |
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Looking to double check on something Is there an api to access the trade activity log? Specifically looking to access the order rows one by one. |
| [2022-07-22 20:48:52] |
| John - SC Support - Posts: 38678 |
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Refer to the information starting at the following: Automated Trading From an Advanced Custom Study: Getting Order Information For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-22 21:26:28] |
| onnb - Posts: 662 |
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Thanks, I think from that I can: 1. Retrieve current status of orders 2. History of fills for an order I'm looking to see if I can retrieve the full Lifecyle history of the order as it was in the trade activity log as it goes through pending, open, modifications, rejection/errors, etc. I.e., all the rows for an order throughout its lifecycle. Another option I was looking to see if there is an api to programmatically filter and then save the trade activity log. For my purposes that might have achieved the same thing. |
| [2022-07-22 21:42:37] |
| John - SC Support - Posts: 38678 |
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All of the information you are wanting can be retrieved through one or more of the functions in that section. In particular, note the ones that return a reference to a s_SCTradeOrder structure. You will find the information on this structure here: Automated Trading From an Advanced Custom Study: s_SCTradeOrder Structure Members For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-22 21:56:32] |
| onnb - Posts: 662 |
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Taking an example, say an order had the following activity Opened at some price x Then gets modified 3 times Then gets filled and is no longer active For example, using the api I can get details on the 3 modifications? When they happened, the original price and the new price, original quantity and new quantity, etc? |
| [2022-07-22 22:04:43] |
| John - SC Support - Posts: 38678 |
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You would have to call the function at different times to gather the information at each stage. You would then need to save what information is important to you.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-22 22:17:30] |
| onnb - Posts: 662 |
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Makes sense, thank for confirming, sorry for not explaining it better from the start. What you described doable and would probably work most of the time but I would think its not 100% reliable as there is at least the potential to miss order updates. |
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