Re: Trading in the Last Minute of the Market
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Edward, there may be many more order status changes than those that pertain to position opening and closing, e.g. between pre-submitted and submitted, so position tracking alone is not enough to verify that all possible order status changes were received.
The documentation meanwhile clearly states that order status callbacks are not guaranteed for every status change and explicitly advises to track executions in addition to order status. It seems it just stops short of directly advising against its use as an unreliable vehicle to track orders.
There is no such caveat for the open order callback. Besides, open order callback provides the whole actual order placed which is indispensable for broker-bound order management implemented independently from calculations and transmission.
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