I'm looking for a way to catch executions at once from different client IDs. Can I supply client IDs as a tuple or list instead of an int?
My ExecutionFilter, using only clientId and time fields:
class ExecutionFilter(Object):
def __init__(self, clientId, time):
self.clientId = clientId
self.acctCode = ""
self.time = time
self.symbol = ""
self.secType = ""
self.exchange = ""
self.side = ""
