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Grabbing past fill prices...


cyberbri_2000
 

I'm trying to get fill prices on orders placed prior to the current
session. When I do a Tws1.reqExecutions as the demo user when I
first start a session, it returns the full execution report (there's
dozens of entries here, I'm assuming from other demo users). If I
place one or more orders and do another Tws1.reqExecutions I get only
the info from the orders I just placed, and it only works once in the
current session.

Perhaps the demo user works differently than a live account?

Tws1.reqAccountUpdates only returns the current market price and
market value.

Ideally I want the average fill price of each stock from the
portfolio.

Any ideas?

Thanx!,
Brian