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AW: twsapi: Grabbing past fill prices...


 

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I think that you can only get an execution report once, after that this executions are "deleted" or invisible, you can`t get them any more.
?
For this thing, the demo and the live account work similar.
?
An other problem is, that the executions have other order id?s than when you placed the order. At least this was a problem when I looked into it.
?
You get the average fill price when the order get?s executed through orderstatus.
?
Marcus

-----Ursprüngliche Nachricht-----
Von: cyberbri_2000 [mailto:no_reply@...]
Gesendet: Thursday, July 04, 2002 11:56 PM
An: twsapi@...
Betreff: twsapi: Grabbing past fill prices...

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



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