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Re: NFA Accounts: Pending to Filled [Re: Zheka] #468854
10/23/17 17:00
10/23/17 17:00
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,718
Chicago
Originally Posted By: Zheka
In case of SierraChart, it is quite safe to assume that OrderIDs reported via DTC would conform to the same convention.
Most SC broker integrations are based on FIX.
Agreed

Re: NFA Accounts: Pending to Filled [Re: jcl] #469209
11/08/17 14:52
11/08/17 14:52
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Offline OP
Serious User
AndrewAMD  Offline OP
Serious User

Joined: Feb 2017
Posts: 1,718
Chicago
Originally Posted By: jcl
For closing an order on an NFA account, the fill price is passed in the BrokerBuy function. If the position is not yet closed, return zero. Zorro will then repeat the close order until the fill price is known.

Originally Posted By: jcl
The difference is not needed, since on NFA accounts it does not matter which order is closed. Only the close amount matters. When positions are not closed immediately, you need anyway a bookkeeping of the positions in your plugin. When a position closes, then return 1 and pass the fill price on the next close order of the same amount. If the close order has a different amount, just ignore it. Unlike open orders, close orders are repeated until the right amount is closed.
jcl, this is very useful information. Perhaps this should be added to the manual?

Re: NFA Accounts: Pending to Filled [Re: AndrewAMD] #469229
11/09/17 08:50
11/09/17 08:50
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, I will add it.

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