Jump to content
Medved Trader Forums

Access fill price for orders?


Jason

Recommended Posts

In my setup I am using some third party software with automation which needs to occasionally interact with controls/windows in MT. I need to be able to retrieve the final average fill price for orders executed through IB. Now I can see this in some places in MT like, for example, in the Level II window with trading enabled but I am unable to access the information programmatically. The software I use in my work flow is unable to extract information from grid controls, which are prevalent throughout MT. I realize this is not a problem you guys are responsible for solving, but I wanted to ask if there was any way I can get this information exposed through MT or through some API interface that I may not be aware of? Or would I need to create some kind of customized Pthyon/C++/Whatever software interface with IB from scratch?

Thought I'd give it a shot and ask.

Link to comment
Share on other sites

The WebSocket API has the data. Hotkeys have access to it, but not something that is otherwise readable by external sources. You could do some simple app that connects to MT API and shows current data on the positions in whatever account, or otherwise feed it back into your system?

Link to comment
Share on other sites

Okay great! The last time I looked into the API it was in dealing with the basic HTTP API with limited options and since then there have been lots of developments I'm behind on. I am already using the HTTP API in my code. Looks like it's time for an upgrade.

Link to comment
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

×
×
  • Create New...