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first open price from partial fill
 Post subject: first open price from partial fill Post rating: 0   New post Posted: Tue 10 Nov, 2009, 16:19 

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Joined: Tue 10 Nov, 2009, 16:13
Posts: 3
I have just moved to trading larger amounts with each trade. Now the trade is not filled all at the same price. Using IOrder to get the open price getOpenPrice() gives me the average price paid for the whole trade that was successfully executed.
Is there a way to get the price for each fill, or at least the price of the first fill?
Really I am only interested in the price of the first fill?


 
 Post subject: Re: first open price from partial fill Post rating: 0   New post Posted: Wed 11 Nov, 2009, 14:30 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Unfortunately, it is not possible.


 

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