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Market order, multiple fills
 Post subject: Market order, multiple fills Post rating: 0   New post Posted: Tue 14 Aug, 2012, 02:05 

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Joined: Thu 09 Aug, 2012, 01:17
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Is it possible that if a market order is filled in multiple executions that each execution can result in a different prices for each fill? If so, how would I determine the multiple prices using the JForex API?

Example: I create a market order for USD/CAD for 100 units and there are 50 units available at $1 and 50 units available at $1.01 on the market. I assume the two blocks of the instrument at the different prices would be purchased in the order. How would I determine that this happened using the API, since there is an interface to only request one price?


 
 Post subject: Re: Market order, multiple fills Post rating: 0   New post Posted: Tue 14 Aug, 2012, 07:20 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
mikec1 wrote:
Is it possible that if a market order is filled in multiple executions that each execution can result in a different prices for each fill?
No, the unfilled part for market orders gets cancelled.


 

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