Closed garrett-davidson closed 4 years ago
Sounds like a good idea, let us take a look at it. Also suggested a workaround in the forum.
@garrett-davidson thanks for the suggestion - the (partial) fill trade update message now includes a qty
field which equals to the quantity of shares filled in that update along with price
which equals to the price it was filled at.
Wow, that was so fast! Thanks everyone!
I previously asked about this on the forums and got no response. Currently when one receives a partial fill trade update from the streaming API, they learn information about the totality of their order, but not about that specific partial fill.
For day trading this isn't tenable, because I want to have the option to turn the asset around the moment any part of the order fills. I have a detailed example in the above linked forum post. Basically, I'd like to see a field on the
fill
andpartial_fill
trade events which contains the quantity that was filled for that update. This way, if I have a buy for 10,000 shares that takes several partial fills to complete, I have the option turn around and open a sell each time there's a partial fill for whatever amount was recently filled, without needing to try to keep track of that manually.