GetRealtimeOrder()
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Returns a matching real-time order object based on a specified historical order object reference.
Note: This method is only needed if you have historical order references which you wish to transition and manage in real-time (i.e., you had a working order which was submitted historically and re-submitted in real-time as the strategy is enabled). You only need to call this method once (e.g., during OnStateChange() as the strategy State transitions from State.Historical to State.Realtime). Please see the Advanced Order Handling section on transition orders for more details. |
Returns a real-time order reference associated with the historical order object. If no associated order exists (i.e. OrderState is Filled, Canceled, Rejected, Unknown), a null value returns
Syntax
GetRealtimeOrder(Order historicalOrder)
historicalOrder |
The historical order object to update to real-time |
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private Order myOrder; |