On occasion NT8 is now calling OnExecutionUpdate multiple times for an order that for one contract. I'm sure this never used to be the case. I am using NT 8.0.6.1
I understand and have programmed accordingly with OnExecutionUpdate being called multiple time for partial fills. But how do you get partial fills on an order with a quantity of 1.
My question is this: should OnExecutionUpdate be called twice for an order with a single contract or is the behaviour incorrect?
Thanks in advance
Comment