I came across some issues with the IB Connection and I can see that IB is having a "creative" way of sending order updates. I have a question regarding your sentence in your online help.
In your help is written for OnExecutionUpdate:
"Rithmic and Interactive Brokers Users: Due to provider API design these adapters do not guarantee the sequence of events of OnOrderUpdate, OnExecution, and OnPositionUpdate. Therefore, when working on a strategy that will run on these connections it is best practice to only work with passed by value data from that callback to eliminate the dependency on the sequence of events."
Am I understanding this correct, that when I use passed by value data that the sequence of events (OnOrderUpdate, OnExecution, OnPositionUpdate) is guaranteed?
I am sorry if this is a stupid question. I just want to make 100% sure that I understand this correct, as this is crucial for my strategy.
Thanks,
Klaus
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