As i will be placing multiple order based on strategy i need to cancel any pending order as soon as any one order executed , i tried with onexecutionupdate() but this method is not called when
order is executed so please help me asap
// Example
protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
Print("OnExecutionUpdate="+executionId+"quantity=" +quantity+"marketPosition="+marketPosition+"orderI d="+orderId+"time="+time);
Print(execution.ToString());
if ( stv2atmStrategyId.Length != 0 ) { AtmStrategyClose(stv2atmStrategyId);stv2atmStrateg yId = string.Empty ; stv2orderId= string.Empty;}
if ( atmStrategyId.Length != 0 ) { AtmStrategyClose(atmStrategyId);atmStrategyId = string.Empty ; orderId= string.Empty;}
if ( sqsatmStrategyId.Length != 0 ) { AtmStrategyClose(sqsatmStrategyId);sqsatmStrategyI d = string.Empty ; sqsorderId= string.Empty;}
if ( sqlatmStrategyId.Length != 0 ) { AtmStrategyClose(sqlatmStrategyId);sqlatmStrategyI d = string.Empty ; sqlorderId= string.Empty;}
}
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