I've got unexpected behavior related to Market orders on the Unmanaged Order API. I was previously holding a reference to the order object and checking for OrderUpdate or ExecutionUpdate. This no longer works for market orders and I note that the docs have been updated and now say:
- If you are relying on the OnOrderUpdate() method to trigger actions such as the submission of a stop loss order when your entry order is filled ALWAYS reference the properties on the Order object passed into the OnOrderUpdate() method.
Which properties?? Furthermore, all the examples provided for this do not adhere to these new rules. Are these going to be updated?
The only Properties I can use at the moment are OCO ID and SignalID - neither of which are intended to be used for Uniquely identifying an order; The signal field doesn't even enforce uniqueness and is intended to be a human readable description, not an Identifier.
What is the recommended approach to uniquely identifying an order?
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