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Unbundled IB 'Cost Plus' Commissions Through the API.
I've recently switched to IB's 'Cost Plus' commissions and I'm trying to link up IB's commissions which come though in the 'Order State' messages with the actual sent order. The problem is the 'Order State' message has no order id, so I can't see any way of linking it with the 'Order Status' messages which do contain the order id, to link the commission with the sent order. Has anybody else solved this problem?...or do I have to go through the rigmarole of calculating the exchange fees etc. on my side.
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