Registered: Jun 2006
08-07-12 09:34 PM
Thanks for the post, braincell, but it sounds like you are talking about routing orders, whereas I'm just talking about finding the routing destination of already-routed orders ...
I promise this question is simple, so I must not be making myself clear ... one more time:
I've got a bunch of orders (U.S. equities) working. All the orders appear normally in TWS, and all the orders are fully known by my app using the API. TWS has a field with header "Destination" which reports the current routing destination for each order (NYSE, BATS, ISLAND, ARCA, etcetera). Since the orders were all SMART-routed, this data is unknown when I place the orders, plus for any order it might change at any time as the order gets rerouted.
The question is: TWS reports this information accurately in real time, all the time ... so why can't I get it through the API? Or, can I get it through the API?