braincell
Registered: Jul 2011
Posts: 533 |
08-07-12 10:42 PM
Quote from trader422:
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?
Oh, I see. Like the poster before me said, it's probably in the execution reply you get.
http://www.interactivebrokers.com/p...execdetails.htm
Check out the cExchange or eExchange fields of that reply.
I've had similar problems before. It would help a lot if IB sorted out their docs, otherwise you just have to try things out.
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