Registered: Jul 2011
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.
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.