ExecId coming from interactive brokers

Discussion in 'Strategy Building' started by junkone, Jun 25, 2017.

  1. junkone

    junkone

    will the ExecutionId coming from interactive brokers be unique? how about partial fills, does it send different Executionid's?
    public virtual void execDetails(int reqId, Contract contract, Execution execution)
     
  2. Each individual fill has it's own unique execid.

    GAT
     
  3. Robert Morse

    Robert Morse Sponsor

    What asset class is this for and what is the benefit to the client?
     
  4. This is unrelated to asset class. Each fill, either partial or full, gets a unique execution ID. I'm not sure why this is being done. Maybe for traceability reasons.
     
  5. DaveV

    DaveV

    As HobbyTrading correctly stated, each fill gets a unique execution Id, and you may get multiple Executions Id if there are partial fills or fills from different market makers.

    Furthermore, for each execution record that you receive from execDetails(), there will be a corresponding call to your commissionReport( CommissionReport commissionReport ) function, and the only way to match the commissionReport to the corresponding execution is via the execution Id since the commissionReport does not include a symbol.