FILL notification

IBController
1

Dear All,

Is there a way to have your AFL code run when a fill happens?

My system opens positions after end-of-day bars are received. When a position opening order is filled (it can be hours/days later), I would like to immediately place a STOP order.

I was thinking of IB’s bracket orders, but in my case the STOP price will depend on the actual fill price which I don’t know beforehand.

Or how else can this be achieved?

2

You can use RequestTimedRefresh and poll IBController for execution status of all orders.

But really, bracket orders is the way to go.

3

All right - and then I can amend my stop order’s price to the correct value once the fill for the position opening order came in.