Partial fill issue

Created at 25 Jan 2018, 11:28
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kutkin

Joined 25.01.2018

Partial fill issue
25 Jan 2018, 11:28


Greetings!

My question consists of two parts:

1) How could we get partial executions on demo accounts? 

2) We encountered partial execution on live account, and it was a bit strange. According to FIX protocol, it is expected to get ExecutionReport with OrdStatus=1 (PartiallyFilled), while we got only one with OrdStatus=C (Expired). Is it handled by cTrader platform this way, or we have to contact corresponding broker?


@kutkin
Replies

kutkin
25 Jan 2018, 11:31

As I can't edit message above, I have to add info here:

ExecutionReport of OrdStatus=Expired had LeavesQty which pointed that some part of order was actually executed, and from cTrader GUI we were able to see that only half of order was left. That's why I wonder why there were no separate PartiallyFilled ExecutionReport.


@kutkin

PanagiotisCharalampous
25 Jan 2018, 12:17

Hi kutkin,

Thanks for posting in our forum. I assume that you are trading using cTrader FIX API. Regarding your questions

1) VWAP execution can be applied on demo accounts as well. So if there is not enough liquidity to cover your order, then you will get a partial execution on a demo account as well.

2) This behavior is by design. We do not send PartiallyFilled execution reports currently.

Best Regards,

Panagiotis


@PanagiotisCharalampous

kutkin
25 Jan 2018, 12:32

Hi Panagiotis, thank you for responce!

1) Does it mean we should switch some model for demo account, or it is enough to retrieve, let's say, 10Mils volume to get a partial fill?

2) I see. Therefore, it affects all kinds of rejection reports, right? I.e. "Rejected", "Canceled", besides "Expired" mentioned above.


@kutkin