FIll Processing - SSE Fills - Please help!
Hi
We are connecting to TTAPI to get Fill data to pass to a trade analytics system
Some fills are being reported twice. Not on the customers blotter in XTrader but from the event handlers.
Here's the 2 reported fills, when 1 actual fill occured.
In XTrader we see this:
There is no documentation on this that I can find at all. We just want to process fills that actually impact PnL not fills that aren't really impacting the P&L.
We are thinking we need to possibly omit fills where the account is empty but no real idea at the moment.
Can anyone help?
Thanks
Pete
Hello Peter,
Luckily this appears to be expected behavior and it should be easy enough to differentiate and omit the fills that you need to. The two fills you are seeing are for a parent and child order from an SSE Order (the "ParentKey" on the left is the same as the "SireOrderKey" on the right).
You will likely want to only count the child order and we can identify it with the fields you highlighted. The most direct way to exclude the parent would be checking if IsSseFill is set to True but IsSseChildFill is set to False.
Apologies we missed your previous post about this.
Thanks,
Zack
