SmartQuant Discussion

I am trying to send an order to IB using IB execution provider object. I've added event listeners for multiple Order related events available under "Framework.EventManager.Dispatcher", but none of them are triggered when IB has executed the order.

I see that the order has reflected in TWS console and executed.

Please find attached code sample with breakpoints put on event handlers.

Note: It is a Paper Trading IB account we are testing on.

Can you please explain why none of the events are triggered when Order has executed by IB already?

Thanks!

I recommend you take a look at DemoApp solution, it is based on Windows Form application and has similar events. I checked Dispatcher_ExecutionCommand and Dispatcher_ExecutionReport events and they work properly.

ps You should send orders through framework to receive most of events, but you sent your order directly to provider.

Thanks @skuv,

When I send the order using OrderManager, Dispatcher_ExecutionCommand and Dispatcher_ExecutionReport but not Fill. Is that a bug or by design?

Also, how does the framework know that I want to send order to IB? Is it just because I had called framework.ProviderManager.GetExecutionProvider("IB") or something else?

Does calling GetExecutionProvider("IB") also sets it as the default Execution Provider for the framework instance?

According DemoApp:

You can set provider right in the Order constructor.
Only strategy can set provider without you. Thus, for application you should set it yourself.

For Fills you should set portfolio, because Fills are created in portfolio.
It works in demo app.