How to track parent/child trades in executions

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I am exiting open trades with market orders and am having trouble linking the exit with the entry. In this example I am exiting order 201 with order 208 and linking by way of the m_parentid.

entry_orderid_ = 201

order = IBOrder()
order.m_orderId = 208
order.m_orderType = 'MKT'
order.m_totalQuantity = 1

order.m_action = "SELL"
order.m_transmit = True

order.m_parentid = entry_orderid_"Placing market exit order. {} {} {}.".format(order.m_action, 1, 'ES'))
print '.....placing order..'
    app.con.placeOrder(order.m_orderId, self.contract, order)
except Exception, e:
    print e

This executes successfully but in the executions method I have no way of tracking the parent child relationship

ex = msg.execution

parent_order = ex.m_parentid

This results in an exception. It also allows me to exit an entry multiple times. I would think it wouldnt let one close out an already closed trade. I suppose my question is how does one track the parent-child/entry and exits through executions?

You aren't using parentId properly. It's for other types of orders where the parent fill will trigger the child order.

int ParentId [get, set] The order ID of the parent order, used for bracket and auto trailing stop orders.


You also seem to be using ibpy, there is a newer api from IB.

You can't 'link' buy and sell orders like that with the api, you'll have to keep track by yourself. That being said, your satements will show open and close and the commissionReport will show the closed trade profit if possible.

[PDF] High Frequency Trading, Algorithmic Buy-Side Execution and , algorithmic equity trade execution, and to obtain these inputs by inference that breaks one or more large equity orders (“parent order”) into a series of the execution of child orders. • Use quantified portfolio tracking error. Our approach is� How to track parent/child trades in executions I am exiting open trades with market orders and am having trouble linking the exit with the entry. In this example I am exiting order 201 with order 208 and linking by way of the m_parentid.

the attribute was spelled incorrectly, m_parentId instead of m_parentid. Unfortunately now there is a new problem. IB cannot find the order to bind to

 ERROR - Error: <error id=1094, errorCode=135, errorMsg=Can't find order with id #

Understanding Order Execution, For stocks trading on exchanges such as the New York Stock Exchange (NYSE), the broker can direct your order to the floor of the stock� Auto Trader which decides whether to send trades to the market or fill from an account. CB Delta Hedge which sends out underlyer market orders to hedge CB trades. Of course, other algorithms or plug-ins may be used. Additionally, in the preferred embodiments, preferred methods of constructing and implementing new plug-ins are used.

You first send an order with Transmit=False, then for the next order set the parentId parameter (id of the first order) and submit with Transmit=True.

For what you need, you could always set the orderRef attribute for orders and keep track of them that way.

Care orders overview - Help Library, They can also include specific text instructions for the execution trader or broker Child order — In TT, the "child" order is associated with the parent care order,� A method of monitoring a computer application executed on a computer system. The method includes the steps of (1) without predefining events describing potential stages of a transaction executed by the computer application, using an application program interface to add software code to the computer application for assigning a single general reference to characteristic transactional information

Algo Parent and Child orders - imported, Out of this Parent order i create 5 child orders 200k each we did not want to impact whatsoever traditional the trade execution reporting. Some entries have a parent/child structure in which the main entry is a broad category e.g. Lancaster, which is followed by entries which cover sub-categories e.g. Lancaster Mk 1, Lancaster Mk 2. This allows for users to either narrow or expand the focus of their searches. Not all entries will return hits – yet.

Routing 201: Some of the Choices an Algo Makes in the Life of an , What an algo decides to do with each child order is where the fun (and opportunity cost) begins. That slows down how fast the parent order is able to trade, but may save a case means computing an average price that all of the MAKE executions combined. Tracking this requires detailed routing data. Regular reports to track sales performance with the team for Transport Equipment and Aftermarket business streams, comparing results to internal KPIs and external market indicators, with value added analytics In conjunction with the sales team and other functional leaders, develop and track the relevant KPIs for the Area Sales Team and Dealers

Additionally, one needs an inter-chain communication protocol that can transfer arbitrary data in a trustless and decentralized way (Hardjono et al., 2019).The term trustless means the absence of need to trust a third-party; the decentralized nature of the blockchain allows processes to be conducted without relying on a centralized authority, but instead on trusting a group of entities.