In live mode, the terminal UI contains a window with the order ticket history which looks like it's obtained from the broker. This order history is persisted even if the algo is shutdown and re-deployed.
The QC SecurityTransactionManager interface to get order tickets only returns orders if they occurred during the current execution session and not orders that occurred in previous sessions. i.e. it doesn't return the persisted order ticket history.
Is it possible for an algo to get the persisted order ticket history at startup?
Jared Broad
should be shipped soon. It will let you save/fetch any key-value data in
the cloud between deployments limited to 5MB.
Specifically saving order tickets might be possible but we'll need to think
about the risks a little more.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Ernest Shaggleford
Jared,
a system to save/fetch state data would be most useful.
But I'd like to know how the Terminal UI orders window is populated on startup - it contains both open and filled past orders - I'm assuming this data is from the broker? - Is it possible for an algo to also get this data?
Thanks,
-ES.
Ernest Shaggleford
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!