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Real-time trade 'recorder'?

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New York, NY
Trading Experience: Beginner
Platform: Vanguard 401k
Broker/Data: Yahoo Finance
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sam028 View Post
No need to decode anything: the OnOrderUpdate() builtin method can be used to send execution data (using ZeroMQ for example) then have a ZMQ listener (I'll wrote it in Python but it could be anything else) which will store everything, SQL, CSV or whatever.

Yes, this is what I mean by using NT's API to access the fills or serialize the outgoing orders' state.

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