Paris / France
Posts: 21 since Sep 2009
Thanks Given: 2
Thanks Received: 10
Hi,
I would like to take some action on orders generated by NT, when using ChartTrader, ie. execute some piece of code of my own. (the documented NT functions OnOrderUpdate are triggered only in the case of a strategy)
I though one possibility would be to be notified of NT events, like the ones listed below (its the output from DebugView, a windows application that prints out trace messages)
Can someone, fluent in Windows application programming, indicate me where / what to look for ?
My idea would be to execute my own code upon receiving those different NT events.
Code
[1984] 2009-09-25 14:42:02:097 (Zen-Fire) Data.Bars.GetBarsNow: instrument='FESX 12-09' from='2009-09-24' to='2009-09-25' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
[1984] 2009-09-25 14:42:26:316 (Zen-Fire) Cbi.Connection.ProcessEventArgs.OrderStatusEventArgs: Order='4ee698ca89dd4221ac4b817dd5b69d81/Sim101' Name='' New State=Initialized Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:26:331 (Zen-Fire) Cbi.Order.Update1: oldid='4ee698ca89dd4221ac4b817dd5b69d81' Order='4ee698ca89dd4221ac4b817dd5b69d81/Sim101' Name='' New State=Initialized Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:26:378 (Zen-Fire) Cbi.Order.Submit: Order='4ee698ca89dd4221ac4b817dd5b69d81/Sim101' Name='' State=Initialized Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Strategy='(null)' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='34267dc3eede412baff7927d7f839acf' Gtd='12/1/2099 12:00:00 AM'
[1984] 2009-09-25 14:42:26:394 (Zen-Fire) Cbi.Simulator.Submit: Order='4ee698ca89dd4221ac4b817dd5b69d81/Sim101' Name='' State=Initialized Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Strategy='(null)' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='34267dc3eede412baff7927d7f839acf' Gtd='12/1/2099 12:00:00 AM'
[1984] 2009-09-25 14:42:26:394 (Zen-Fire) Cbi.Connection.ProcessEventArgs.OrderStatusEventArgs: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=PendingSubmit Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:26:394 (Zen-Fire) Cbi.Order.Update1: oldid='4ee698ca89dd4221ac4b817dd5b69d81' Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=PendingSubmit Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:26:597 (Zen-Fire) Cbi.OrderStatusEventArgs.Process: Order='4ee698ca89dd4221ac4b817dd5b69d81/Sim101' Name='' New State=Initialized Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:26:660 (Zen-Fire) Cbi.OrderStatusEventArgs.Process: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=PendingSubmit Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:27:300 (Zen-Fire) Cbi.Connection.ProcessEventArgs.OrderStatusEventArgs: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Accepted Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:27:300 (Zen-Fire) Cbi.Order.Update1: oldid='34267dc3eede412baff7927d7f839acf' Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Accepted Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:27:300 (Zen-Fire) Cbi.Connection.ProcessEventArgs.OrderStatusEventArgs: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Working Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:27:300 (Zen-Fire) Cbi.Order.Update1: oldid='34267dc3eede412baff7927d7f839acf' Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Working Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:27:363 (Zen-Fire) Cbi.OrderStatusEventArgs.Process: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Accepted Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:27:363 (Zen-Fire) Cbi.OrderStatusEventArgs.Process: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Working Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
[1984] 2009-09-25 14:42:29:003 (Zen-Fire) Cbi.Simulator.Fill1: id='34267dc3eede412baff7927d7f839acf' maxFillQuantity=1 price=2811
[1984] 2009-09-25 14:42:29:003 (Zen-Fire) Cbi.Simulator.Fill2: id='34267dc3eede412baff7927d7f839acf' fillQuantity=1 price=2811
[1984] 2009-09-25 14:42:29:019 (Zen-Fire) Cbi.Simulator.FillNow: id='34267dc3eede412baff7927d7f839acf' state='Working' instrument='FESX 12-09' quantity=1 filled=0 price=2811
[1984] 2009-09-25 14:42:29:035 (Zen-Fire) Cbi.Connection.ProcessEventArgs.OrderStatusEventArgs: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Filled Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=2811 Error=NoError Native error=''
[1984] 2009-09-25 14:42:29:066 (Zen-Fire) Cbi.Order.Update1: oldid='34267dc3eede412baff7927d7f839acf' Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Filled Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=2811 Error=NoError Native error=''
[1984] 2009-09-25 14:42:29:066 (Zen-Fire) Cbi.Connection.ProcessEventArgs.ExecutionUpdateEventArgs: Execution='a8b60e960310445fbaa798fe143f671d' Instrument='FESX 12-09' Account='Sim101' Exchange=Default Price=2811 Quantity=1 Market position=Long Operation=Insert Order='34267dc3eede412baff7927d7f839acf' Time='9/25/2009 2:42:29 PM'
[1984] 2009-09-25 14:42:29:081 (Zen-Fire) Cbi.Connection.ProcessEventArgs.PositionUpdateEventArgs1: Instrument='FESX 12-09' Account='Sim101' Avg price=2811 Quantity=1 Market position=Long Operation=Insert Currency=Unknown
[1984] 2009-09-25 14:42:29:097 (Zen-Fire) Cbi.OrderStatusEventArgs.Process: Order='34267dc3eede412baff7927d7f839acf/Sim101' Name='' New State=Filled Instrument='FESX 12-09' Action=Buy Limit price=2811 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=2811 Error=NoError Native error=''
[1984] 2009-09-25 14:42:29:113 (Zen-Fire) Cbi.ExecutionEventArgs.Process: Execution='a8b60e960310445fbaa798fe143f671d' Instrument='FESX 12-09' Account='Sim101' Exchange=Default Price=2811 Quantity=1 Market position=Long Operation=Insert Order='34267dc3eede412baff7927d7f839acf' Time='9/25/2009 2:42:29 PM'
[1984] 2009-09-25 14:42:29:113 (Zen-Fire) Cbi.PositionUpdateEventArgs.Process: Instrument='FESX 12-09' Account='Sim101' Avg price=2811 Quantity=1 Market position=Long Operation=Insert Currency=Unknown
[1984] 2009-09-25 14:42:29:160 (Zen-Fire) Cbi.AccountUpdateEventArgs.Process: Account='Sim101' ItemType='BuyingPower' Currency='Unknown' Value=91586.3548322844
[1984] 2009-09-25 14:42:29:160 (Zen-Fire) Cbi.AccountUpdateEventArgs.Process: Account='Sim101' ItemType='CashValue' Currency='Unknown' Value=45793.1774161422
[1984] 2009-09-25 14:42:29:160 (Zen-Fire) Cbi.AccountUpdateEventArgs.Process: Account='Sim101' ItemType='ExcessEquity' Currency='Unknown' Value=91287.0748322844
[1984] 2009-09-25 14:42:29:160 (Zen-Fire) Cbi.AccountUpdateEventArgs.Process: Account='Sim101' ItemType='InitialMargin' Currency='Unknown' Value=1000
[1984] 2009-09-25 14:42:29:566 (Zen-Fire) Cbi.AccountUpdateEventArgs.Process: Account='Sim101' ItemType='RealizedProfitLoss' Currency='Unknown' Value=0