Can I retrieve the destination name of a previously submitted order?

(posting on behalf of a client)

Is it possible to retrieve the destination name for a previously submitted order?

(i.e. I'm querying open orders and would like to see to what destinations those orders were sent)

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Best Answer

  • Brian.Mullane1
    Answer ✓

    Yes, this is possible using "DisplayExchange". Here's an example in VB:

    Sub DataSubscription_CacheEvent(ByVal Action As Long, ByVal ROW As Long)
      Dim I As Integer
      Dim BrSeq As Variant
      Dim Side As Variant
      Dim ExecQuantity As Variant
      Dim symbol As Variant
      Dim ExecPrice As Variant
      Dim Status As Variant
      Dim myerr As Variant
      Dim Account As Variant
      Dim Quantity As Variant
      Dim RefNum As Variant
      Dim PriceType As Variant
      Dim OrderRefKey As Variant
      Dim ParentOrdRefKey As Variant
      Dim Exchange As Variant
      Dim Price As Variant
      Dim TIF As Variant
      Dim Memo As Variant
      Dim MsgType As Variant
      Dim OrdDesc As String
      Dim ProgressPct As Double
      Dim AvgPrice As Variant
    Dim DisplayExchange As Variant

      ' =========== Action List ==============
      '  1 : Snapshot
      '  4 : New insert
      '  5 : Update
      ' ======================================

      If (Action = 1) Then

        For I = 0 To ROW - 1
          DataSubscription.GetCell I, "BrSeq", BrSeq, myerr
          DataSubscription.GetCell I, "Side", Side, myerr
          DataSubscription.GetCell I, "ExecQuantity", ExecQuantity, myerr
          DataSubscription.GetCell I, "ExecPrice", ExecPrice, myerr
          DataSubscription.GetCell I, "symbol", symbol, myerr
          DataSubscription.GetCell I, "Account", Account, myerr
          DataSubscription.GetCell I, "Quantity", Quantity, myerr
          DataSubscription.GetCell I, "RefNum", RefNum, myerr
          DataSubscription.GetCell I, "Status", Status, myerr
          DataSubscription.GetCell I, "PriceType", PriceType, myerr
          DataSubscription.GetCell I, "Price", Price, myerr
          DataSubscription.GetCell I, "Memo", Memo, myerr
          DataSubscription.GetCell I, "TIF", TIF, myerr
          DataSubscription.GetCell I, "OrderRefKey", OrderRefKey, myerr
          DataSubscription.GetCell I, "ParentOrdRefKey", ParentOrdRefKey, myerr
          DataSubscription.GetCell I, "MsgType", MsgType, myerr
          DataSubscription.GetCell I, "AvgExecPrice", AvgPrice, myerr
          DataSubscription.GetCell I, "DisplayExchange", DisplayExchange, myerr

          'If Not OrderRefKey = "NONE" And Not MsgType = "ADMIN" And Not PriceType = "Invalid" Then
            Worksheets("Demo").Cells(currRow, "A").Value = Side
            Worksheets("Demo").Cells(currRow, "B").Value = Quantity
            Worksheets("Demo").Cells(currRow, "C").Value = symbol
            Worksheets("Demo").Cells(currRow, "D").Value = PriceType
            Worksheets("Demo").Cells(currRow, "E").Value = Price
            Worksheets("Demo").Cells(currRow, "F").Value = TIF
            Worksheets("Demo").Cells(currRow, "G").Value = OrderRefKey
            Worksheets("Demo").Cells(currRow, "H").Value = RefNum
            Worksheets("Demo").Cells(currRow, "I").Value = Status
            Worksheets("Demo").Cells(currRow, "J").Value = ExecQuantity
            Worksheets("Demo").Cells(currRow, "K").Value = ExecPrice
            Worksheets("Demo").Cells(currRow, "L").Value = MsgType
            Worksheets("Demo").Cells(currRow, "M").Value = AvgPrice
            Worksheets("Demo").Cells(currRow, "N").Value = DisplayExchange

            currRow = currRow + 1
          'End If
          
        Next I

      Else
        DataSubscription.GetCell ROW, "BrSeq", BrSeq, myerr
        DataSubscription.GetCell ROW, "Side", Side, myerr
        DataSubscription.GetCell ROW, "ExecQuantity", ExecQuantity, myerr
        DataSubscription.GetCell ROW, "ExecPrice", ExecPrice, myerr
        DataSubscription.GetCell ROW, "symbol", symbol, myerr
        DataSubscription.GetCell ROW, "Account", Account, myerr
        DataSubscription.GetCell ROW, "Quantity", Quantity, myerr
        DataSubscription.GetCell ROW, "RefNum", RefNum, myerr
        DataSubscription.GetCell ROW, "Status", Status, myerr
        DataSubscription.GetCell ROW, "PriceType", PriceType, myerr
        DataSubscription.GetCell ROW, "Price", Price, myerr
        DataSubscription.GetCell ROW, "Memo", Memo, myerr
        DataSubscription.GetCell ROW, "TIF", TIF, myerr
        DataSubscription.GetCell ROW, "OrderRefKey", OrderRefKey, myerr
        DataSubscription.GetCell ROW, "ParentOrdRefKey", ParentOrdRefKey, myerr
        DataSubscription.GetCell ROW, "MsgType", MsgType, myerr
        DataSubscription.GetCell ROW, "AvgPrice", AvgPrice, myerr
        DataSubscription.GetCell ROW, "DisplayExchange", DisplayExchange, myerr

        'If Not OrderRefKey = "NONE" And Not MsgType = "ADMIN" And Not PriceType = "Invalid" Then
          Worksheets("Demo").Cells(currRow, "A").Value = Side
          Worksheets("Demo").Cells(currRow, "B").Value = Quantity
          Worksheets("Demo").Cells(currRow, "C").Value = symbol
          Worksheets("Demo").Cells(currRow, "D").Value = PriceType
          Worksheets("Demo").Cells(currRow, "E").Value = Price
          Worksheets("Demo").Cells(currRow, "F").Value = TIF
          Worksheets("Demo").Cells(currRow, "G").Value = OrderRefKey
          Worksheets("Demo").Cells(currRow, "H").Value = RefNum
          Worksheets("Demo").Cells(currRow, "I").Value = Status
          Worksheets("Demo").Cells(currRow, "J").Value = ExecQuantity
          Worksheets("Demo").Cells(currRow, "K").Value = ExecPrice
          Worksheets("Demo").Cells(currRow, "L").Value = MsgType
          Worksheets("Demo").Cells(currRow, "M").Value = AvgPrice
          Worksheets("Demo").Cells(currRow, "N").Value = DisplayExchange
          currRow = currRow + 1
        'End If
      End If

    End Sub

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