[ts-gen] Explanation of Order Journaling?

Ken Feng kfmfe04 at gmail.com
Fri Sep 11 01:27:42 EDT 2009


Due to the complexity of parsing incoming upstream messages, including
the hazard of guessing what various columns mean, I think the best way
to handle responses from TWS for me appears to be to parse for a 3/3/6
response and then look up the Journaling tables for the results.

The important tables appear to be these three very similar sounding tables:

OrderReport
OrderResult
OrderStatus

OrderStatus looks like it's useful until I found that it may have
multiple 'perm' rows.  I had two 'perm' rows with one saying
"Submitted" and a later one saying "Cancelled".  I guess I will have
to search on 'perm', but take the latest one, since that column is not
unique.

Can someone illuminate the thinking behind the design of these three
tables and what I should expect in terms of behavior?  In particular,
I am interested in how journaling is handled for these following
responses:

Submitted
Cancelled
Filled
Partial

If I understood the order journaling design better, perhaps I can
better use them, and avoid the double-coding of trying to
interpret/parse incoming TWS/IB responses.

Thank you.

- Ken


More information about the ts-general mailing list