(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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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
