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Open deal price

Hi,

Is there any possibility to find out the price of open position order?

I know, that I can get this information using the function public override void OnOrderEvent(OrderEvent orderEvent).

But maybe this information is also stored somewhere?

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Yes there is a ticket.Get method that will give you the information as well. It is described in the video on this blog post 

https://www.quantconnect.com/blog/tracking-managing-orders-lean/

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi, Ray,

thanks a lot for your answer, but I want to know the order filled price.

According to that video we can get this information only using OnOrderEvent(OrderEvent orderEvent), isn't is?

With help of ticket.Get we can just get information about Stop price or Limit price.

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something like this? (where underlying is the symbol you are looking for)

var underlyingCost = Securities[underlying].Holdings.AveragePrice

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi, Ray,

It is what I am looking for. Thank you.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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