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Accessing fill price of options

Right now I'm placing orders and store the fill price in a dictionary with the following code:

ticket=self.MarketOrder(contract_symbol, -int(factor))
self.fill_price[contract_symbol] = ticket.AverageFillPrice

But as I my algorithm keeps getting stopped as it's getting bugs, I can't let it start ordering because I can't access the fill price of the options which are in my portfolio already like this when I have to redeploy. Is there another way to access the fill price? Then it would only be half as bad if it gets stopped.

Kind regards,

Christian

Update Backtest







When you restart your algorithm, we fetch the open positions as soon as it is connected to the brokerage.
Consequently, you can find all the fill prices in the Transactions property:

if self.fill_price is None:
for ticket in self.Transactions.GetOrderTickets():
self.fill_price[ticket.Symbol] = ticket.AverageFillPrice
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Update Backtest





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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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