[Quickfix-developers] Calculating the profit/lost for an operation
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orenmnero
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From: <li...@ho...> - 2006-08-07 17:09:33
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Hi all, If I have sent 2 buy orders to the market. When both has been executed (firtst at 1000 and the second one at 2000), I send a sell order. When the sell order is executed (at 1500), how do I know which the buys orders is the couple to close the operation? I need to calculate the partial profit/lost, so I need to know which buy order corresponds to this sell order. Are there any message or field in the execution report to know which order is matched with the sell order? If the sell order is matched with the first one I have earned 500, but if it is the second one I have lost 500 Lidia |