trade29.sc.SCBridge.get_filled_orders#
- SCBridge.get_filled_orders(key: str) FilledOrdersResponse#
Gets data on filled orders from Sierra Chart.
Given a key, this method gets information on the filled orders from the same chart on which the SC-dX study with the matching key is applied.
- Parameters:
- keystr
The key matching the key given to the SC-dX custom study in Sierra Chart.
- Returns:
Examples
>>> from trade29.sc import SCBridge, constants >>> bridge = SCBridge() running bridge v0.17.0--------2024/08/07 18:11:45 connecting to sc starting receiver starting sender sc version: 2666, scdx version 208, connection: t29scdx2, keys: xx >>> bridge.submit_order(key = "xx", is_buy = False, quantity = 5, order_type = constants.OrderType.MARKET) >>> # Submit a market order that gets filled immediately >>> ret0 = bridge.get_filled_orders(key = "xx") >>> # One order shows as filled >>> ret0.as_df() Symbol TradeAccount ... IsSimulated OrderActionSource Note FillDateTime ... 2024-08-07 18:11:47.518736 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.95 Ask: 2389.... >>> # Submit a limit order below the current price >>> # NOTE: reversals were disabled in study settings for this example >>> bridge.submit_order(key = "xx", is_buy = True, quantity = 7, order_type = constants.OrderType.LIMIT, price1 = 2378) >>> ret1 = bridge.get_filled_orders(key = "xx") >>> # Limit order hasn't been filled, so it doesn't show >>> ret1.as_df() Symbol TradeAccount ... IsSimulated OrderActionSource Note FillDateTime ... 2024-08-07 18:11:47.518736 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.95 Ask: 2389....
>>> from trade29.sc import SCBridge, constants >>> bridge = SCBridge() running bridge v0.17.0--------2024/08/07 18:19:31 connecting to sc starting receiver starting sender sc version: 2666, scdx version 208, connection: t29scdx2, keys: xx >>> bridge.submit_order(key = "xx", is_buy = False, quantity = 4, order_type = constants.OrderType.MARKET) >>> # Reverse the position. This will create 2 orders, one to flatten and one to enter a long position of quantity 5 >>> bridge.submit_order(key = "xx", is_buy = True, quantity = 5, order_type = constants.OrderType.MARKET) >>> ret = bridge.get_filled_orders(key = "xx") >>> ret.as_df() Symbol TradeAccount Internal ... IsSimulated OrderActionSource Note FillDateTime ... 2024-08-07 18:20:04.958229 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2387.80 Ask: 2388.... 2024-08-07 18:20:18.765551 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... 2024-08-07 18:20:18.765622 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... >>> # We can sort differently! >>> ret.as_df(sort_datetime_ascending=False) Symbol TradeAccount Internal ... IsSimulated OrderActionSource Note FillDateTime ... 2024-08-07 18:20:18.765622 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... 2024-08-07 18:20:18.765551 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... 2024-08-07 18:20:04.958229 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2387.80 Ask: 2388.... >>> # We can also use integer indices, this will still respect the datetime sort >>> ret.as_df(sort_datetime_ascending=False, datetime_index=False) FillDateTime Symbol TradeAccount ... IsSimulated OrderActionSource Note 0 2024-08-07 18:20:18.765622 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... 1 2024-08-07 18:20:18.765551 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... 2 2024-08-07 18:20:04.958229 XAUUSD Sim1 ... 1 Trade simulation fill. Bid: 2387.80 Ask: 2388.... >>> # The df will still be sorted even if we dont include datetime! >>> ret.as_df(sort_datetime_ascending=False, datetime_index=False, include_datetime=False) Symbol TradeAccount InternalOrderID ... IsSimulated OrderActionSource Note 0 XAUUSD Sim1 359 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... 1 XAUUSD Sim1 358 ... 1 Trade simulation fill. Bid: 2388.30 Ask: 2388.... 2 XAUUSD Sim1 357 ... 1 Trade simulation fill. Bid: 2387.80 Ask: 2388....