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We are trying to be able to get back to the Position state when our software goes down unplanned during the day. So far it seems we can get all our bought and sold quantity based on execution log we keep. However to find the outstanding positions it seems a bit tricky. Any suggestions would be appreciated. We do keep track of acknowledgments.

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  • $\begingroup$ Define "outstanding" positions. You said you can look at your execution log to determine fills. From fills you can build positions, so I assume you mean something else. Do you mean, "pending orders" ? $\endgroup$ Dec 11 '13 at 13:21
  • $\begingroup$ @Louis, I exactly mean the pending orders, lets says i have requested a buy 250, i got a partial fill for 125. The rest 125 is still there to come, how should I approach to conveniently to get to my pending/outstanding positions. $\endgroup$
    – Igoy
    Dec 11 '13 at 17:45
  • $\begingroup$ This isn't really a question anyone but you can answer because it depends on how you've built your system. $\endgroup$ Dec 11 '13 at 18:01
  • $\begingroup$ I will add, it also depends on who you're interfacing with and the supported order entry port features. For example, OUCH ports can cancel all open orders on disconnect. Trying to preserve open orders across unexpected system failure is likely not going to work very well. $\endgroup$ Dec 11 '13 at 18:03
  • $\begingroup$ I agree with Louis. If my computer was trading and it crashed, I would immediately cancel all open orders. That's just good risk management. $\endgroup$
    – pteetor
    Dec 17 '13 at 22:10

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