Querying Historical CTP Orders and Trades

Summary

The forum exchange addresses how to retrieve an account’s past orders and trades through the CTP interface, with the goal of tracking profit and loss by instrument. It does not describe a built-in history-specific endpoint in detail; instead, a reply points to the existing order and trade query functions, reqQryOrder and reqQryTrade, as starting points for extending the interface.

The practical takeaway is to inspect the interface and header definitions and build the needed history workflow around those query functions. The discussion is brief and offers no implementation steps, data-retention guidance, or example of calculating per-instrument profit and loss. It also does not clarify how far back the queries reach or whether the broker or CTP configuration limits available records.

Key ideas

• CTP exposes order and trade query functions that can serve as a basis for retrieving account activity.
• The forum suggests extending the existing interface after reviewing its headers and implementation.
• The stated goal is to record profit and loss changes by instrument.
• The exchange does not explain query history limits or provide a complete implementation.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.