Why Strategy Trade Callbacks May Ignore External Fills

Summary

A trader asks whether a strategy’s on-trade callback can receive fills from orders placed outside the strategy, using a separate trading platform while the program is running. A forum response explains that the strategy callback receives execution reports only for orders submitted by that strategy; the engine filters out fills from other sources.

The discussion says the engine can be customized to change this behavior, and the original poster reports having implemented a change. It gives no modification steps, code, or explanation of how external executions should be routed or reconciled. The useful takeaway is a boundary in event handling: strategy-level callbacks may not represent all account activity unless the engine is configured to include it.

Key ideas

• The strategy callback receives execution reports for orders that the strategy itself submitted.
• The engine filters out fills originating elsewhere.
• The forum suggests customization can change the filtering, but provides no implementation details.

Tags

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