Downloading Fills

For efficiency reasons, TT Core SDK does not hold fills in memory. If you need to access past fills, you:

• Create a class that is derived from ttsdk::IFillDownloadCallbackHandlerPtr and defines your event handler. You must provide implementations for:
  • virtual void OnDownloadComplete(const DownloadResult code, HistoricalFillCollectionPtr orders, const char* message) = 0;
    • Callback fired when the fill download is completed
• Call the DownloadFills() function passing your event handler instance variable and other query parameters.

The following code snippet demonstrates an example of this process.

class FillObserver : public ttsdk::IFillDownloadCallbackHandlerPtr
{
  public:
    	FillObserver() {}

    	virtual void OnDownloadComplete(const DownloadResult code,
                      HistoricalFillCollectionPtr fills, const char* message)
	    {
		          if (code == DownloadResult.SUCCESS)
              {
                    for (size_t i = 0; i GetCount(); i++)
                    {
                            FillPtr fill = fills->GetFill(i);
                            ExecutionReportPtr er = fill->GetExecutionReport();
                            std::cout GetOrderId()
                                  GetCumQty()