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How to detect if an order has been canceled?
Jason Swearingen
posted

I'm looking to detect when an order has successfully been canceled, but I don't see any direct way to do this via the API.

The only way I see to detect this is to obtain a list of open orders via the get_open_orders() api, then compare that to a list of known orders (obtained by tracking orderId's and calling get_order() )

Is this the official way? or is there a better way of doing this?

PS: I am working under the assumption that completed (or canceled) orderId's will still return an order object when calling get_order()

3 responses
Alisa Deychman

Hi Jason,

To see if an order got cancelled, you can do:

def handle_data(context, data):  
  my_order_id = order(symbol('aapl'), 100)     # order 100 shares of AAPL and return the order id  
  my_order = get_order(my_order_id)            # this will return the order object  
  if my_order.status == 2:                      # check if order has been cancelled  
    # more code logic

It takes a couple steps to detect the order status, and we can make this more intuitive. The order status '2' corresponds to 'cancelled' and the code is available in Zipline, https://github.com/quantopian/zipline/blob/master/zipline/finance/blotter.py#L38. We'll get this added to our API help doc!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Jason Swearingen

Alisa, Thank you for this.

Am I right in assuming that completed orders will still be returned from the get_order() method?

Alisa Deychman

The get_order() method discards the order object at the end of each call of handle_data. If you want it to persist, you can add it to a variable to reference later in your algorithm.

One thing to note is this will be a 'snapshot', the order object won't get automatically updated. If you want the details after the order has filled, you need to write the variable to save get_order() information after this step.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.