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Has anyone tried to incorporate another data feed into their Anvil algorithms and gotten it to work successfully? I have another data feed where I recieve very reliable level1 data and I'm trying to use that to determine when to place my orders. The problem I'm running into is that once in...

I'm using the B_SendOrder command, do you know if Anvil internally considers this a smart order?

Does anyone know how to keep track of an order status? I'm submitting orders using the B_SendOrder method and I keep a pointer to the order. The problem I'm having is when Anvil rejects the order. I was hoping that the messages: M_POOL_UPDATE_ORDER M_POOL_ASSIGN_ORDER_ID...