If you ever submitted an order to Trader Workstation using IB API - you are probably aware of a well-known issue involving Interactive Brokers platform sending back duplicate order status updates. This can be problematic if your order management system or trading algorithm relies on accurate order status information. For example, a duplicate "FILLED" order status message for the same order ID can be misleading and confuse your trading logic.
This post demonstrates a method for improving IB ActiveX API's order status handling code using VBA Dictionary object. The algorithm for filtering out duplicate order status updates demonstrated in this post can also be used in Java, C++, and C# applications.
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