You put considerable effort into your question so I will do my best to answer as much as I can.

Here are some responses to your post:

>>> You reference FX and Equities. Both mandated by different regulatory bodies and both use a different form of accounting. FIFO and Avg. Cost please keep this in mind.

I will reply in order though:

If I had 5 different open positions yesterday (probably on different forex pairs), it is not enough to know that all of them were either stopped out or reached profit….

>>>Were an EXN which means that if you had a trade that was 100k it very well could fill with 10 executions of 10,000 at a different price for each. We cannot use a “Position” as the lot; it must be dollar for dollar. We only know what that “Position” looked like post trade when we look back at the Open and then match the Close against it. NFA requires this treatment.

But it is impossible to maintain accurate records of positions that span multiple days. It cannot be done using MBT Desktop either.
>>>We do have records and the ability to download trade records, if there is something missing here that we render in a report that you wish for us to offer, please let me know what exactly that is.

So, position traders who trade stocks and/or forex and are using hourly/daily charts, and usually leave positions pending/open for several days…
>>>I disagree. FINRA accepts Avg Cost and of course we use Avg Cost analysis for Equities basis and closed PnL. For FX as stated above this is the NFA’s decision.

I suggest to improve the SDK to be able to access the order history for past days (past 30 days is more than enough - the website offers trade history for 30 days)….
>>>The Sdk is a facility for trading however this does not mean we cannot add additional facility to the reporting on the website. Let’s figure out what everyone needs though.

An alternative (and less favorable) solution would be to create a web service …but please include commissions to this list as well.
>>>You need to be more specific here as I understand our website post trade reporting includes commission for all asset classes (see my previous response).

Thank you for helping, we very much would like to help our clients get all services and features they desire.

Ross

Ross, thank you for the detailed response.

I'll try to be more specific on what I would need:
Go to mbtrading.com, sign in to your trading account. From the menu, choose Trade Activity / Order history.
Set the date filter to cover the past week or so, and click Display.

I get the following list:
Side Symbol Transaction Date/Time Quantity Price Gross Profit
Buy EUR/USD 1/5/2012 3:25:38 AM 20000 1.29264000 0.0000
Buy EUR/USD 1/5/2012 3:27:35 AM 5000 1.29279000 0.0000
Sell EUR/USD 1/5/2012 3:27:58 AM 5000 1.29267000 0.0000
Sell EUR/USD 1/5/2012 3:47:17 AM 20000 1.28969000 -59.6000
SellSht EUR/USD 1/5/2012 3:53:49 AM 5000 1.28758000 0.0000

Please note that there is no commission column.

The problem is, that I cannot access this report programmatically, because it requires the user to log in to the mbtrading.com, sometimes it also prompts to enter his PIN number to facilitate login. I would need to be able to download this report by a software program, and have it parsed without user intervention (of course he should enter his username and password to the software, but this is already required for the COM SDK, and the Quote/Historyical API, so nothing new here).
If I could access this report (or an another one with the same content) with a web service like Quote API/Historical API, and that order history information would be available for the past month, AND include commission column, that would be all I need. (For all the accounts the user has - of course).
It would be nice if the web service gave the date/time field value in UTC.

Thanks,
Zsolt

I will ask about our API's for account data as well as possibly or FIX system for historic data. I know Sdk is not possible though. I further will look at UTC as a display option for account reporting.

Ross

Hi Ross,
any new info about this feature?
Zsolt

At this time we just don't have the resources for this. However we could bundle up you trade data and send you it to get you caught up to current so you can update daily from there. Would that help?

R