Class ExecutionMessage

Namespace

StockSharp.Messages

Assembly

StockSharp.Messages.dll

The message contains information about the execution.

[DataContract]
public class ExecutionMessage : BaseSubscriptionIdMessage<ExecutionMessage>, IMessage, ICloneable, ISubscriptionIdMessage, IOriginalTransactionIdMessage, ITransactionIdMessage, IPortfolioNameMessage, IErrorMessage, IStrategyIdMessage, IOrderMessage, ITickTradeMessage, ISecurityIdMessage, ISeqNumMessage, ICurrencyMessage, ISystemMessage, IServerTimeMessage, IGeneratedMessage, ILocalTimeMessage, IComplexIdMessage, IOrderLogMessage

Inheritance

object

Message

BaseSubscriptionIdMessage<ExecutionMessage>

ExecutionMessage

Implements

IMessage

ICloneable

ISubscriptionIdMessage

IOriginalTransactionIdMessage

ITransactionIdMessage

IPortfolioNameMessage

IErrorMessage

IStrategyIdMessage

IOrderMessage

ITickTradeMessage

ISecurityIdMessage

ISeqNumMessage

ICurrencyMessage

ISystemMessage

IServerTimeMessage

IGeneratedMessage

ILocalTimeMessage

IComplexIdMessage

IOrderLogMessage

Inherited Members

BaseSubscriptionIdMessage<ExecutionMessage>.Clone()

BaseSubscriptionIdMessage<ExecutionMessage>.OriginalTransactionId

BaseSubscriptionIdMessage<ExecutionMessage>.SubscriptionId

BaseSubscriptionIdMessage<ExecutionMessage>.SubscriptionIds

Message.CopyTo(Message)

Message.LocalTime

Message.Type

Message.IsBack

Message.BackMode

Message.OfflineMode

Message.Adapter

Message.Forced

Extension Methods

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

Extensions.Add<TMessage, TChange>(TMessage, TChange, CurrencyTypes)

Extensions.Add<TMessage, TChange>(TMessage, TChange, PortfolioStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, SecurityStates)

Extensions.Add<TMessage, TChange>(TMessage, TChange, Sides)

Extensions.Add<TMessage, TChange>(TMessage, TChange, bool)

Extensions.Add<TMessage, TChange>(TMessage, TChange, DateTimeOffset)

Extensions.Add<TMessage, TChange>(TMessage, TChange, decimal)

Extensions.Add<TMessage, TChange>(TMessage, TChange, int)

Extensions.Add<TMessage, TChange>(TMessage, TChange, long)

Extensions.Add<TMessage, TChange>(TMessage, TChange, object)

Extensions.GetBalance(ExecutionMessage)

Extensions.GetOrderLogCancelReason(ExecutionMessage)

Extensions.GetTradePrice(ExecutionMessage)

Extensions.HasOrderInfo(ExecutionMessage)

Extensions.HasTradeInfo(ExecutionMessage)

Extensions.IsMarketData(ExecutionMessage)

Extensions.IsMatch(ExecutionMessage, OrderStatusMessage)

Extensions.IsMatch(ExecutionMessage, OrderStatusMessage, ISet<OrderStates>)

Extensions.IsOrderLogCanceled(ExecutionMessage)

Extensions.IsOrderLogMatched(ExecutionMessage)

Extensions.IsOrderLogRegistered(ExecutionMessage)

Extensions.SafeGetOrderId(ExecutionMessage)

Extensions.SafeGetVolume(ExecutionMessage)

Extensions.ToLevel1(ExecutionMessage)

Extensions.ToReg(ExecutionMessage)

Extensions.ToTick(ExecutionMessage)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, CurrencyTypes?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, PortfolioStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, SecurityStates?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, Sides?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, bool?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, DateTimeOffset?)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, decimal?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, int?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, long?, bool)

Extensions.TryAdd<TMessage, TChange>(TMessage, TChange, string)

Extensions.TryGetDecimal<TMessage, TChange>(TMessage, TChange)

Extensions.TryGet<TMessage, TChange>(TMessage, TChange)

Extensions.CreateErrorResponse(Message, Exception, ILogReceiver, Func<DataType, long[]>)

Extensions.GetServerTime(Message)

Extensions.ReplaceSecurityId(Message, SecurityId)

Extensions.TryGetSecurityId(Message)

Extensions.TryGetServerTime(Message, out DateTimeOffset)

Extensions.TryInitLocalTime(Message, ILogSource)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

ExecutionMessage()

Initializes a new instance of the ExecutionMessage.

public ExecutionMessage()

Properties

AveragePrice

Average execution price.

[DataMember]
public decimal? AveragePrice { get; set; }

Property Value

decimal?

Balance

Order contracts balance.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Balance", Description = "OrderBalance", GroupName = "General")]
public decimal? Balance { get; set; }

Property Value

decimal?

BrokerCode

Broker firm code.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Broker", Description = "BrokerCode", GroupName = "General")]
public string BrokerCode { get; set; }

Property Value

string

BuildFrom

Determines the message is generated from the specified DataType.

[DataMember]
public DataType BuildFrom { get; set; }

Property Value

DataType

ClientCode

Client code assigned by the broker.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "ClientCode", Description = "ClientCodeDesc", GroupName = "General")]
public string ClientCode { get; set; }

Property Value

string

Comment

Placed order comment.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Comment", Description = "OrderComment", GroupName = "General")]
public string Comment { get; set; }

Property Value

string

Commission

Commission (broker, exchange etc.). Uses when DataType set to Transactions.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Commission", Description = "CommissionDesc", GroupName = "General")]
public decimal? Commission { get; set; }

Property Value

decimal?

CommissionCurrency

Commission currency. Can be .

public string CommissionCurrency { get; set; }

Property Value

string

Condition

Order condition (e.g., stop- and algo- orders parameters).

[Display(ResourceType = typeof(LocalizedStrings), Name = "Condition", Description = "OrderConditionDesc", GroupName = "ConditionalOrder")]
public OrderCondition Condition { get; set; }

Property Value

OrderCondition

Currency

Trading security currency.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Currency", Description = "CurrencyDesc", GroupName = "General")]
public CurrencyTypes? Currency { get; set; }

Property Value

CurrencyTypes?

DataType

Data type info.

public override DataType DataType { get; }

Property Value

DataType

DataTypeEx

public DataType DataTypeEx { get; set; }

Property Value

DataType

DepoName

The depositary where the physical security.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Depo", Description = "DepoName", GroupName = "General")]
public string DepoName { get; set; }

Property Value

string

Error

Error info.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Error", Description = "OrderError", GroupName = "General")]
public Exception Error { get; set; }

Property Value

Exception

ExecutionType

Data type, information about which is contained in the ExecutionMessage.

[DataMember]
[Obsolete("Use DataTypeEx property.")]
[Browsable(false)]
public ExecutionTypes? ExecutionType { get; set; }

Property Value

ExecutionTypes?

ExpiryDate

Order expiry time. The default is null, which mean (GTC).

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Expiration", Description = "OrderExpirationTime", GroupName = "General")]
public DateTimeOffset? ExpiryDate { get; set; }

Property Value

DateTimeOffset?

Remarks

If the value is equal null, order will be GTC (good til cancel). Or uses exact date.

HasOrderInfo

Is the message contains order info.

public bool HasOrderInfo { get; set; }

Property Value

bool

HasTradeInfo

Is the message contains trade info.

public bool HasTradeInfo { get; }

Property Value

bool

Initiator

Used to identify whether the order initiator is an aggressor or not in the trade.

[DataMember]
public bool? Initiator { get; set; }

Property Value

bool?

IsCancellation

Is the action an order cancellation.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Cancel", Description = "IsActionOrderCancellation", GroupName = "General")]
public bool IsCancellation { get; set; }

Property Value

bool

IsManual

Is order manual.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Manual", Description = "IsOrderManual", GroupName = "General")]
public bool? IsManual { get; set; }

Property Value

bool?

IsMarketMaker

Is the order of market-maker.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "MarketMaker", Description = "MarketMakerOrder", GroupName = "General")]
public bool? IsMarketMaker { get; set; }

Property Value

bool?

IsSystem

Is a system trade.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "System", Description = "IsSystemTrade", GroupName = "General")]
public bool? IsSystem { get; set; }

Property Value

bool?

IsUpTick

Is tick uptrend or downtrend in price. Uses only DataType for Ticks.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "UpTrend", Description = "UpTrendDesc", GroupName = "General")]
public bool? IsUpTick { get; set; }

Property Value

bool?

Latency

Network latency. Uses when DataType set to Transactions.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Latency", Description = "NetworkLatency", GroupName = "General")]
public TimeSpan? Latency { get; set; }

Property Value

TimeSpan?

Leverage

Margin leverage.

[DataMember]
public int? Leverage { get; set; }

Property Value

int?

MarginMode

Margin mode.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Margin", Description = "MarginMode", GroupName = "General")]
public MarginModes? MarginMode { get; set; }

Property Value

MarginModes?

MinVolume

Minimum quantity of an order to be executed.

[DataMember]
public decimal? MinVolume { get; set; }

Property Value

decimal?

OpenInterest

Number of open positions (open interest).

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OpenInterest", Description = "OpenInterestDesc", GroupName = "General")]
public decimal? OpenInterest { get; set; }

Property Value

decimal?

OrderBoardId

Board order id. Uses in case of OrderId and OrderStringId is a brokerage system ids.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OrderBoardId", Description = "OrderBoardIdDesc", GroupName = "General")]
public string OrderBoardId { get; set; }

Property Value

string

OrderBuyId

Order id (buy).

[DataMember]
public long? OrderBuyId { get; set; }

Property Value

long?

OrderId

Order ID.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OrderId", Description = "OrderId", GroupName = "General")]
public long? OrderId { get; set; }

Property Value

long?

OrderPrice

Order price.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Price", Description = "OrderPrice", GroupName = "General")]
public decimal OrderPrice { get; set; }

Property Value

decimal

OrderSellId

Order id (sell).

[DataMember]
public long? OrderSellId { get; set; }

Property Value

long?

OrderState

Order state.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "State", Description = "OrderStateDesc", GroupName = "General")]
public OrderStates? OrderState { get; set; }

Property Value

OrderStates?

OrderStatus

System order status.

[DataMember]
[Browsable(false)]
public long? OrderStatus { get; set; }

Property Value

long?

OrderStringId

Order ID (as string, if electronic board does not use numeric order ID representation).

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "IdString", Description = "OrderIdStringDesc", GroupName = "General")]
public string OrderStringId { get; set; }

Property Value

string

OrderType

Order type.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "OrderType", Description = "OrderTypeDesc", GroupName = "General")]
public OrderTypes? OrderType { get; set; }

Property Value

OrderTypes?

OrderVolume

Number of contracts in the order.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "VolumeOrder", Description = "OrderVolume", GroupName = "General")]
public decimal? OrderVolume { get; set; }

Property Value

decimal?

OriginSide

Deal initiator (seller or buyer).

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Initiator", Description = "DirectionDesc", GroupName = "General")]
public Sides? OriginSide { get; set; }

Property Value

Sides?

PnL

The profit, realized by trade.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "PnL", Description = "PnL", GroupName = "General")]
public decimal? PnL { get; set; }

Property Value

decimal?

PortfolioName

Portfolio code name.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Portfolio", Description = "PortfolioName", GroupName = "General")]
public string PortfolioName { get; set; }

Property Value

string

Position

The position, generated by order or trade.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Position", Description = "Position", GroupName = "General")]
public decimal? Position { get; set; }

Property Value

decimal?

PositionEffect

Position effect.

[DataMember]
public OrderPositionEffects? PositionEffect { get; set; }

Property Value

OrderPositionEffects?

PostOnly

Post-only order.

[DataMember]
public bool? PostOnly { get; set; }

Property Value

bool?

SecurityId

Security ID.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "SecurityId", Description = "SecurityId", GroupName = "General")]
public SecurityId SecurityId { get; set; }

Property Value

SecurityId

SeqNum

Sequence number.

[DataMember]
public long SeqNum { get; set; }

Property Value

long

Remarks

Zero means no information.

ServerTime

Server time.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "ServerTime", Description = "ServerTime", GroupName = "General")]
public DateTimeOffset ServerTime { get; set; }

Property Value

DateTimeOffset

Side

Order side (buy or sell).

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Direction", Description = "OrderSideDesc", GroupName = "General")]
public Sides Side { get; set; }

Property Value

Sides

Slippage

Slippage in trade price. Uses when DataType set to Transactions.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Slippage", Description = "SlippageTrade", GroupName = "General")]
public decimal? Slippage { get; set; }

Property Value

decimal?

StrategyId

Strategy id.

[DataMember]
public string StrategyId { get; set; }

Property Value

string

SystemComment

Message for order (created by the trading system when registered, changed or cancelled).

[Display(ResourceType = typeof(LocalizedStrings), Name = "SystemComment", Description = "SystemCommentDesc", GroupName = "General")]
public string SystemComment { get; set; }

Property Value

string

TimeInForce

Limit order execution condition.

[Display(ResourceType = typeof(LocalizedStrings), Name = "ExecutionCondition", Description = "ExecutionConditionDesc", GroupName = "General")]
public TimeInForce? TimeInForce { get; set; }

Property Value

TimeInForce?

TradeId

Trade ID.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "TradeId", Description = "TradeId", GroupName = "General")]
public long? TradeId { get; set; }

Property Value

long?

TradePrice

Trade price.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Price", Description = "TradePriceDesc", GroupName = "General")]
public decimal? TradePrice { get; set; }

Property Value

decimal?

TradeStatus

System trade status.

[DataMember]
[Browsable(false)]
public long? TradeStatus { get; set; }

Property Value

long?

TradeStringId

Trade ID (as string, if electronic board does not use numeric order ID representation).

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "IdString", Description = "TradeIdString", GroupName = "General")]
public string TradeStringId { get; set; }

Property Value

string

TradeVolume

Number of contracts in the trade.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "VolumeTrade", Description = "TradeVolumeDesc", GroupName = "General")]
public decimal? TradeVolume { get; set; }

Property Value

decimal?

TransactionId

Request identifier.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "Transaction", Description = "TransactionId", GroupName = "General")]
public long TransactionId { get; set; }

Property Value

long

UserOrderId

User order id. Uses when DataType set to Transactions.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "UserId", Description = "UserOrderId", GroupName = "General")]
public string UserOrderId { get; set; }

Property Value

string

VisibleVolume

Visible quantity of contracts in order.

[DataMember]
[Display(ResourceType = typeof(LocalizedStrings), Name = "VisibleVolume", Description = "VisibleVolumeDesc", GroupName = "General")]
public decimal? VisibleVolume { get; set; }

Property Value

decimal?

Yield

Yield.

[DataMember]
public decimal? Yield { get; set; }

Property Value

decimal?

Methods

CopyTo(ExecutionMessage)

Copy the message into the destination.

public override void CopyTo(ExecutionMessage destination)

Parameters

destination ExecutionMessage

The object, to which copied information.

ToString()

public override string ToString()

Returns

string