ExecutionMessage

ExecutionMessage

public ExecutionMessage()

executionMessage = ExecutionMessage()

Initializes a new instance of the ExecutionMessage.

AveragePrice

public decimal? AveragePrice { get; set; }

value = executionMessage.AveragePrice
executionMessage.AveragePrice = value

Average execution price.

Balance

public decimal? Balance { get; set; }

value = executionMessage.Balance
executionMessage.Balance = value

Order contracts balance.

BrokerCode

public string BrokerCode { get; set; }

value = executionMessage.BrokerCode
executionMessage.BrokerCode = value

Broker firm code.

BuildFrom

public DataType BuildFrom { get; set; }

value = executionMessage.BuildFrom
executionMessage.BuildFrom = value

Determines the message is generated from the specified DataType.

ClientCode

public string ClientCode { get; set; }

value = executionMessage.ClientCode
executionMessage.ClientCode = value

Client code assigned by the broker.

Comment

public string Comment { get; set; }

value = executionMessage.Comment
executionMessage.Comment = value

Placed order comment.

Commission

public decimal? Commission { get; set; }

value = executionMessage.Commission
executionMessage.Commission = value

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

CommissionCurrency

public string CommissionCurrency { get; set; }

value = executionMessage.CommissionCurrency
executionMessage.CommissionCurrency = value

Commission currency. Can be .

Condition

public OrderCondition Condition { get; set; }

value = executionMessage.Condition
executionMessage.Condition = value

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

Currency

public CurrencyTypes? Currency { get; set; }

value = executionMessage.Currency
executionMessage.Currency = value

Trading security currency.

DataType

public override DataType DataType { get; }

value = executionMessage.DataType

Data type info.

DataTypeEx

public DataType DataTypeEx { get; set; }

value = executionMessage.DataTypeEx
executionMessage.DataTypeEx = value

DepoName

public string DepoName { get; set; }

value = executionMessage.DepoName
executionMessage.DepoName = value

The depositary where the physical security.

Error

public Exception Error { get; set; }

value = executionMessage.Error
executionMessage.Error = value

Error info.

ExpiryDate

public DateTime? ExpiryDate { get; set; }

value = executionMessage.ExpiryDate
executionMessage.ExpiryDate = value

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

HasOrderInfo

public bool HasOrderInfo { get; set; }

value = executionMessage.HasOrderInfo
executionMessage.HasOrderInfo = value

Is the message contains order info.

HasTradeInfo

public bool HasTradeInfo { get; }

value = executionMessage.HasTradeInfo

Is the message contains trade info.

Initiator

public bool? Initiator { get; set; }

value = executionMessage.Initiator
executionMessage.Initiator = value

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

IsCancellation

public bool IsCancellation { get; set; }

value = executionMessage.IsCancellation
executionMessage.IsCancellation = value

Is the action an order cancellation.

IsManual

public bool? IsManual { get; set; }

value = executionMessage.IsManual
executionMessage.IsManual = value

Is order manual.

IsMarketMaker

public bool? IsMarketMaker { get; set; }

value = executionMessage.IsMarketMaker
executionMessage.IsMarketMaker = value

Is the order of market-maker.

IsSystem

public bool? IsSystem { get; set; }

value = executionMessage.IsSystem
executionMessage.IsSystem = value

Is a system trade.

IsUpTick

public bool? IsUpTick { get; set; }

value = executionMessage.IsUpTick
executionMessage.IsUpTick = value

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

Latency

public TimeSpan? Latency { get; set; }

value = executionMessage.Latency
executionMessage.Latency = value

Network latency. Uses when DataType set to Transactions.

Leverage

public int? Leverage { get; set; }

value = executionMessage.Leverage
executionMessage.Leverage = value

Margin leverage.

MarginMode

public MarginModes? MarginMode { get; set; }

value = executionMessage.MarginMode
executionMessage.MarginMode = value

Margin mode.

MarketPrice

public decimal? MarketPrice { get; set; }

value = executionMessage.MarketPrice
executionMessage.MarketPrice = value

Market price at the moment of order registration (best opposite-side price).

MinVolume

public decimal? MinVolume { get; set; }

value = executionMessage.MinVolume
executionMessage.MinVolume = value

Minimum quantity of an order to be executed.

OpenInterest

public decimal? OpenInterest { get; set; }

value = executionMessage.OpenInterest
executionMessage.OpenInterest = value

Number of open positions (open interest).

OrderBoardId

public string OrderBoardId { get; set; }

value = executionMessage.OrderBoardId
executionMessage.OrderBoardId = value

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

OrderBuyId

public long? OrderBuyId { get; set; }

value = executionMessage.OrderBuyId
executionMessage.OrderBuyId = value

Order id (buy).

OrderId

public long? OrderId { get; set; }

value = executionMessage.OrderId
executionMessage.OrderId = value

Order ID.

OrderPrice

public decimal OrderPrice { get; set; }

value = executionMessage.OrderPrice
executionMessage.OrderPrice = value

Order price.

OrderSellId

public long? OrderSellId { get; set; }

value = executionMessage.OrderSellId
executionMessage.OrderSellId = value

Order id (sell).

OrderState

public OrderStates? OrderState { get; set; }

value = executionMessage.OrderState
executionMessage.OrderState = value

Order state.

OrderStatus

public long? OrderStatus { get; set; }

value = executionMessage.OrderStatus
executionMessage.OrderStatus = value

System order status.

OrderStringId

public string OrderStringId { get; set; }

value = executionMessage.OrderStringId
executionMessage.OrderStringId = value

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

OrderType

public OrderTypes? OrderType { get; set; }

value = executionMessage.OrderType
executionMessage.OrderType = value

Order type.

OrderVolume

public decimal? OrderVolume { get; set; }

value = executionMessage.OrderVolume
executionMessage.OrderVolume = value

Number of contracts in the order.

OriginSide

public Sides? OriginSide { get; set; }

value = executionMessage.OriginSide
executionMessage.OriginSide = value

Deal initiator (seller or buyer).

PnL

public decimal? PnL { get; set; }

value = executionMessage.PnL
executionMessage.PnL = value

The profit, realized by trade.

PortfolioName

public string PortfolioName { get; set; }

value = executionMessage.PortfolioName
executionMessage.PortfolioName = value

Portfolio code name.

Position

public decimal? Position { get; set; }

value = executionMessage.Position
executionMessage.Position = value

The position, generated by order or trade.

PositionEffect

public OrderPositionEffects? PositionEffect { get; set; }

value = executionMessage.PositionEffect
executionMessage.PositionEffect = value

Position effect.

PostOnly

public bool? PostOnly { get; set; }

value = executionMessage.PostOnly
executionMessage.PostOnly = value

Post-only order.

SecurityId

public SecurityId SecurityId { get; set; }

value = executionMessage.SecurityId
executionMessage.SecurityId = value

Security ID.

SeqNum

public long SeqNum { get; set; }

value = executionMessage.SeqNum
executionMessage.SeqNum = value

Sequence number.

ServerTime

public DateTime ServerTime { get; set; }

value = executionMessage.ServerTime
executionMessage.ServerTime = value

Server time.

Side

public Sides Side { get; set; }

value = executionMessage.Side
executionMessage.Side = value

Order side (buy or sell).

Slippage

public decimal? Slippage { get; set; }

value = executionMessage.Slippage
executionMessage.Slippage = value

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

StrategyId

public string StrategyId { get; set; }

value = executionMessage.StrategyId
executionMessage.StrategyId = value

Strategy id.

SystemComment

public string SystemComment { get; set; }

value = executionMessage.SystemComment
executionMessage.SystemComment = value

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

TimeInForce

public TimeInForce? TimeInForce { get; set; }

value = executionMessage.TimeInForce
executionMessage.TimeInForce = value

Limit order execution condition.

TradeId

public long? TradeId { get; set; }

value = executionMessage.TradeId
executionMessage.TradeId = value

Trade ID.

TradePrice

public decimal? TradePrice { get; set; }

value = executionMessage.TradePrice
executionMessage.TradePrice = value

Trade price.

TradeStatus

public long? TradeStatus { get; set; }

value = executionMessage.TradeStatus
executionMessage.TradeStatus = value

System trade status.

TradeStringId

public string TradeStringId { get; set; }

value = executionMessage.TradeStringId
executionMessage.TradeStringId = value

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

TradeVolume

public decimal? TradeVolume { get; set; }

value = executionMessage.TradeVolume
executionMessage.TradeVolume = value

Number of contracts in the trade.

TransactionId

public long TransactionId { get; set; }

value = executionMessage.TransactionId
executionMessage.TransactionId = value

Request identifier.

UserOrderId

public string UserOrderId { get; set; }

value = executionMessage.UserOrderId
executionMessage.UserOrderId = value

User order id. Uses when DataType set to Transactions.

VisibleVolume

public decimal? VisibleVolume { get; set; }

value = executionMessage.VisibleVolume
executionMessage.VisibleVolume = value

Visible quantity of contracts in order.

Yield

public decimal? Yield { get; set; }

value = executionMessage.Yield
executionMessage.Yield = value

Yield.

CopyTo

public override void CopyTo(ExecutionMessage destination)

executionMessage.CopyTo(destination)

ToString

public override string ToString()

result = executionMessage.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.