OrderExecution

LastPx

public Decimal5 LastPx

value = orderExecution.LastPx

Matched trade price

LastQty

public long LastQty

value = orderExecution.LastQty

Trade volume

MDEntryID

public long MDEntryID

value = orderExecution.MDEntryID

Order ID

MDEntryPx

public Decimal5 MDEntryPx

value = orderExecution.MDEntryPx

Order price

MDEntrySize

public long MDEntrySize

value = orderExecution.MDEntrySize

Market Data entry size

MDEntryType

public char MDEntryType

value = orderExecution.MDEntryType

Market Data entry type

MDFlags

public MDFlags MDFlags

value = orderExecution.MDFlags

The field is a bit mask

MDFlags2

public MDFlags2 MDFlags2

value = orderExecution.MDFlags2

The field 2 is a bit mask

MDUpdateAction

public MDUpdateAction MDUpdateAction

value = orderExecution.MDUpdateAction

Market Data update action

RptSeq

public uint RptSeq

value = orderExecution.RptSeq

Market Data entry sequence number per instrument update

SecurityID

public int SecurityID

value = orderExecution.SecurityID

Instrument numeric code

TradeID

public long TradeID

value = orderExecution.TradeID

Trade ID