OrderExecution — StockSharp Documentación

Board : Utf8String4

Board ID SECBOARD(4)

LastPx : Decimal9

Matched trade price

LastQty : long

Trade volume

MDEntryID : long

Order ID

MDEntryPx : Decimal9

Order price

MDEntrySize : long

Market Data entry size

MDEntryType : char

Market Data entry type

MDFlags : MDFlag

Order or Trade type

MDUpdateAction : MDUpdateAction

Market Data update action

RptSeq : uint

Market Data entry sequence number per instrument update

Symbol : Utf8String12

Instrument ID SECODE(12)

TradeID : ulong

Trade ID