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ExecutionReport

StockSharp.Fix.Native

Execution report.

Propriedades

AggressorIndicator : bool?

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

AvgPx : decimal?

Calculated average price of all fills on this order.

CashMargin : char?

Identifies whether an order is a margin order or a non-margin order.

CumQty : decimal?

Total quantity (e.g. number of shares) filled.

DisplayQty : decimal?

DisplayQty.

ExtendedOrderStatus : long?

Extended order status.

ExtendedTradeStatus : int?

Extended trade status.

LastCapacity : char?

Broker capacity in order execution.

Leverage : int?

Leverage.

ManualOrderIndicator : bool?

Indicates if the order was initially received manually (as opposed to electronically).

MarketPrice : decimal?

MarketPrice.

MassStatusReqId : string

Required if responding to and if provided on the OrderMassStatusRequest message.

MaxFloor : decimal?

Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time.

MinQty : decimal?

Minimum quantity of an order to be executed.

MsgSeqNum : long

MsgSeqNum.

OrderCapacity : char?

Designates the capacity of the firm placing the order.

OrderRestrictions : string

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

OrigSendingTime : DateTime?

OrigSendingTime.

PositionEffect : char?

Indicates whether the resulting position after a trade should be an opening position or closing position.

SecondaryOrderId : string

SecondaryOrderID.

StopPx : decimal?

Stop price.

StrategyTypeId : string

StrategyTypeId.

TakeProfit : decimal?

Take profit.

TrdRegTimestamp : DateTime?

Traded / Regulatory timestamp value.

TrdRegTimestampType : TrdRegTimestampType?

Traded / Regulatory timestamp type.

Yield : decimal?

Yield.

Campos

ClOrdId : string

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

Commission : decimal?

Commission.

CommissionCurrency : string

Commission currency. Can be .

ExecId : string

Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN).

ExecType : char?

Describes the purpose of the execution report ExecType.

ExpireDate : DateTime?

Date of order expiration (last day the order can trade), always expressed in terms of the local market date.

LastLiquidityInd : int?

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Valid values: 1 = Added Liquidity 2 = Removed Liquidity 3 = Liquidity Routed Out

LastPx : decimal?

Price of this (last) fill.

LastQty : decimal?

Quantity (e.g. shares) bought/sold on this (last) fill.

LeavesQty : decimal?

Quantity open for further execution.

OrderId : string

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN).

OrderQty : decimal?

Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.

OrdStatusReqId : string

Required if responding to and if provided on the OrderStatusRequest message.

OrdType : char?

Order type OrdType.

OrigClOrdId : string

Used to identify the previous order in cancel and cancel/replace requests.

PossDupFlag : bool?

PossDupFlag.

Price : decimal?

Price per unit of quantity (e.g. per share).

SecurityExchange : string

Market used to help identify a security.

SecurityId : string

Security identifier value.

SecurityIdSource : string

Identifies class or source of the SecurityId value. Required if SecurityId is specified.

Side : char?

Side of order Side.

Symbol : string

Ticker symbol. Common, "human understood" representation of the security.

Text : string

Free format text string.

TimeInForce : char?

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

TradingSessionId : string

Identifier for Trading Session.