ExecutionReport

AggressorIndicator

public bool? AggressorIndicator { get; set; }

value = executionReport.AggressorIndicator
executionReport.AggressorIndicator = value

用来确定订单发起者是否是行业中的侵略者。

AvgPx

public decimal? AvgPx { get; set; }

value = executionReport.AvgPx
executionReport.AvgPx = value

计算出所有价格的平均值均按此顺序填充 。

CashMargin

public char? CashMargin { get; set; }

value = executionReport.CashMargin
executionReport.CashMargin = value

确定命令是差值命令还是非差值命令.

CumQty

public decimal? CumQty { get; set; }

value = executionReport.CumQty
executionReport.CumQty = value

已填入的总量(e.g.股份数量).

DisplayQty

public decimal? DisplayQty { get; set; }

value = executionReport.DisplayQty
executionReport.DisplayQty = value

DisplayQty.

ExtendedOrderStatus

public long? ExtendedOrderStatus { get; set; }

value = executionReport.ExtendedOrderStatus
executionReport.ExtendedOrderStatus = value

扩展命令状态 。

ExtendedTradeStatus

public int? ExtendedTradeStatus { get; set; }

value = executionReport.ExtendedTradeStatus
executionReport.ExtendedTradeStatus = value

扩大贸易地位。

ExtraFields

public IDictionary<FixTags, object> ExtraFields { get; }

value = executionReport.ExtraFields

外出场.

LastCapacity

public char? LastCapacity { get; set; }

value = executionReport.LastCapacity
executionReport.LastCapacity = value

居间行销能力,以命令执行.

Leverage

public int? Leverage { get; set; }

value = executionReport.Leverage
executionReport.Leverage = value

利取相还.

ManualOrderIndicator

public bool? ManualOrderIndicator { get; set; }

value = executionReport.ManualOrderIndicator
executionReport.ManualOrderIndicator = value

说明最初是否是人工收到的(而不是电子形式)。

MarketPrice

public decimal? MarketPrice { get; set; }

value = executionReport.MarketPrice
executionReport.MarketPrice = value

MarketPrice.

MassStatusReqId

public string MassStatusReqId { get; set; }

value = executionReport.MassStatusReqId
executionReport.MassStatusReqId = value

如果对OrderMassStatusRequest信件作出答复,如果在OrderMassStatusRequest信件上提供,则需要这样做。

MaxFloor

public decimal? MaxFloor { get; set; }

value = executionReport.MaxFloor
executionReport.MaxFloor = value

在任何特定时间的交换层显示的顺序内,最大数量(e.g. 股份数).

MinQty

public decimal? MinQty { get; set; }

value = executionReport.MinQty
executionReport.MinQty = value

执行命令的最低数量。

MsgSeqNum

public long MsgSeqNum { get; set; }

value = executionReport.MsgSeqNum
executionReport.MsgSeqNum = value

MsgSeqNum.

OrderCapacity

public char? OrderCapacity { get; set; }

value = executionReport.OrderCapacity
executionReport.OrderCapacity = value

指定订购公司的能力。

OrderRestrictions

public string OrderRestrictions { get; set; }

value = executionReport.OrderRestrictions
executionReport.OrderRestrictions = value

与命令相联的限制。 如果一个命令适用一个以上的限制, 此字段可以包含多个以空格分隔的指示 。

OrigSendingTime

public DateTime? OrigSendingTime { get; set; }

value = executionReport.OrigSendingTime
executionReport.OrigSendingTime = value

OrigSendingTime.

PositionEffect

public char? PositionEffect { get; set; }

value = executionReport.PositionEffect
executionReport.PositionEffect = value

说明贸易后产生的职位是起职还是起职。

SecondaryOrderId

public string SecondaryOrderId { get; set; }

value = executionReport.SecondaryOrderId
executionReport.SecondaryOrderId = value

SecondaryOrderID.

StopPx

public decimal? StopPx { get; set; }

value = executionReport.StopPx
executionReport.StopPx = value

停止价格。

StrategyTypeId

public string StrategyTypeId { get; set; }

value = executionReport.StrategyTypeId
executionReport.StrategyTypeId = value

StrategyTypeId.

TakeProfit

public decimal? TakeProfit { get; set; }

value = executionReport.TakeProfit
executionReport.TakeProfit = value

取取取取利.

TrdRegTimestamp

public DateTime? TrdRegTimestamp { get; set; }

value = executionReport.TrdRegTimestamp
executionReport.TrdRegTimestamp = value

交易/管理时间戳值。

TrdRegTimestampType

public TrdRegTimestampType? TrdRegTimestampType { get; set; }

value = executionReport.TrdRegTimestampType
executionReport.TrdRegTimestampType = value

交易/管理时间戳类型。

Yield

public decimal? Yield { get; set; }

value = executionReport.Yield
executionReport.Yield = value

义德.

Account

public string Account

value = executionReport.Account

ClientId

public string ClientId

value = executionReport.ClientId

ClOrdId

public string ClOrdId

value = executionReport.ClOrdId

购入方(机构、经纪人、中介等)所指定的订单独有标识。

Commission

public decimal? Commission

value = executionReport.Commission

执会.

CommissionCurrency

public string CommissionCurrency

value = executionReport.CommissionCurrency

佣金,可以

ExDestination

public string ExDestination

value = executionReport.ExDestination

ExecBroker

public string ExecBroker

value = executionReport.ExecBroker

ExecId

public string ExecId

value = executionReport.ExecId

销售方(经纪人、交换商、电子交易中心)所指定的执行信息的独特标识。

ExecType

public char? ExecType

value = executionReport.ExecType

说明执行报告ExecType的目的。

ExpireDate

public DateTime? ExpireDate

value = executionReport.ExpireDate

订单到期日(订单可以交易的最后一天),总是以当地市场日期表示.

ExpireTime

public DateTime? ExpireTime

value = executionReport.ExpireTime

LastLiquidityInd

public int? LastLiquidityInd

value = executionReport.LastLiquidityInd

确定这一填补是否由流动资金提供者或流动资金接受者接受流动资金的指标。有效值:1=添加流动资金2=删除流动资金3=流动资金

LastPx

public decimal? LastPx

value = executionReport.LastPx

上个填充价格。

LastQty

public decimal? LastQty

value = executionReport.LastQty

购买/出售这一(上个)填充量的数量(e.g.股份)。

LeavesQty

public decimal? LeavesQty

value = executionReport.LeavesQty

有待进一步执行的数量。

OrderId

public string OrderId

value = executionReport.OrderId

销售方(经纪人、交易所、欧洲竞争网络)所分配的订单独有的标识。

OrderQty

public decimal? OrderQty

value = executionReport.OrderQty

所订购的数量:指股票或证券基金证券的股票、面值或面值。

OrdStatus

public char? OrdStatus

value = executionReport.OrdStatus

OrdStatusReqId

public string OrdStatusReqId

value = executionReport.OrdStatusReqId

如果对OrderStatusRequest信件作出答复,如果在OrderStatusRequest信件上提供,则需要这样做。

OrdType

public char? OrdType

value = executionReport.OrdType

Order type OrdType.

OrigClOrdId

public string OrigClOrdId

value = executionReport.OrigClOrdId

用于识别取消和取消/替换请求的上个顺序.

Parties

public Party[] Parties

value = executionReport.Parties

PossDupFlag

public bool? PossDupFlag

value = executionReport.PossDupFlag

PossDupFlag.

Price

public decimal? Price

value = executionReport.Price

单位数量价格(×××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××××

SecurityExchange

public string SecurityExchange

value = executionReport.SecurityExchange

市场用来帮助识别金融工具。

SecurityId

public string SecurityId

value = executionReport.SecurityId

金融工具标识值。

SecurityIdSource

public string SecurityIdSource

value = executionReport.SecurityIdSource

确定%\ SecurityId+% 值的类或源。 如果指定了%\ SecurityId+% , 则需要 。

SendingTime

public DateTime SendingTime

value = executionReport.SendingTime

Side

public char? Side

value = executionReport.Side

边出令相.

Symbol

public string Symbol

value = executionReport.Symbol

计票符 (Citers),常见的,金融工具的"人类所理解"的代表.

Text

public string Text

value = executionReport.Text

自由格式文本字符串。

TimeInForce

public char? TimeInForce

value = executionReport.TimeInForce

指定命令是否仍然有效。此字段的缺失被解释为 DAY。注:不适用 CIV 命令。

TradeDate

public DateTime? TradeDate

value = executionReport.TradeDate

TradingSessionId

public string TradingSessionId

value = executionReport.TradingSessionId

交易会话的识别符 。

TransactTime

public DateTime? TransactTime

value = executionReport.TransactTime