ExecutionMessage
消息中包含执行信息.
继承自: BaseSubscriptionIdMessage<ExecutionMessage>
实现: ITransactionIdMessage, IServerTimeMessage, ISecurityIdMessage, ISeqNumMessage, IPortfolioNameMessage, IClientCodeMessage, IBrokerCodeMessage, IErrorMessage, IStrategyIdMessage, IGeneratedMessage, IOrderMessage, ILocalTimeMessage, IComplexIdMessage, ICurrencyMessage, ISystemMessage, ITickTradeMessage, IOrderLogMessage
构造函数
public ExecutionMessage()
executionMessage = ExecutionMessage()
初始化了 & ##ExecutionMessage+#的新实例.
属性
public decimal? AveragePrice { get; set; }
value = executionMessage.AveragePrice
executionMessage.AveragePrice = value
平均执行价格。
public decimal? Balance { get; set; }
value = executionMessage.Balance
executionMessage.Balance = value
订单合同余额。
public string BrokerCode { get; set; }
value = executionMessage.BrokerCode
executionMessage.BrokerCode = value
经纪人事务所代码.
public DataType BuildFrom { get; set; }
value = executionMessage.BuildFrom
executionMessage.BuildFrom = value
哪些市场数据类型被用作源值.
public string ClientCode { get; set; }
value = executionMessage.ClientCode
executionMessage.ClientCode = value
经纪人指定的客户端代码 。
public string Comment { get; set; }
value = executionMessage.Comment
executionMessage.Comment = value
已放置订单注释.
public decimal? Commission { get; set; }
value = executionMessage.Commission
executionMessage.Commission = value
佣金(经纪人、交换等),DataType用于交易时使用。
public string CommissionCurrency { get; set; }
value = executionMessage.CommissionCurrency
executionMessage.CommissionCurrency = value
佣金,可以
public OrderCondition Condition { get; set; }
value = executionMessage.Condition
executionMessage.Condition = value
订单条件(e.g., stop-和algo-订单参数).
public CurrencyTypes? Currency { get; set; }
value = executionMessage.Currency
executionMessage.Currency = value
交易金融票据货币.
public override DataType DataType { get; }
value = executionMessage.DataType
市场数据的类型,由给定存储操作.
public DataType DataTypeEx { get; set; }
value = executionMessage.DataTypeEx
executionMessage.DataTypeEx = value
public string DepoName { get; set; }
value = executionMessage.DepoName
executionMessage.DepoName = value
实物金融工具的存放地。
public Exception Error { get; set; }
value = executionMessage.Error
executionMessage.Error = value
数据处理出错 。
public DateTime? ExpiryDate { get; set; }
value = executionMessage.ExpiryDate
executionMessage.ExpiryDate = value
命令过期时间。 默认是 , 即 (GTC) 。
public bool HasOrderInfo { get; set; }
value = executionMessage.HasOrderInfo
executionMessage.HasOrderInfo = value
信件中是否包含顺序信息 。
public bool? Initiator { get; set; }
value = executionMessage.Initiator
executionMessage.Initiator = value
用来确定订单发起者是否是行业中的侵略者。
public bool IsCancellation { get; set; }
value = executionMessage.IsCancellation
executionMessage.IsCancellation = value
行动是取消命令
public bool? IsManual { get; set; }
value = executionMessage.IsManual
executionMessage.IsManual = value
是命令手册
public bool? IsMarketMaker { get; set; }
value = executionMessage.IsMarketMaker
executionMessage.IsMarketMaker = value
市场制造者的秩序
public bool? IsSystem { get; set; }
value = executionMessage.IsSystem
executionMessage.IsSystem = value
是一种系统交易。
public bool? IsUpTick { get; set; }
value = executionMessage.IsUpTick
executionMessage.IsUpTick = value
价格在上升或下降。 仅使用 DataType 来表示 Ticks 。
public TimeSpan? Latency { get; set; }
value = executionMessage.Latency
executionMessage.Latency = value
网络延迟。 DataType 设定到交易时使用 。
public int? Leverage { get; set; }
value = executionMessage.Leverage
executionMessage.Leverage = value
边缘杠杆。
public MarginModes? MarginMode { get; set; }
value = executionMessage.MarginMode
executionMessage.MarginMode = value
边际模式 。
public decimal? MarketPrice { get; set; }
value = executionMessage.MarketPrice
executionMessage.MarketPrice = value
订单登记时的市场价格(最佳对面价格)。
public decimal? MinVolume { get; set; }
value = executionMessage.MinVolume
executionMessage.MinVolume = value
执行命令的最低数量。
public decimal? OpenInterest { get; set; }
value = executionMessage.OpenInterest
executionMessage.OpenInterest = value
开放位置数( 开放兴趣 ).
public string OrderBoardId { get; set; }
value = executionMessage.OrderBoardId
executionMessage.OrderBoardId = value
董事会指令 id. 用于 \\\ OrderId\\和\\ OrderStringId\\ 是一个经纪系统 IDs。
public long? OrderBuyId { get; set; }
value = executionMessage.OrderBuyId
executionMessage.OrderBuyId = value
订单 id (购买).
public long? OrderId { get; set; }
value = executionMessage.OrderId
executionMessage.OrderId = value
点出身份证
public decimal OrderPrice { get; set; }
value = executionMessage.OrderPrice
executionMessage.OrderPrice = value
订价.
public long? OrderSellId { get; set; }
value = executionMessage.OrderSellId
executionMessage.OrderSellId = value
订单id (销售).
public OrderStates? OrderState { get; set; }
value = executionMessage.OrderState
executionMessage.OrderState = value
令发相相.
public long? OrderStatus { get; set; }
value = executionMessage.OrderStatus
executionMessage.OrderStatus = value
系统命令状态 。
public string OrderStringId { get; set; }
value = executionMessage.OrderStringId
executionMessage.OrderStringId = value
命令ID(作为字符串,如果电子板不使用数字命令ID代表).
public OrderTypes? OrderType { get; set; }
value = executionMessage.OrderType
executionMessage.OrderType = value
秩序类型。
public decimal? OrderVolume { get; set; }
value = executionMessage.OrderVolume
executionMessage.OrderVolume = value
合同数量按顺序排列。
public Sides? OriginSide { get; set; }
value = executionMessage.OriginSide
executionMessage.OriginSide = value
交易发起人(卖方或买方)。
public decimal? PnL { get; set; }
value = executionMessage.PnL
executionMessage.PnL = value
利润,通过贸易实现的.
public string PortfolioName { get; set; }
value = executionMessage.PortfolioName
executionMessage.PortfolioName = value
组合名.
public decimal? Position { get; set; }
value = executionMessage.Position
executionMessage.Position = value
由订单或交易产生的位置.
public OrderPositionEffects? PositionEffect { get; set; }
value = executionMessage.PositionEffect
executionMessage.PositionEffect = value
位置效应.
public bool? PostOnly { get; set; }
value = executionMessage.PostOnly
executionMessage.PostOnly = value
后一一一序. 师曰.
public SecurityId SecurityId { get; set; }
value = executionMessage.SecurityId
executionMessage.SecurityId = value
SecurityId
public long SeqNum { get; set; }
value = executionMessage.SeqNum
executionMessage.SeqNum = value
序号.
public DateTime ServerTime { get; set; }
value = executionMessage.ServerTime
executionMessage.ServerTime = value
服务器时间 。
public Sides Side { get; set; }
value = executionMessage.Side
executionMessage.Side = value
订购方(买卖)。
public decimal? Slippage { get; set; }
value = executionMessage.Slippage
executionMessage.Slippage = value
交易价格的滑行。 DataType 设定为交易时使用 。
public string StrategyId { get; set; }
value = executionMessage.StrategyId
executionMessage.StrategyId = value
战略识别符。
public string SystemComment { get; set; }
value = executionMessage.SystemComment
executionMessage.SystemComment = value
命令信件(注册,变更或取消时由交易系统创建).
public TimeInForce? TimeInForce { get; set; }
value = executionMessage.TimeInForce
executionMessage.TimeInForce = value
限制命令执行条件 。
public long? TradeId { get; set; }
value = executionMessage.TradeId
executionMessage.TradeId = value
贸易身份证。
public decimal? TradePrice { get; set; }
value = executionMessage.TradePrice
executionMessage.TradePrice = value
贸易价格。
public long? TradeStatus { get; set; }
value = executionMessage.TradeStatus
executionMessage.TradeStatus = value
系统贸易状况.
public string TradeStringId { get; set; }
value = executionMessage.TradeStringId
executionMessage.TradeStringId = value
交易ID(作为字符串,如果电子板不使用数字顺序ID代表).
public decimal? TradeVolume { get; set; }
value = executionMessage.TradeVolume
executionMessage.TradeVolume = value
行业合同数量。
public long TransactionId { get; set; }
value = executionMessage.TransactionId
executionMessage.TransactionId = value
请求识别符。
public string UserOrderId { get; set; }
value = executionMessage.UserOrderId
executionMessage.UserOrderId = value
用户命令 ID。 当 DataType 设定为交易时使用 。
public decimal? VisibleVolume { get; set; }
value = executionMessage.VisibleVolume
executionMessage.VisibleVolume = value
合同数量明显有序。
public decimal? Yield { get; set; }
value = executionMessage.Yield
executionMessage.Yield = value
义德.
方法
public override void CopyTo(ExecutionMessage destination)
executionMessage.CopyTo(destination)