ExecutionMessage

StockSharp.Messages

The message contains information about the execution.

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

ExecutionMessage()

Initializes a new instance of the ExecutionMessage.

属性

AveragePrice : decimal?

Average execution price.

Balance : decimal?

Order contracts balance.

BrokerCode : string

Broker firm code.

BuildFrom : DataType

Which market-data type is used as a source value.

ClientCode : string

Client code assigned by the broker.

Comment : string

Placed order comment.

Commission : decimal?

Commission (broker, exchange etc.). Uses when DataType set to Transactions.

CommissionCurrency : string

Commission currency. Can be .

Condition : OrderCondition

Order condition (e.g., stop- and algo- orders parameters).

Currency : CurrencyTypes?

Trading security currency.

DataType : DataType

The type of market-data, operated by given storage.

DepoName : string

The depositary where the physical security.

Error : Exception

Data process error.

ExpiryDate : DateTime?

Order expiry time. The default is , which mean (GTC).

HasOrderInfo : bool

Is the message contains order info.

HasTradeInfo : bool

Is the message contains trade info.

Initiator : bool?

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

IsCancellation : bool

Is the action an order cancellation.

IsManual : bool?

Is order manual.

IsMarketMaker : bool?

Is the order of market-maker.

IsSystem : bool?

Is a system trade.

IsUpTick : bool?

Is tick uptrend or downtrend in price. Uses only DataType for Ticks.

Latency : TimeSpan?

Network latency. Uses when DataType set to Transactions.

Leverage : int?

Margin leverage.

MarginMode : MarginModes?

Margin mode.

MarketPrice : decimal?

Market price at the moment of order registration (best opposite-side price).

MinVolume : decimal?

Minimum quantity of an order to be executed.

OpenInterest : decimal?

Number of open positions (open interest).

OrderBoardId : string

Board order id. Uses in case of OrderId and OrderStringId is a brokerage system ids.

OrderBuyId : long?

Order id (buy).

OrderId : long?

Order ID.

OrderPrice : decimal

Order price.

OrderSellId : long?

Order id (sell).

OrderState : OrderStates?

Order state.

OrderStatus : long?

System order status.

OrderStringId : string

Order ID (as string, if electronic board does not use numeric order ID representation).

OrderType : OrderTypes?

Order type.

OrderVolume : decimal?

Number of contracts in the order.

OriginSide : Sides?

Deal initiator (seller or buyer).

PnL : decimal?

The profit, realized by trade.

PortfolioName : string

Portfolio name.

Position : decimal?

The position, generated by order or trade.

PostOnly : bool?

Post-only order.

SecurityId : SecurityId

SecurityId

SeqNum : long

Sequence number.

ServerTime : DateTime

Server time.

Side : Sides

Order side (buy or sell).

Slippage : decimal?

Slippage in trade price. Uses when DataType set to Transactions.

StrategyId : string

Strategy identifier.

SystemComment : string

Message for order (created by the trading system when registered, changed or cancelled).

TimeInForce : TimeInForce?

Limit order execution condition.

TradeId : long?

Trade ID.

TradePrice : decimal?

Trade price.

TradeStatus : long?

System trade status.

TradeStringId : string

Trade ID (as string, if electronic board does not use numeric order ID representation).

TradeVolume : decimal?

Number of contracts in the trade.

TransactionId : long

Request identifier.

UserOrderId : string

User order id. Uses when DataType set to Transactions.

VisibleVolume : decimal?

Visible quantity of contracts in order.

Yield : decimal?

Yield.

方法

ToString() : string

Преобразовать к строковому представлению.

返回值: Строковое представление.