ExecutionMessage

StockSharp.Messages

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

ExecutionMessage
public ExecutionMessage()
executionMessage = ExecutionMessage()

初始化了 & ##ExecutionMessage+#的新实例.

属性

AveragePrice
public decimal? AveragePrice { get; set; }
value = executionMessage.AveragePrice
executionMessage.AveragePrice = value

平均执行价格。

Balance
public decimal? Balance { get; set; }
value = executionMessage.Balance
executionMessage.Balance = value

订单合同余额。

BrokerCode
public string BrokerCode { get; set; }
value = executionMessage.BrokerCode
executionMessage.BrokerCode = value

经纪人事务所代码.

BuildFrom
public DataType BuildFrom { get; set; }
value = executionMessage.BuildFrom
executionMessage.BuildFrom = value

哪些市场数据类型被用作源值.

ClientCode
public string ClientCode { get; set; }
value = executionMessage.ClientCode
executionMessage.ClientCode = value

经纪人指定的客户端代码 。

Comment
public string Comment { get; set; }
value = executionMessage.Comment
executionMessage.Comment = value

已放置订单注释.

Commission
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。

CommissionCurrency
public string CommissionCurrency { get; set; }
value = executionMessage.CommissionCurrency
executionMessage.CommissionCurrency = value

佣金,可以

Condition
public OrderCondition Condition { get; set; }
value = executionMessage.Condition
executionMessage.Condition = value

订单条件(e.g., stop-和algo-订单参数).

Currency
public CurrencyTypes? Currency { get; set; }
value = executionMessage.Currency
executionMessage.Currency = value

交易金融票据货币.

DataType
public override DataType DataType { get; }
value = executionMessage.DataType

市场数据的类型,由给定存储操作.

DataTypeEx
public DataType DataTypeEx { get; set; }
value = executionMessage.DataTypeEx
executionMessage.DataTypeEx = value
DepoName
public string DepoName { get; set; }
value = executionMessage.DepoName
executionMessage.DepoName = value

实物金融工具的存放地。

Error
public Exception Error { get; set; }
value = executionMessage.Error
executionMessage.Error = value

数据处理出错 。

ExpiryDate
public DateTime? ExpiryDate { get; set; }
value = executionMessage.ExpiryDate
executionMessage.ExpiryDate = value

命令过期时间。 默认是 , 即 (GTC) 。

HasOrderInfo
public bool HasOrderInfo { get; set; }
value = executionMessage.HasOrderInfo
executionMessage.HasOrderInfo = value

信件中是否包含顺序信息 。

HasTradeInfo
public bool HasTradeInfo { get; }
value = executionMessage.HasTradeInfo

信息中是否包含贸易信息 。

Initiator
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。

IsCancellation
public bool IsCancellation { get; set; }
value = executionMessage.IsCancellation
executionMessage.IsCancellation = value

行动是取消命令

IsManual
public bool? IsManual { get; set; }
value = executionMessage.IsManual
executionMessage.IsManual = value

是命令手册

IsMarketMaker
public bool? IsMarketMaker { get; set; }
value = executionMessage.IsMarketMaker
executionMessage.IsMarketMaker = value

市场制造者的秩序

IsSystem
public bool? IsSystem { get; set; }
value = executionMessage.IsSystem
executionMessage.IsSystem = value

是一种系统交易。

IsUpTick
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 。

Latency
public TimeSpan? Latency { get; set; }
value = executionMessage.Latency
executionMessage.Latency = value

网络延迟。 DataType 设定到交易时使用 。

Leverage
public int? Leverage { get; set; }
value = executionMessage.Leverage
executionMessage.Leverage = value

边缘杠杆。

MarginMode
public MarginModes? MarginMode { get; set; }
value = executionMessage.MarginMode
executionMessage.MarginMode = value

边际模式 。

MarketPrice
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)。

MinVolume
public decimal? MinVolume { get; set; }
value = executionMessage.MinVolume
executionMessage.MinVolume = value

执行命令的最低数量。

OpenInterest
public decimal? OpenInterest { get; set; }
value = executionMessage.OpenInterest
executionMessage.OpenInterest = value

开放位置数( 开放兴趣 ).

OrderBoardId
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。

OrderBuyId
public long? OrderBuyId { get; set; }
value = executionMessage.OrderBuyId
executionMessage.OrderBuyId = value

订单 id (购买).

OrderId
public long? OrderId { get; set; }
value = executionMessage.OrderId
executionMessage.OrderId = value

点出身份证

OrderPrice
public decimal OrderPrice { get; set; }
value = executionMessage.OrderPrice
executionMessage.OrderPrice = value

订价.

OrderSellId
public long? OrderSellId { get; set; }
value = executionMessage.OrderSellId
executionMessage.OrderSellId = value

订单id (销售).

OrderState
public OrderStates? OrderState { get; set; }
value = executionMessage.OrderState
executionMessage.OrderState = value

令发相相.

OrderStatus
public long? OrderStatus { get; set; }
value = executionMessage.OrderStatus
executionMessage.OrderStatus = value

系统命令状态 。

OrderStringId
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).

OrderType
public OrderTypes? OrderType { get; set; }
value = executionMessage.OrderType
executionMessage.OrderType = value

秩序类型。

OrderVolume
public decimal? OrderVolume { get; set; }
value = executionMessage.OrderVolume
executionMessage.OrderVolume = value

合同数量按顺序排列。

OriginSide
public Sides? OriginSide { get; set; }
value = executionMessage.OriginSide
executionMessage.OriginSide = value

交易发起人(卖方或买方)。

PnL
public decimal? PnL { get; set; }
value = executionMessage.PnL
executionMessage.PnL = value

利润,通过贸易实现的.

PortfolioName
public string PortfolioName { get; set; }
value = executionMessage.PortfolioName
executionMessage.PortfolioName = value

组合名.

Position
public decimal? Position { get; set; }
value = executionMessage.Position
executionMessage.Position = value

由订单或交易产生的位置.

PositionEffect
public OrderPositionEffects? PositionEffect { get; set; }
value = executionMessage.PositionEffect
executionMessage.PositionEffect = value

位置效应.

PostOnly
public bool? PostOnly { get; set; }
value = executionMessage.PostOnly
executionMessage.PostOnly = value

后一一一序. 师曰.

SecurityId
public SecurityId SecurityId { get; set; }
value = executionMessage.SecurityId
executionMessage.SecurityId = value

SecurityId

SeqNum
public long SeqNum { get; set; }
value = executionMessage.SeqNum
executionMessage.SeqNum = value

序号.

ServerTime
public DateTime ServerTime { get; set; }
value = executionMessage.ServerTime
executionMessage.ServerTime = value

服务器时间 。

Side
public Sides Side { get; set; }
value = executionMessage.Side
executionMessage.Side = value

订购方(买卖)。

Slippage
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 。

StrategyId
public string StrategyId { get; set; }
value = executionMessage.StrategyId
executionMessage.StrategyId = value

战略识别符。

SystemComment
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).

TimeInForce
public TimeInForce? TimeInForce { get; set; }
value = executionMessage.TimeInForce
executionMessage.TimeInForce = value

限制命令执行条件 。

TradeId
public long? TradeId { get; set; }
value = executionMessage.TradeId
executionMessage.TradeId = value

贸易身份证。

TradePrice
public decimal? TradePrice { get; set; }
value = executionMessage.TradePrice
executionMessage.TradePrice = value

贸易价格。

TradeStatus
public long? TradeStatus { get; set; }
value = executionMessage.TradeStatus
executionMessage.TradeStatus = value

系统贸易状况.

TradeStringId
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).

TradeVolume
public decimal? TradeVolume { get; set; }
value = executionMessage.TradeVolume
executionMessage.TradeVolume = value

行业合同数量。

TransactionId
public long TransactionId { get; set; }
value = executionMessage.TransactionId
executionMessage.TransactionId = value

请求识别符。

UserOrderId
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 。

VisibleVolume
public decimal? VisibleVolume { get; set; }
value = executionMessage.VisibleVolume
executionMessage.VisibleVolume = value

合同数量明显有序。

Yield
public decimal? Yield { get; set; }
value = executionMessage.Yield
executionMessage.Yield = value

义德.

方法

CopyTo
public override void CopyTo(ExecutionMessage destination)
executionMessage.CopyTo(destination)
ToString
public override string ToString()
result = executionMessage.ToString()

转换为行代表.

返回值: 弦乐表演.