Class ExecutionReport

Отчет исполнения.

Inheritance
Object
ExecutionReport
Inherited Members
Namespace: StockSharp.Fix.Native
Assembly: StockSharp.Fix.Core.dll
Syntax
public class ExecutionReport

Constructors

ExecutionReport()

Declaration
public ExecutionReport()

Fields

Account

Declaration
public string Account
Field Value
Type Description
String

ClientId

Declaration
public string ClientId
Field Value
Type Description
String

ClOrdId

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

Declaration
public string ClOrdId
Field Value
Type Description
String

Commission

Commission.

Declaration
public Nullable<Decimal> Commission
Field Value
Type Description
Nullable<Decimal>

CommissionCurrency

Валюта комиссии. Может быть .

Declaration
public string CommissionCurrency
Field Value
Type Description
String

ExDestination

Declaration
public string ExDestination
Field Value
Type Description
String

ExecBroker

Declaration
public string ExecBroker
Field Value
Type Description
String

ExecId

Уникальные идентификатор, присвоенный sell-side (брокер, биржа, ECN).

Declaration
public string ExecId
Field Value
Type Description
String

ExecType

Describes the purpose of the execution report ExecType.

Declaration
public Nullable<char> ExecType
Field Value
Type Description
Nullable<Char>

ExpireDate

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

Declaration
public Nullable<DateTime> ExpireDate
Field Value
Type Description
Nullable<DateTime>

ExpireTime

Declaration
public Nullable<DateTime> ExpireTime
Field Value
Type Description
Nullable<DateTime>

LastLiquidityInd

Индикатор, показывающий, является ли сведение заявки результатом добавления ликвидности или убирание ликвидности через маркет-тейкера. Доступные значения: 1 = Добавление ликвидности 2 = Удаление ликвидности 3 = Вывод ликвидности.

Declaration
public Nullable<int> LastLiquidityInd
Field Value
Type Description
Nullable<Int32>

LastPx

Цена данного (последнего) исполнения.

Declaration
public Nullable<Decimal> LastPx
Field Value
Type Description
Nullable<Decimal>

LastQty

Количество (например, акций) купленных/проданных данным (последним) исполнением.

Declaration
public Nullable<Decimal> LastQty
Field Value
Type Description
Nullable<Decimal>

LeavesQty

Quantity open for further execution.

Declaration
public Nullable<Decimal> LeavesQty
Field Value
Type Description
Nullable<Decimal>

OrderId

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

Declaration
public string OrderId
Field Value
Type Description
String

OrderQty

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

Declaration
public Nullable<Decimal> OrderQty
Field Value
Type Description
Nullable<Decimal>

OrdStatus

Declaration
public Nullable<char> OrdStatus
Field Value
Type Description
Nullable<Char>

OrdStatusReqId

Указывается, если сообщение является ответом на OrderStatusRequest.

Declaration
public string OrdStatusReqId
Field Value
Type Description
String

OrdType

Тип заявки OrdType.

Declaration
public Nullable<char> OrdType
Field Value
Type Description
Nullable<Char>

OrigClOrdId

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

Declaration
public string OrigClOrdId
Field Value
Type Description
String

Parties

Declaration
public Party[] Parties
Field Value
Type Description
Party[]

PossDupFlag

PossDupFlag.

Declaration
public Nullable<bool> PossDupFlag
Field Value
Type Description
Nullable<Boolean>

Price

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

Declaration
public Nullable<Decimal> Price
Field Value
Type Description
Nullable<Decimal>

SecurityExchange

Market used to help identify a security.

Declaration
public string SecurityExchange
Field Value
Type Description
String

SecurityId

Security identifier value.

Declaration
public string SecurityId
Field Value
Type Description
String

SecurityIdSource

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

Declaration
public string SecurityIdSource
Field Value
Type Description
String

SendingTime

Declaration
public DateTime SendingTime
Field Value
Type Description
DateTime

Side

Сторона заявки Side.

Declaration
public Nullable<char> Side
Field Value
Type Description
Nullable<Char>

Symbol

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

Declaration
public string Symbol
Field Value
Type Description
String

Text

Строка в свободном формате.

Declaration
public string Text
Field Value
Type Description
String

TimeInForce

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

Declaration
public Nullable<char> TimeInForce
Field Value
Type Description
Nullable<Char>

TradeDate

Declaration
public Nullable<DateTime> TradeDate
Field Value
Type Description
Nullable<DateTime>

TradingSessionId

Идентификатор торговой сессии.

Declaration
public string TradingSessionId
Field Value
Type Description
String

TransactTime

Declaration
public Nullable<DateTime> TransactTime
Field Value
Type Description
Nullable<DateTime>

Properties

AggressorIndicator

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

Declaration
public Nullable<bool> AggressorIndicator { get; set; }
Property Value
Type Description
Nullable<Boolean>

AvgPx

Рассчитанная средняя цена всех исполнений в заявке.

Declaration
public Nullable<Decimal> AvgPx { get; set; }
Property Value
Type Description
Nullable<Decimal>

CashMargin

Определяет является ли заявка маржинальной или нет.

Declaration
public Nullable<char> CashMargin { get; set; }
Property Value
Type Description
Nullable<Char>

CumQty

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

Declaration
public Nullable<Decimal> CumQty { get; set; }
Property Value
Type Description
Nullable<Decimal>

DisplayQty

DisplayQty.

Declaration
public Nullable<Decimal> DisplayQty { get; set; }
Property Value
Type Description
Nullable<Decimal>

ExtendedOrderStatus

Расширенный статус заявки.

Declaration
public Nullable<long> ExtendedOrderStatus { get; set; }
Property Value
Type Description
Nullable<Int64>

ExtendedTradeStatus

Расширенный статус сделки.

Declaration
public Nullable<int> ExtendedTradeStatus { get; set; }
Property Value
Type Description
Nullable<Int32>

ExtraFields

Extra fields.

Declaration
public IDictionary<FixTags, object> ExtraFields { get; }
Property Value
Type Description
IDictionary<FixTags, Object>

LastCapacity

Емкость брокера в исполнении заявки.

Declaration
public Nullable<char> LastCapacity { get; set; }
Property Value
Type Description
Nullable<Char>

Leverage

Leverage.

Declaration
public Nullable<int> Leverage { get; set; }
Property Value
Type Description
Nullable<Int32>

ManualOrderIndicator

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

Declaration
public Nullable<bool> ManualOrderIndicator { get; set; }
Property Value
Type Description
Nullable<Boolean>

MassStatusReqId

Указывается, если сообщение является ответом на OrderMassStatusRequest.

Declaration
public string MassStatusReqId { get; set; }
Property Value
Type Description
String

MaxFloor

Максимально видимый объем на бирже.

Declaration
public Nullable<Decimal> MaxFloor { get; set; }
Property Value
Type Description
Nullable<Decimal>

MinQty

Минимальный объем заявки, который может быть исполнен.

Declaration
public Nullable<Decimal> MinQty { get; set; }
Property Value
Type Description
Nullable<Decimal>

MsgSeqNum

MsgSeqNum.

Declaration
public long MsgSeqNum { get; set; }
Property Value
Type Description
Int64

OrderCapacity

Определяет емкость фирмы, размещающая заявку.

Declaration
public Nullable<char> OrderCapacity { get; set; }
Property Value
Type Description
Nullable<Char>

OrderRestrictions

Ограничения, связанные с заявкой. Если к заявке применяется более одного ограничения, это поле может содержать несколько инструкций, разделенных пробелом.

Declaration
public string OrderRestrictions { get; set; }
Property Value
Type Description
String

OrigSendingTime

OrigSendingTime.

Declaration
public Nullable<DateTime> OrigSendingTime { get; set; }
Property Value
Type Description
Nullable<DateTime>

PositionEffect

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

Declaration
public Nullable<char> PositionEffect { get; set; }
Property Value
Type Description
Nullable<Char>

SecondaryOrderId

SecondaryOrderID.

Declaration
public string SecondaryOrderId { get; set; }
Property Value
Type Description
String

StopPx

Stop price.

Declaration
public Nullable<Decimal> StopPx { get; set; }
Property Value
Type Description
Nullable<Decimal>

StrategyTypeId

StrategyTypeId.

Declaration
public string StrategyTypeId { get; set; }
Property Value
Type Description
String

TrdRegTimestamp

Traded / Regulatory timestamp value.

Declaration
public Nullable<DateTime> TrdRegTimestamp { get; set; }
Property Value
Type Description
Nullable<DateTime>

TrdRegTimestampType

Traded / Regulatory timestamp type.

Declaration
public Nullable<TrdRegTimestampType> TrdRegTimestampType { get; set; }
Property Value
Type Description
Nullable<TrdRegTimestampType>

Yield

Yield.

Declaration
public Nullable<Decimal> Yield { get; set; }
Property Value
Type Description
Nullable<Decimal>

Extension Methods