Class ExecutionReport
Inheritance
ExecutionReport
Assembly: StockSharp.Fix.Core.dll
Syntax
public class ExecutionReport
Constructors
ExecutionReport()
Declaration
Fields
Account
Declaration
Field Value
ClientId
Declaration
Field Value
ClOrdId
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).
Declaration
Field Value
Commission
Declaration
public Nullable<Decimal> Commission
Field Value
CommissionCurrency
Валюта комиссии. Может быть .
Declaration
public string CommissionCurrency
Field Value
ExDestination
Declaration
public string ExDestination
Field Value
ExecBroker
Declaration
Field Value
ExecId
Уникальные идентификатор, присвоенный sell-side (брокер, биржа, ECN).
Declaration
Field Value
ExecType
Describes the purpose of the execution report ExecType.
Declaration
public Nullable<char> ExecType
Field Value
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
ExpireTime
Declaration
public Nullable<DateTime> ExpireTime
Field Value
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
LastPx
Цена данного (последнего) исполнения.
Declaration
public Nullable<Decimal> LastPx
Field Value
LastQty
Количество (например, акций) купленных/проданных данным (последним) исполнением.
Declaration
public Nullable<Decimal> LastQty
Field Value
LeavesQty
Quantity open for further execution.
Declaration
public Nullable<Decimal> LeavesQty
Field Value
OrderId
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN).
Declaration
Field Value
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
OrdStatus
Declaration
public Nullable<char> OrdStatus
Field Value
OrdStatusReqId
Declaration
public string OrdStatusReqId
Field Value
OrdType
Declaration
public Nullable<char> OrdType
Field Value
OrigClOrdId
Used to identify the previous order in cancel and cancel/replace requests.
Declaration
public string OrigClOrdId
Field Value
Parties
Declaration
Field Value
PossDupFlag
Declaration
public Nullable<bool> PossDupFlag
Field Value
Price
Price per unit of quantity (e.g. per share).
Declaration
public Nullable<Decimal> Price
Field Value
SecurityExchange
Market used to help identify a security.
Declaration
public string SecurityExchange
Field Value
SecurityId
Security identifier value.
Declaration
Field Value
SecurityIdSource
Declaration
public string SecurityIdSource
Field Value
SendingTime
Declaration
public DateTime SendingTime
Field Value
Side
Declaration
public Nullable<char> Side
Field Value
Symbol
Ticker symbol. Common, "human understood" representation of the security.
Declaration
Field Value
Text
Строка в свободном формате.
Declaration
Field Value
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
TradeDate
Declaration
public Nullable<DateTime> TradeDate
Field Value
TradingSessionId
Идентификатор торговой сессии.
Declaration
public string TradingSessionId
Field Value
TransactTime
Declaration
public Nullable<DateTime> TransactTime
Field Value
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
AvgPx
Рассчитанная средняя цена всех исполнений в заявке.
Declaration
public Nullable<Decimal> AvgPx { get; set; }
Property Value
CashMargin
Определяет является ли заявка маржинальной или нет.
Declaration
public Nullable<char> CashMargin { get; set; }
Property Value
CumQty
Total quantity (e.g. number of shares) filled.
Declaration
public Nullable<Decimal> CumQty { get; set; }
Property Value
DisplayQty
Declaration
public Nullable<Decimal> DisplayQty { get; set; }
Property Value
ExtendedOrderStatus
Расширенный статус заявки.
Declaration
public Nullable<long> ExtendedOrderStatus { get; set; }
Property Value
ExtendedTradeStatus
Расширенный статус сделки.
Declaration
public Nullable<int> ExtendedTradeStatus { get; set; }
Property Value
Declaration
public IDictionary<FixTags, object> ExtraFields { get; }
Property Value
LastCapacity
Емкость брокера в исполнении заявки.
Declaration
public Nullable<char> LastCapacity { get; set; }
Property Value
Leverage
Declaration
public Nullable<int> Leverage { get; set; }
Property Value
ManualOrderIndicator
Indicates if the order was initially received manually (as opposed to electronically).
Declaration
public Nullable<bool> ManualOrderIndicator { get; set; }
Property Value
MassStatusReqId
Declaration
public string MassStatusReqId { get; set; }
Property Value
MaxFloor
Максимально видимый объем на бирже.
Declaration
public Nullable<Decimal> MaxFloor { get; set; }
Property Value
MinQty
Минимальный объем заявки, который может быть исполнен.
Declaration
public Nullable<Decimal> MinQty { get; set; }
Property Value
MsgSeqNum
Declaration
public long MsgSeqNum { get; set; }
Property Value
OrderCapacity
Определяет емкость фирмы, размещающая заявку.
Declaration
public Nullable<char> OrderCapacity { get; set; }
Property Value
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
OrigSendingTime
Declaration
public Nullable<DateTime> OrigSendingTime { get; set; }
Property Value
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
SecondaryOrderId
Declaration
public string SecondaryOrderId { get; set; }
Property Value
StopPx
Declaration
public Nullable<Decimal> StopPx { get; set; }
Property Value
StrategyTypeId
Declaration
public string StrategyTypeId { get; set; }
Property Value
TrdRegTimestamp
Traded / Regulatory timestamp value.
Declaration
public Nullable<DateTime> TrdRegTimestamp { get; set; }
Property Value
TrdRegTimestampType
Traded / Regulatory timestamp type.
Declaration
public Nullable<TrdRegTimestampType> TrdRegTimestampType { get; set; }
Property Value
Yield
Declaration
public Nullable<Decimal> Yield { get; set; }
Property Value
Extension Methods