Order fill data.
Namespace: GF.Api.Orders.Fills
Assembly: GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax
The IFill type exposes the following members.
Properties
Name | Description | |
---|---|---|
![]() | Comments |
Broker comments
|
![]() | Commission |
Commission taken for this particular fill.
|
![]() | Contract |
Contract of fill
|
![]() | ID |
Fill ID
|
![]() | IsActive |
Checks whether fill was not cancelled
|
![]() | Order |
Owning Order
|
![]() | Price |
Fill price
|
![]() | Quantity |
Filled quantity
|
![]() | Timestamp |
Fill timestamp, UTC
|
![]() | Type |
Type of fill
|
Remarks
However, fill could be cancelled by broker - in this situation IsActive flag is set to false, and this fill will not be taken in account in filled quantity and average filled price calculations.
Each fill causes the IPosition of order contract to change. Cancelled fills revert position to previous value.
Usually, fills are not changed after order gets Completed state.
See Also