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Execution Class Reference

Class describing an order's execution. More...

Public Member Functions

 Execution (int orderId, int clientId, String execId, String time, String acctNumber, String exchange, String side, double shares, double price, int permId, int liquidation, double cumQty, double avgPrice, String orderRef, String evRule, double evMultiplier, String modelCode, Liquidity lastLiquidity)
 
override bool Equals (Object p_other)
 

Properties

int OrderId [get, set]
 The API client's order Id. May not be unique to an account.
 
int ClientId [get, set]
 The API client identifier which placed the order which originated this execution.
 
string ExecId [get, set]
 The execution's unique identifier. Each partial fill has a separate ExecId.
 
string Time [get, set]
 The execution's server time.
 
string AcctNumber [get, set]
 The account to which the order was allocated.
 
string Exchange [get, set]
 The exchange where the execution took place.
 
string Side [get, set]
 Specifies if the transaction was buy or sale BOT for bought, SLD for sold.
 
double Shares [get, set]
 The number of shares filled.
 
double Price [get, set]
 The order's execution price excluding commissions.
 
int PermId [get, set]
 The TWS order identifier. The PermId can be 0 for trades originating outside IB.
 
int Liquidation [get, set]
 Identifies whether an execution occurred because of an IB-initiated liquidation.
 
double CumQty [get, set]
 Cumulative quantity. Used in regular trades, combo trades and legs of the combo.
 
double AvgPrice [get, set]
 Average price. Used in regular trades, combo trades and legs of the combo. Does not include commissions.
 
string OrderRef [get, set]
 The OrderRef is a user-customizable string that can be set from the API or TWS and will be associated with an order for its lifetime.
 
string EvRule [get, set]
 The Economic Value Rule name and the respective optional argument. The two values should be separated by a colon. For example, aussieBond:YearsToExpiration=3. When the optional argument is not present, the first value will be followed by a colon.
 
double EvMultiplier [get, set]
 Tells you approximately how much the market value of a contract would change if the price were to change by 1. It cannot be used to get market value by multiplying the price by the approximate multiplier.
 
string ModelCode [get, set]
 model code
 
Liquidity LastLiquidity [get, set]
 The liquidity type of the execution. Requires TWS 968+ and API v973.05+. Python API specifically requires API v973.06+.
 

Detailed Description

Class describing an order's execution.

See Also
ExecutionFilter, CommissionReport