OrderExecutedMsg Struct Reference

Indicates that the displayed portion of an order is fully or partially filled at its displayed price. More...

Public Member Functions
std::string	toString () const
	Returns string representation.

Static Public Member Functions
static const char *	name ()
	string name of the message

Public Attributes
UInt32	nanosecond
	Nanoseconds since last Time message.
OrderId	orderId
	Unique identifier of the order.
Quantity	executedQuantity
	Quantity executed.
UInt64	tradeMatchID
	Unique identifier of the trade.
UInt32	instrumentID
	Instrument Identifier.
Public Attributes inherited from Message
UInt8	length
	Message Length.
Byte	type
	Message Type.

Detailed Description

Indicates that the displayed portion of an order is fully or partially filled at its displayed price.

The executed quantity is included in the message.