Order fill data.

For a list of all members of this type, see Fill Members.

System.Object
   MarshalByRefObject
      IDObject<Int32>
         IDObject
            OrderChild
               Fill

Remarks

When order is executed on exchange, it receives one or more fills. Fill contains Quantity and Price of execution. When amount of fills of an order is equal to order total quantity, order can considered as 'Filled'.
However, fill could be cancelled by broker - in this situation Active 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 Position of order contract to change. Cancelled fills revert position to previous value.

Usually, fills are not changed after order gets Completed state.

Requirements

Namespace: OEC.API

Assembly: API (in API.dll)

See Also

Fill Members | OEC.API Namespace | Fills

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