Beispiel #1
0
 /// <summary>
 /// Full Constructor
 /// </summary>
 /// <param name="orderId">The order id.</param>
 /// <param name="clientId">TWS orders have a fixed client id of "0."</param>
 /// <param name="executionId">Unique order execution id.</param>
 /// <param name="time">The order execution time.</param>
 /// <param name="accountNumber">The customer account number.</param>
 /// <param name="exchange">Exchange that executed the order.</param>
 /// <param name="side">Specifies if the transaction was a sale or a purchase.</param>
 /// <param name="shares">The number of shares filled.</param>
 /// <param name="price">The order execution price.</param>
 /// <param name="permId">The TWS id used to identify orders, remains the same over TWS sessions.</param>
 /// <param name="liquidation">Identifies the position as one to be liquidated last should the need arise.</param>
 public Execution(int orderId, int clientId, String executionId, String time, String accountNumber,
                  String exchange, ExecutionSide side, int shares, double price, int permId, int liquidation,
                  int cumQuantity, decimal avgPrice)
 {
     this.orderId       = orderId;
     this.clientId      = clientId;
     this.executionId   = executionId;
     this.time          = time;
     this.accountNumber = accountNumber;
     this.exchange      = exchange;
     this.side          = side;
     this.shares        = shares;
     this.price         = price;
     this.permId        = permId;
     this.liquidation   = liquidation;
     this.cumQuantity   = cumQuantity;
     this.avgPrice      = avgPrice;
 }
Beispiel #2
0
 /// <summary>
 /// Full Constructor
 /// </summary>
 /// <param name="orderId">The order id.</param>
 /// <param name="clientId">TWS orders have a fixed client id of "0."</param>
 /// <param name="executionId">Unique order execution id.</param>
 /// <param name="time">The order execution time.</param>
 /// <param name="accountNumber">The customer account number.</param>
 /// <param name="exchange">Exchange that executed the order.</param>
 /// <param name="side">Specifies if the transaction was a sale or a purchase.</param>
 /// <param name="shares">The number of shares filled.</param>
 /// <param name="price">The order execution price.</param>
 /// <param name="permId">The TWS id used to identify orders, remains the same over TWS sessions.</param>
 /// <param name="liquidation">Identifies the position as one to be liquidated last should the need arise.</param>
 /// <param name="cumQuantity">Cumulative quantity. Used in regular trades, combo trades and legs of the combo.</param>
 /// <param name="avgPrice">Average price. Used in regular trades, combo trades and legs of the combo.</param>
 /// <param name="orderRef">Order Reference</param>
 public Execution(int orderId, int clientId, String executionId, String time, String accountNumber,
     String exchange, ExecutionSide side, int shares, double price, int permId, int liquidation,
     int cumQuantity, decimal avgPrice, string orderRef)
 {
     this.orderId = orderId;
     this.clientId = clientId;
     this.executionId = executionId;
     this.time = time;
     this.accountNumber = accountNumber;
     this.exchange = exchange;
     this.side = side;
     this.shares = shares;
     this.price = price;
     this.permId = permId;
     this.liquidation = liquidation;
     this.cumQuantity = cumQuantity;
     this.avgPrice = avgPrice;
     this.orderRef = orderRef;
 }
 public RemoteFunction(ExecutionSide executionSide, ExecutionReliability executionReliability)
 {
     ExecutionSide        = executionSide;
     ExecutionReliability = executionReliability;
 }