Order fill data.
Assembly: GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
public interface IFill : IComparable
Public Interface IFill Inherits IComparable
public interface class IFill : IComparable
Thetype exposes the following members.
Commission taken for this particular fill.
Contract of fill
Checks whether fill was not cancelled
Fill timestamp, UTC
Type of fill
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.