IFill Interface

GF API Documentation
Order fill data.

Namespace:  GF.Api.Orders.Fills
Assembly:  GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201

public interface IFill : IComparable

The IFill type exposes the following members.


Public propertyComments
Broker comments
Public propertyCommission
Commission taken for this particular fill.
Public propertyContract
Contract of fill
Public propertyID
Fill ID
Public propertyIsActive
Checks whether fill was not cancelled
Public propertyOrder
Owning Order
Public propertyPrice
Fill price
Public propertyQuantity
Filled quantity
Public propertyTimestamp
Fill timestamp, UTC
Public propertyType
Type of fill

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 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.
See Also