CQG API 4.0 - Revised
CQGFill Interface Members
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Glossary Item Box

Public Properties

Public Property Aggressive

Returns the aggressiveness for the fill's leg.

Public Property CommissionGets commission charged for a fill
Public Property CommissionCurrencyGets fill commission currency (ISO code of currency used to express commission)
Public Property Currency

Returns the fill's leg currency.

Public Property DisplayPrice

Returns the display price of the fill's leg.

Public Property ExchangeTradeDateGets exchange trade date
Public Property GWTradeId

Returns the Gateway trade identifier of the fill's leg.

Public Property GWTradesGets the collection of trades for the specified leg
Public Property GWTradesCountReturns GWTrades count for specified leg
Public Property Id

Returns the CQG Gateway fill identifier.

Public Property InstrumentName

Returns the instrument full name of the fill's leg.

Public Property LegCount

Returns the actual number of legs for the current fill.

Public Property Order

Returns the corresponding CQGOrder object.

Public Property Price

Returns the fill price for the leg.

Public Property Quantity

Returns the filled quantity of the leg.

Public Property QuantityFractionalGets a fill fractional quantity
Public Property RefFillId

Returns the identifier of the referenced fill.

Public Property ServerTimestamp

Timestamp of the last change (server time, converted to the configured time zone).
Each fill change forces this property to change its value.

Public Property Side

Returns the side of fill's leg.

Public Property StatementDateGets statement date for the fill
Public Property Status

Returns the status of the fill.

Public Property Timestamp

Returns the last response reception timestamp.

When a property is updated, CQG API records the information reception time in the Timestamp property (using local time).

Each fill change forces this property to change its value.

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