IExecution

Definition
Represents a read only interface that exposes information regarding an execution (fill) resulting from an order and is passed as a parameter in the OnExecution() method.

* The "Price" property may return a value that is not aligned to the underlying instruments tick size. This can happen if the original order price was submitted not aligned to tick size or if the period in time being backtested contains split/dividend back adjusted data that is also not aligned to tick size. However, most if not all execution grid displays will display a rounded to tick size value. You can also use the method Round2TickSize().

Commission	A double value representing the commission of an execution
ExecutionId	A string value representing the exchange generated execution id
Instrument	An Instrument value representing the instrument of an order
MarketPosition	Possible values are: MarketPosition.Long MarketPosition.Short
Name	A string representing the name of an order which can be provided by the entry or exit signal name
Order	An IOrder value representing an order associated to the execution. Note: Not all executions will have associated IOrder objects (e.g.ExitOnClose executions)
Price	A double value representing the price of an execution
Quantity	An int value representing quantity of an execution
Time	A DateTime structure representing the time the execution occurred
Token	A string representing the unique id of an execution
ToString()	A string representation of an execution

// Example #1

// Finding the executions of a particular IOrder object

private IOrder entryOrder = null;

protected override void OnBarUpdate()
{
if (entryOrder == null && Close[0] > Open[0])
entryOrder = EnterLong();
}

protected override void OnExecution(IExecution execution)
{
if (entryOrder != null && entryOrder == execution.Order)
Print(execution.ToString());
}

// Example #2

// Generic execution logic not specific to a particular IOrder object

protected override void OnExecution(IExecution execution)
{

// Remember to check the underlying IOrder object for null before trying to access its properties
if (execution.Order != null && execution.Order.OrderState == OrderState.Filled)
Print(execution.ToString());
}