If you're looking to capture execution price for a specific order, please see my post # 8, and refer to SampleOnOrderUpdate for the additional structure that's needed to access properties at the execution level. All your order objects must be declared and managed properly.
If you want a simpler implementation that does not require IOrder structure, then you can use Position.AvgPrice. You can use it anywhere you like in code, but it will return a zero when you are flat.
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