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execution.Order.Filled Vs. execution.Order.Quantity

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    execution.Order.Filled Vs. execution.Order.Quantity

    Hi NT experts,

    The following is my interpretation of different order quantities. Please help to confirm their accuracy.

    a) execution.Order.Quantity - It is a fixed number, equal to submitted order quantity;
    b) execution.Order.Filled - It is a variable number.

    With a complete fill, it should be equal to execution.Order.Quantity. Otherwise, execution.Order.Filled < execution.Order.Quantity.

    Any comments are welcome.

    #2
    binwang2, your understanding is correct - please see this link here for an overview over the associated IOrder object properties - http://www.ninjatrader-support.com/H...V6/IOrder.html
    BertrandNinjaTrader Customer Service

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