com.apama.oms
Event OrderTrade


Updates to the quantity executed only.

If the support monitor is unable to provide prices at the same time as execution information, then it should route one of these before the OrderUpdate. This will allow any clients to act on the execution information in a timely manner. Note that this feed should have the property that for a given orderId, the sum of lastShares over all the OrderTrade events should equal qtyExecuted.
Member summary
 stringorderId

As given in NewOrder.
 stringsymbol

As given in NewOrder, unless the market has modified it.
 stringside

Side active in the market.
 integerqtyExecuted

The total quantity executed.
 integerlastShares

The last number of shares traded.
 booleanfinished

Whether this is the last OrderTrade for this order.
 dictionary<string, string>extraParams

Extra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "DealCounterpartyId", etc. Identifier should be shortened to "Id" not "ID".
 
Member detail

extraParams

dictionary<string, string> extraParams
Extra parameters that do not map into any of the above. Convention is that keys are in TitleCase. e.g. "DealCounterpartyId", etc. Identifier should be shortened to "Id" not "ID".

finished

boolean finished
Whether this is the last OrderTrade for this order.

lastShares

integer lastShares
The last number of shares traded.

orderId

string orderId
As given in NewOrder.

qtyExecuted

integer qtyExecuted
The total quantity executed.

side

string side
Side active in the market.

symbol

string symbol
As given in NewOrder, unless the market has modified it.