public event AccountOrderTradeLegEventHandler OrderTradeLegPublic Event OrderTradeLeg As AccountOrderTradeLegEventHandlerOccurs when a strategy order gets filled, either partially or completely. This event will be raised for each fill for each leg of the strategy. If the Exchange does not provide leg trade information for strategies then this event will not be called.
The OrderFill and OrderUpdate events are also called when an order receives a leg fill.
If an order gets filled while the API is disconnected from the server then you will NOT get an OrderFillLeg event. You will need to check the order details individually.