TradeLeg Class

Trade leg Fill class.

Definition

Namespace: T4.API
Assembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)

C#

public class TradeLeg

VB

Public Class TradeLeg

Inheritance: Object TradeLeg

Remarks

Contains the details of a single leg fill for the order.
To determine if the leg is a buy or sell then you need to use both the order BuySell property and the volume from the market leg definition. e.g. if TradeLeg.Leg.Volume * CInt(Order.BuySell) > 0 then 'Buying' else 'Selling'

Properties

BuySell	Whether this leg was a buy or sell.
ContraBroker	The broker that this leg fill was with.
ContraTrader	The trader that this leg fill was with.
ExchangeTime	The exchange time that the leg fill occurred at.
ExchangeTradeID	The exchange supplied leg fill identifier.
LegIndex	The index of the market leg in this strategy.
Price	The decimal price of the leg fill.
ResidualVolume	The remaining working volume of the order at the time of this fill.
Time	The server time that the leg fill occurred.
TradeDate	The trade date that this trade occurred on.
TradeID	Unique id for this fill.
Volume	The volume of the leg fill.

Methods

Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
Finalize	Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object)
GetHashCode	Serves as the default hash function. (Inherited from Object)
GetType	Gets the Type of the current instance. (Inherited from Object)
MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object)
ToString	Returns the leg fill details in a readable string format of Volume@DisplayPrice (Overrides ObjectToString)

Fields

Index	The index of this trade within the order.
Leg	The details of the market for this leg fill.
Order	The underlying order this trade belongs to.