60 lines
1.0 KiB
C
60 lines
1.0 KiB
C
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/* Copyright (C) 2013 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
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* and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
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#pragma once
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#ifndef execution_def
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#define execution_def
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struct Execution
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{
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Execution()
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{
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shares = 0;
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price = 0;
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permId = 0;
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clientId = 0;
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orderId = 0;
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cumQty = 0;
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avgPrice = 0;
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evMultiplier = 0;
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}
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std::string execId;
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std::string time;
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std::string acctNumber;
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std::string exchange;
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std::string side;
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double shares;
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double price;
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int permId;
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long clientId;
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long orderId;
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int liquidation;
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int cumQty;
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double avgPrice;
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std::string orderRef;
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std::string evRule;
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double evMultiplier;
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std::string modelCode;
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};
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struct ExecutionFilter
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{
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ExecutionFilter()
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: m_clientId(0)
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{
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}
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// Filter fields
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long m_clientId;
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std::string m_acctCode;
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std::string m_time;
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std::string m_symbol;
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std::string m_secType;
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std::string m_exchange;
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std::string m_side;
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};
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#endif // execution_def
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