OrderDeals
OrderDeals shows the individual deals for an order leg, including the deal size, fill price and execution status. It is linked to Order Legs. The component has the following attributes:
| attributes | description |
|---|---|
| Order Fill Size | The volume of the order out of the requested size that was filled by the system. Note: In the event of partial filling, the fill size would be less than the requested size. |
| Order Fill Price | The price at which the order was filled in the system. |
| Order Status | The status of the order: pending, filled, partially filled, rejected, cancelled or timed out. |
| Leg ID | ID assigned by XCore to an execution leg of the order. |
| Leg Requested Size | The requested execution size of the leg. |
| Leg Exec | Leg execution time in milliseconds. |
| Leg Fill Size | The filled size of the leg, equal to the sum of its confirmed deal sizes. A leg can be filled through one or several deals. |
| Leg Fill Price | The fill price of the leg before XCore markups. |
| Leg Status | The execution status of the leg: pending, filled, partially filled or rejected. |
| Comment | Additional information about the order, including details about cancelled orders. |
| Leg Requested Price | The requested execution price of the leg. |
| Leg Opened | The timestamp when the leg was created in XCore. |
| Leg Closed | The timestamp when the leg was completed in XCore. |
| Leg Slippage | The slippage of the leg, expressed as a decimal price difference. |
| ClOrdId | The Order ID of the Account, within the XTrader connector. |
| TIF | The time-in-force setting for the order: FOK, IOC or GTC. |
| TTL | Time to live – duration of the order (in ms). |
| Min Size | The minimum accepted fill size specified in the order request. |
| Deviation | The maximum allowed deviation from the requested price, as sent with the order, in points; n/a means no deviation was sent with the order. |
| Order Exec. | Order execution time in ms. |
| Order Slippage | Order slippage which is the difference between the filled and the requested price. |
| Deal Fill Size | The confirmed fill size of the deal. |
| Deal Slippage | The slippage of the deal, expressed as a decimal price difference. |
| Deal Status | The execution result of the deal: filled, rejected or timed out. |
| Deal Closed | The close timestamp of the deal, with millisecond precision. |
| Deal Fill Price | The confirmed fill price of the deal. |
| Order Opened | The date and time when the order was placed in the system, including hours, minutes, seconds and milliseconds. |
| Order Opened Short Time | The time when the order was placed, shown as hours and minutes. |
| Order Opened Long Time | The time when the order was placed, shown as hours, minutes and seconds. |
| Order Closed | The date and time when the order was closed in the system, including hours, minutes, seconds and milliseconds. |
| Order Closed Short Time | The time when the order was closed, shown as hours and minutes. |
| Order Closed Long Time | The time when the order was closed, shown as hours, minutes and seconds. |
Important: Selecting an order in Order History filters the linked Order Legs and Order Deals components to that order.