OrderLegs
OrderLegs shows the execution legs of an order, including their requested size, fill size, price and status. It is linked to OrderDeals. 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 Closed | The date and time when the order was closed in the system, including hours, minutes, seconds and milliseconds. |
| Order Exec. | Order execution time in ms. |
| Order Slippage | Order slippage which is the difference between the filled and the requested price. |
Important: OrderLegs holds the history of orders up to the last two weeks.