QPAS
QUSMA Performance Analytics Suite
Properties | List of all members
EntityModel.Execution Class Reference

Properties

int ID [get, set]
 
long ConID [get, set]
 
int InstrumentID [get, set]
 
virtual Instrument Instrument [get, set]
 
string SymbolString [get, set]
 Used for xml parsing. More...
 
string Exchange [get, set]
 
DateTime TradeDate [get, set]
 
DateTime SetDate [set]
 
DateTime SetTime [set]
 
DateTime? OrderPlacementTime [get, set]
 
int Quantity [get, set]
 
decimal Price [get, set]
 
decimal Commission [get, set]
 
decimal CommissionInBase [get]
 
int CurrencyID [get, set]
 
virtual Currency Currency [get, set]
 
string CurrencyString [get, set]
 Used for xml parsing. More...
 
int CommissionCurrencyID [get, set]
 
virtual Currency CommissionCurrency [get, set]
 
string CommissionCurrencyString [get, set]
 Used for xml parsing. More...
 
AssetClass AssetCategory [get, set]
 
string SetAssetClass [set]
 
decimal FXRateToBase [get, set]
 
int Multiplier [get, set]
 
decimal TradeMoney [get, set]
 Trade money is calculated by multiplying the trade price and quantity. More...
 
decimal Proceeds [get, set]
 Calculated by mulitplying the quantity and the transaction price. The proceeds figure will be negative for buys and positive for sales. More...
 
decimal Taxes [get, set]
 The total amount of tax for the transaction. More...
 
decimal ClosePrice [get, set]
 The closing price of the contract traded. More...
 
string OpenClose [get, set]
 The indicator denotes if the trade is an opening or closing trade. More...
 
string Notes [get, set]
 The note/code abbreviation. More...
 
decimal CostBasis [get, set]
 The basis of an opening trade is the inverse of proceeds plus commission and tax amount. For closing trades, the basis is the basis of the opening trade. More...
 
decimal FIFORealizedPnL [get, set]
 Realized P/L can be calculated by the proceeds of the closing trade plus commissions and then adding the basis. More...
 
decimal MTMPnL [get, set]
 The difference between the transaction price and closing price multiplied by the quantity. More...
 
string OptionType [get, set]
 
string BuySell [get, set]
 
decimal NetCash [get, set]
 Net cash is calculated by subtracting the commissions and taxes from trade money. More...
 
string OrderType [get, set]
 
string IBTradeID [get, set]
 
string IBExecID [get, set]
 
string BrokerageOrderID [get, set]
 
long IBOrderID [get, set]
 
string OrderReference [get, set]
 The order reference number as defined by the user on the order ticket. Available on daily (single-day) activity flex queries only. More...
 
int OrderID [get, set]
 
Order Order [get, set]
 
int? AccountID [get, set]
 
virtual Account Account [get, set]
 

Property Documentation

◆ Account

virtual Account EntityModel.Execution.Account
getset

◆ AccountID

int? EntityModel.Execution.AccountID
getset

◆ AssetCategory

AssetClass EntityModel.Execution.AssetCategory
getset

◆ BrokerageOrderID

string EntityModel.Execution.BrokerageOrderID
getset

◆ BuySell

string EntityModel.Execution.BuySell
getset

◆ ClosePrice

decimal EntityModel.Execution.ClosePrice
getset

The closing price of the contract traded.

◆ Commission

decimal EntityModel.Execution.Commission
getset

◆ CommissionCurrency

virtual Currency EntityModel.Execution.CommissionCurrency
getset

◆ CommissionCurrencyID

int EntityModel.Execution.CommissionCurrencyID
getset

◆ CommissionCurrencyString

string EntityModel.Execution.CommissionCurrencyString
getset

Used for xml parsing.

◆ CommissionInBase

decimal EntityModel.Execution.CommissionInBase
get

◆ ConID

long EntityModel.Execution.ConID
getset

◆ CostBasis

decimal EntityModel.Execution.CostBasis
getset

The basis of an opening trade is the inverse of proceeds plus commission and tax amount. For closing trades, the basis is the basis of the opening trade.

◆ Currency

virtual Currency EntityModel.Execution.Currency
getset

◆ CurrencyID

int EntityModel.Execution.CurrencyID
getset

◆ CurrencyString

string EntityModel.Execution.CurrencyString
getset

Used for xml parsing.

◆ Exchange

string EntityModel.Execution.Exchange
getset

◆ FIFORealizedPnL

decimal EntityModel.Execution.FIFORealizedPnL
getset

Realized P/L can be calculated by the proceeds of the closing trade plus commissions and then adding the basis.

◆ FXRateToBase

decimal EntityModel.Execution.FXRateToBase
getset

◆ IBExecID

string EntityModel.Execution.IBExecID
getset

◆ IBOrderID

long EntityModel.Execution.IBOrderID
getset

◆ IBTradeID

string EntityModel.Execution.IBTradeID
getset

◆ ID

int EntityModel.Execution.ID
getset

◆ Instrument

virtual Instrument EntityModel.Execution.Instrument
getset

◆ InstrumentID

int EntityModel.Execution.InstrumentID
getset

◆ MTMPnL

decimal EntityModel.Execution.MTMPnL
getset

The difference between the transaction price and closing price multiplied by the quantity.

◆ Multiplier

int EntityModel.Execution.Multiplier
getset

◆ NetCash

decimal EntityModel.Execution.NetCash
getset

Net cash is calculated by subtracting the commissions and taxes from trade money.

◆ Notes

string EntityModel.Execution.Notes
getset

The note/code abbreviation.

◆ OpenClose

string EntityModel.Execution.OpenClose
getset

The indicator denotes if the trade is an opening or closing trade.

◆ OptionType

string EntityModel.Execution.OptionType
getset

◆ Order

Order EntityModel.Execution.Order
getset

◆ OrderID

int EntityModel.Execution.OrderID
getset

◆ OrderPlacementTime

DateTime? EntityModel.Execution.OrderPlacementTime
getset

◆ OrderReference

string EntityModel.Execution.OrderReference
getset

The order reference number as defined by the user on the order ticket. Available on daily (single-day) activity flex queries only.

◆ OrderType

string EntityModel.Execution.OrderType
getset

◆ Price

decimal EntityModel.Execution.Price
getset

◆ Proceeds

decimal EntityModel.Execution.Proceeds
getset

Calculated by mulitplying the quantity and the transaction price. The proceeds figure will be negative for buys and positive for sales.

◆ Quantity

int EntityModel.Execution.Quantity
getset

◆ SetAssetClass

string EntityModel.Execution.SetAssetClass
set

◆ SetDate

DateTime EntityModel.Execution.SetDate
set

◆ SetTime

DateTime EntityModel.Execution.SetTime
set

◆ SymbolString

string EntityModel.Execution.SymbolString
getset

Used for xml parsing.

◆ Taxes

decimal EntityModel.Execution.Taxes
getset

The total amount of tax for the transaction.

◆ TradeDate

DateTime EntityModel.Execution.TradeDate
getset

◆ TradeMoney

decimal EntityModel.Execution.TradeMoney
getset

Trade money is calculated by multiplying the trade price and quantity.


The documentation for this class was generated from the following file: