Message: FillCareOrderLeg

File: WebAPI/order_2.proto

Description

Provides fill parameters of native strategy order’s leg during FillCareOrder.

Used in

FillCareOppositeSide, FillCareOrder

Fields

leg_exec_id

Type: string

Description: Execution ID of the leg fill.

Required: yes.

node_path

Type: string

Description: Path in the tree of the strategy from the root to the leg node. The format is described in the header of strategy_definition_2.StrategyDefinition message.

fill_price

Type: double

Description: Price for the leg fill in correct price format.

Required: yes.

fill_qty

Type: cqg.Decimal

Description: Quantity for the leg fill.

Required: yes.