File: WebAPI/strategy_2.proto
Describes a leg order fill that contributes to a synthetic strategy order fill.
Type: string
Description: Order ID for the leg order (the original OrderStatus.order_id)
Type: string
Description: Leg_execution_id of the corresponding Trade message for the leg order fill.
Type: double
Description: Quantity of the leg order fill used for this synthetic strategy order fill, decimal (fractional quantities are possible for legs with non-integer quantity ratio). This is correct quantity (ContractMetadata.volume_scale must not be applied).