LiveExecution
Execution (fill) information recorded by MesoLive.
| Field | Type | Required | Nullable | Default | Description |
|---|---|---|---|---|---|
Id | int | Yes | No | Live execution id. | |
CreatedAt | datetime | Yes | No | UTC timestamp when this execution record was created in MesoLive. | |
FilledAt | datetime | Yes | No | UTC timestamp when this execution was filled at the broker/provider. | |
BrokerAccountId | str | Yes | No | Broker account id this execution belongs to. | |
LiveContract | LiveContract | Yes | No | Contract that was executed. | |
BrokerExecId | str | Yes | No | Broker-provided execution id. | |
BrokerOrderId | str | Yes | No | Broker-provided order id associated with this execution. | |
OrderReference | str | No | Yes | Optional order reference associated with this execution (when available). | |
Qty | Decimal | Yes | No | Signed execution quantity (positive = buy, negative = sell). | |
CumQty | Decimal | Yes | No | Signed cumulative filled quantity for the associated broker order after this execution (when available). | |
Price | Decimal | Yes | No | Execution price (excluding commission). | |
AvgPrice | Decimal | Yes | No | Average execution price for the associated broker order (excluding commission, when available). | |
Commission | Decimal | No | Yes | Commission charged for this execution (when available). | |
RealizedPnL | Decimal | No | Yes | Realized PnL attributed to this execution (when available). | |
Assignments | list[LiveExecutionAssignment] | Yes | No | Per-leg assignments of this execution quantity. |