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LiveExecution

Execution (fill) information recorded by MesoLive.

FieldTypeRequiredNullableDefaultDescription
IdintYesNoLive execution id.
CreatedAtdatetimeYesNoUTC timestamp when this execution record was created in MesoLive.
FilledAtdatetimeYesNoUTC timestamp when this execution was filled at the broker/provider.
BrokerAccountIdstrYesNoBroker account id this execution belongs to.
LiveContractLiveContractYesNoContract that was executed.
BrokerExecIdstrYesNoBroker-provided execution id.
BrokerOrderIdstrYesNoBroker-provided order id associated with this execution.
OrderReferencestrNoYesOptional order reference associated with this execution (when available).
QtyDecimalYesNoSigned execution quantity (positive = buy, negative = sell).
CumQtyDecimalYesNoSigned cumulative filled quantity for the associated broker order after this execution (when available).
PriceDecimalYesNoExecution price (excluding commission).
AvgPriceDecimalYesNoAverage execution price for the associated broker order (excluding commission, when available).
CommissionDecimalNoYesCommission charged for this execution (when available).
RealizedPnLDecimalNoYesRealized PnL attributed to this execution (when available).
Assignmentslist[LiveExecutionAssignment]YesNoPer-leg assignments of this execution quantity.