Handle Execution Reports

Event handlers of execution report messages can be specified by session.

CopyHandle Execution Reports

// Prerequisites: Variable "session" of type FIXSession.
FIXSessionOrderManager sessionOM = FIXOrderManager.GetSessionOrderManager(session);
// Event handlers can be added in response to specific type of execution
// For example: "Partially filled execution"
sessionOM.ExecutionPartiallyFilledAdded += new OrderExecutionEventHandler(sessionOM_ExecutionPartiallyFilledAdded);
// Or "Filled execution"
sessionOM.ExecutionFilledAdded += new OrderExecutionEventHandler(sessionOM_ExecutionFilledAdded);
// Or most commonly, use the "simplified model" to add a handler for "any" execution message
sessionOM.ExecutionAdded += new OrderExecutionEventHandler(sessionOM_ExecutionAdded);

The parameters of the call back contains enough information about the current execution message, even with the "most simplified" model.

CopyHandle Execution Reports

static void sessionOM_ExecutionAdded(FIXRegularOrder order, 
    FIXMessage executionMessage, 
    FIXOrderManagerOrderChanges changes, 
    FIXEngineMessageHandlerStatus status)
{
    // Use the code snippet below to inspect the changes triggered by the current execution message.
    if ((changes & FIXOrderManagerOrderChanges.CumQtyIncreased) != 0)
    {
        // TODO: Add your own business logic here.
    }
    // Or
    if ((changes & FIXOrderManagerOrderChanges.OrdStatusChanged) != 0)
    {
        // TODO: Add your own business logic here.
    }
    // Or
    if ((changes & FIXOrderManagerOrderChanges.InternalIgnore) != 0)
    {
        // TODO: Add your own business logic here.
    }
    // For more information, see FIXOrderManagerOrderChanges.
}

This example works with FIX versions from 4.1 to 5.0+.