Get Latest Order Information From Last Execution

The latest information about the order (such as CumQty, AvgPx etc) should be retrieved from the last execution report.

Note: The last execution might be null, which means that the system has not received any execution against the order yet.

For more information about thread safety, please read "Thread Safety".

CopyGet Latest Order Information from Last Execution

// Prerequisites: Variable "order" of type FIXRegularOrder.
FIXMessageComponent lastExecMsg = order.LastExecution;
double cumQty;
double avgPx;
if (lastExecMsg == null)
{
    cumQty = avgPx = 0;
}
else
{
    cumQty = lastExecMsg.GetFloatValue(Tags.CumQty);
    avgPx = lastExecMsg.GetFloatValue(Tags.AvgPx);
}
// Now we have the latest cumQty and avgPx;

Note: The FIXRegularOrder.OrdStatus might be a more reliable way to retrieve the "real" order status. For example, if the order is currently partially filled and the application sent out an order cancel/replace. The "OrdStatus" from the execution message may be "Pending Replace". However, the FIXRegularOrder.OrdStatus will still be "PartiallyFilled".

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