In this example, we create a "PartiallyFilled" execution. Other types of executions an also be created by calling corresponding methods.
// Prerequisits: Variable "order" of type FIXRegularOrder. // In this example, we create a "PartiallyFilled" execution. Other types // of executions an also be created by calling corresponding methods. FIXMessage execution = order.CreateNewExecutionPartiallyFilled(); // TODO: Set fields such as "ExecID", "CumQty", "LastPx", "LastQty", "AvgPx", etc ... order.AddExecution(execution);
This example works with FIX versions from 4.1 to 5.0+.