@stoqey/ib/dist/api/order/execution.d.ts

Interactive Brokers TWS/IB Gateway API client library for Node.js (TS)

import { Liquidities } from "../..";
/**
 * Type describing an order's execution.
 */
export interface Execution {
    /** The API client's order Id. May not be unique to an account. */
    orderId?: number;
    /** The API client identifier which placed the order which originated this execution. */
    clientId?: number;
    /**
     * The execution's identifier.
     *
     * Each partial fill has a separate ExecId.
     *
     * A correction is indicated by an ExecId which differs from a previous ExecId in only the digits after the final period, e.g. an ExecId ending in ".02" would be a correction of a previous execution with an ExecId ending in ".01".
     */
    execId?: string;
    /** The execution's server time. */
    time?: string;
    /** The account to which the order was allocated. */
    acctNumber?: string;
    /** The exchange where the execution took place. */
    exchange?: string;
    /** Specifies if the transaction was buy or sale BOT for bought, SLD for sold. */
    side?: string;
    /** The number of shares filled. */
    shares?: number;
    /** The order's execution price excluding commissions. */
    price?: number;
    /** The TWS order identifier. The PermId can be 0 for trades originating outside IB. */
    permId?: number;
    /** Identifies whether an execution occurred because of an IB-initiated liquidation. */
    liquidation?: number;
    /** Cumulative quantity. Used in regular trades, combo trades and legs of the combo. */
    cumQty?: number;
    /** Average price. Used in regular trades, combo trades and legs of the combo. Does not include commissions. */
    avgPrice?: number;
    /**	The OrderRef is a user-customizable string that can be set from the API or TWS and will be associated with an order for its lifetime.  */
    orderRef?: string;
    /**
     * The Economic Value Rule name and the respective optional argument. The two values should be separated by a colon.
     *
     * For example, aussieBond:YearsToExpiration=3.
     *
     * When the optional argument is not present, the first value will be followed by a colon.
     */
    evRule?: string;
    /**
     * Tells you approximately how much the market value of a contract would change if the price were to change by 1.
     *
     * It cannot be used to get market value by multiplying the price by the approximate multiplier.
     */
    evMultiplier?: number;
    /** The model code. */
    modelCode?: string;
    /**
     * The liquidity type of the execution.
     *
     * Requires TWS 968+ and API v973.05+.
     */
    lastLiquidity?: Liquidities;
    pendingPriceRevision?: boolean;
}
export default Execution;