CWorms |
The CWormsSidePosition type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | AvgPxAdj | The average price of position adjustments for this side. |
| AvgPxExec | The average price of all trades on this side, excluding position adjustments. |
| AvgPxIntl | The average price of internal orders for this side. |
| AvgPxTotal | The average price of all executions and position adjustments on this side. |
| Commission | The dollar value of commission applied to orders on this side. |
| DvalAdj | The sum of the dollar values of all position adjustments on this side. |
| DvalExec | The sum of the dollar values of all executions on this side. |
| DvalIntl | The sum of the dollar values of all internal executions on this side. |
| DvalTotal | DvalAdj + DvalExec |
| Executions | The total quantity of executions on this side. |
| LimitLiveAvgPx | The average price of live Limit orders on this side. |
| LimitLiveQty | The total quantity of live Limit orders on this side. |
| LimitLiveQty_vba | The total quantity of live Limit orders on this side. For 32-bit Excel. |
| Orders | The total number of orders on this side. |
| OrdersCxld | The number of canceled and rejected orders on this side. |
| OrdersExec | The quantity of orders on this side which have recieved at least one execution. |
| OrdersLive | The number of orders that are currently live or pending on this side. |
| PegAskLiveAvgPx | The average price increment of live Peg Ask orders on this side. |
| PegAskLiveQty | The total quantity of live Peg Ask orders on this side. |
| PegAskLiveQty_vba | The total quantity of live Peg Ask orders on this side. For 32-bit Excel. |
| PegBidLiveAvgPx | The average price increment of live Peg Bid orders on this side. |
| PegBidLiveQty | The total quantity of live Peg Bid orders on this side. |
| PegBidLiveQty_vba | The total quantity of live Peg Bid orders on this side. For 32-bit Excel. |
| PegLastLiveAvgPx | The average price increment of live Peg Last orders on this side. |
| PegLastLiveQty | The total quantity of live Peg Last orders on this side. |
| PegLastLiveQty_vba | The total quantity of live Peg Last orders on this side. For 32-bit Excel. |
| PegMidLiveAvgPx | The average price increment of live Peg Mid orders on this side. |
| PegMidLiveQty | The total quantity of live Peg Mid orders on this side. |
| PegMidLiveQty_vba | The total quantity of live Peg Mid orders on this side. For 32-bit Excel. |
| QtyAdj | The quantity of position adjustments for this side. |
| QtyAdj_vba | The quantity of position adjustments for this side. For 32-bit Excel. |
| QtyCxld | The sum of the quantities of all canceled and rejected orders on this side. |
| QtyCxld_vba | The sum of the quantities of all canceled and rejected orders on this side. For 32-bit Excel. |
| QtyExec | The total quantity traded (excluding position adjustments) for this side. |
| QtyExec_vba | The total quantity traded (excluding position adjustments) for this side. For 32-bit Excel. |
| QtyIntl | The quantity of internal orders for this side. |
| QtyIntl_vba | The quantity of internal orders for this side. For 32-bit Excel. |
| QtyLive | The sum of the quantities for all live or pending orders on this side. |
| QtyLive_vba | The sum of the quantities for all live or pending orders on this side. For 32-bit Excel. |
| QtyOrdered | The total number of trade units ordered. |
| QtyOrdered_vba | The total number of trade units ordered. For 32-bit Excel. |
| QtyProj | QtyTotal + QtyLive |
| QtyProj_vba | QtyTotal + QtyLive. For 32-bit Excel. |
| QtyTotal | QtyAdj + QtyExec |
| QtyTotal_vba | QtyAdj + QtyExec. For 32-bit Excel. |
| Slip | Obsolete. The average slippage in trading units on this side. |
| SlipAvg | The average slippage of all shares on this side. |
| SlipDval | Obsolete. The total slippage on this side in dollar terms. |
| SpreadQuantityLive | The amount of this side's quantity that is from spreads spread. |
| SpreadQuantityLive_vba | The amount of this side's quantity that is from spreads spread. For 32-bit Excel. |
| TotalShares | Represents the Qty as converted to shares (via lot size) |
| TotalShares_vba | Represents the Qty as converted to shares (via lot size). For 32-bit Excel. |
| TotalSlip | |
| TotalSlipDval |
See Also