LastPX , LastShares

, ,
1

Imported from previous forum

2

Can i depend on LastPX, LastShares on the exection report to know how much of the orders been executed (if partialy fill or fill), and on which price ?

thanx

3

[ original email was from Dean Kauffman - dean.kauffman@tradeweb.com ]
Nasser,
Yes - LastPx and LastShares (aka LastQty) are meant to convey information about the fill being reported by this Execution Report.

Can i depend on LastPX, LastShares on the exection report to know how
much of the orders been executed (if partialy fill or fill), and on
which price ?

thanx

4

[ original email was from Kevin English - kevin.english@citigroup.com ]
Nasser,

If the Execution Report is a fill (see documentation for more details)
then

  • The LastShares will identify the number of shares for this fill;
  • the LastPX will identify the price of the LastShares;

Additionally on an Execution Report:

  • The CumQty identifies the number of shares executed on the order;

  • The AvgPx identifies the average price of total shares executed
    on the order;

  • The LeavesQty identifies number of shares still available for
    execution;

Generally LeavesQty = OrderQty - CumQty however there are a few exceptions (please read the protocol documentation for more details).

regards,
Kevin

Nasser, Yes - LastPx and LastShares (aka LastQty) are meant to convey
information about the fill being reported by this Execution Report.

Can i depend on LastPX, LastShares on the exection report to know how
much of the orders been executed (if partialy fill or fill), and on
which price ?

thanx

5

Thanx alot

Nasser,

If the Execution Report is a fill (see documentation for more
details) then

  • The LastShares will identify the number of shares for this fill;
  • the LastPX will identify the price of the LastShares;

Additionally on an Execution Report:

  • The CumQty identifies the number of shares executed on the order;

  • The AvgPx identifies the average price of total shares executed on
    the order;

  • The LeavesQty identifies number of shares still available for
    execution;

Generally LeavesQty = OrderQty - CumQty however there are a few
exceptions (please read the protocol documentation for more details).

                            regards,
                             Kevin

Nasser, Yes - LastPx and LastShares (aka LastQty) are meant to convey
information about the fill being reported by this Execution Report.

Can i depend on LastPX, LastShares on the exection report to know
how much of the orders been executed (if partialy fill or fill), and
on which price ?

thanx