What field in the C# Order Update shows the amount filled for that update (i.e. partial fill qty)? Something like "FillQty". I am already getting ExecQuantity (this is the sum of all the fills up to this point) and Lvs (quantity remaining to get filled).
I can do the math but would prefer the amount filled for this particular Order Update.
For example: I send in a 30 lot order, and get 3 Order Updates for 3 partial fills.
OrderUpdate 1: ExecQuantity = 10, Lvs = 20, FillQty = 10
OrderUpdate 2: ExecQuantity = 20, Lvs = 10, FillQty = 10
OrderUpdate 3: ExecQuantity = 30, Lvs = 0, FillQty = 10