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I am seeing inconsistent order fields

Using the C# REDI API to monitor orders via the OrderCache I am fetching various fields including

Exchange and AvgExecPrice.

  1. For exchange I get the values: “1010956” but looking on the Message Monitor, there are no Exch values that are numeric.
  2. In cases where “ExecQuantity” is positive, I get AvgExecPrice == 0;

My code is:

ord.Exch = GetCell(orderCache, row, "Exchange", out errCode).ToString().Trim();

ord.Quantity = long.Parse(GetCell(orderCache, row, "Quantity", out errCode).ToString().Trim());

ord.ExecQuantity = long.Parse(GetCell(orderCache, row, "ExecQuantity", out errCode).ToString().Trim());


if(ord.ExecQuantity > 0)

{

ord.ExecPrice = decimal.Parse(GetCell(orderCache, row, "AvgExecPrice", out errCode).ToString().Trim());

}


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Hello @lkunin,

1. I can confirm that what you see on exchanges is correct, they come out as numbers rather then human readable strings.

2. Please be more specific when do you observe this?

If you run the code Monitoring Orders Tutorial do you see AvgExecPrice upon execution as expected?

(ExecQty is 0 when an order is first created. If it's executed, as a result, it becomes non-0)

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