The Lab

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  • When an order is filled you'll receive an ExecutionReport with OrdStatus=Filled and ExecType=Trade. Immediately after you'll receive an extra ExectuionReport with OrdStatus=Filled and ExecType=Restated. This extra message can be ignored - it is there only to fill a gap in the represent the Classic API OrderDoneMessage that is sent after the final TradeCaptureMessage and ensure contiguous messaging sequence numbers.