What is the difference between FILLSHARES and FLQTY which are part of the order events?

Please find below details: –

  • FILLSHARES meaning is “”total””
  • FLQTY is “”incremental””

    For example, the client has placed an order of 100 quantities. Trade filled for 20, 30, and 50. So three trade updates will come: –

    1st update fillshares = 20, flqty = 20
    2nd update fillshares = 50, flqty = 30
    3rd update fillshares = 100, flqty = 50

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