Execution

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// Example #1
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private Order entryOrder = null;
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protected override void OnBarUpdate()
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{
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    if (entryOrder == null && Close[0] > Open[0])
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        EnterLong("myEntryOrder");
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}
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protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
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{
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    // Assign entryOrder in OnExecutionUpdate() to ensure the assignment occurs when expected.
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    // This is more reliable than assigning Order objects in OnBarUpdate, as the assignment is not guaranteed to be complete if it is referenced immediately after submitting
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    if (execution.Order.Name == "myEntryOrder" && execution.Order.OrderState == OrderState.Filled)
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        entryOrder = execution.order;
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    if (entryOrder != null && entryOrder == execution.Order)
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        Print(execution.ToString());
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}

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// Example #2
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protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
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{
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    // Remember to check the underlying Order object for null before trying to access its properties
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    if (execution.Order != null && execution.Order.OrderState == OrderState.Filled)
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        Print(execution.ToString());
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}