Is it possible that if a market order is filled in multiple executions that each execution can result in a different prices for each fill? If so, how would I determine the multiple prices using the JForex API?
Example: I create a market order for USD/CAD for 100 units and there are 50 units available at $1 and 50 units available at $1.01 on the market. I assume the two blocks of the instrument at the different prices would be purchased in the order. How would I determine that this happened using the API, since there is an interface to only request one price?