OrderLog -> Trades

var ordLogStorage = storageRegistry1.GetOrderLogMessageStorage(new Security { Id = "AFLT-6.18@MICEX", Board = ExchangeBoard.Micex });
var ordLogs = ordLogStorage.Load(new DateTime(2018, 4, 13), new DateTime(2018, 4, 14)).ToList();

foreach (var o in ordLogs)
{
if (o.OrderState == OrderStates.Done)
{
ExecutionMessage executionMessage = new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = o.SecurityId,
OpenInterest = o.OpenInterest,
IsUpTick = o.IsUpTick,
ServerTime = o.ServerTime,
TradeVolume = o.OrderVolume,
TradeId = o.TradeId,
TradePrice = o.OrderPrice,
Side = o.Side,
OriginSide = o.OriginSide
};

trades6.Add(executionMessage);
}
}