Lean  $LEAN_TAG$
Static Public Member Functions | Static Public Attributes | List of all members
QuantConnect.Messages.EquityFillModel Class Reference

Provides user-facing messages for the Orders.Fills.EquityFillModel class and its consumers or related classes More...

Static Public Member Functions

static string FilledWithLastTickTypeData (Tick tick)
 
static string FilledWithQuoteData (Securities.Security security)
 
static string FilledWithQuoteTickData (Securities.Security security, Tick quoteTick)
 
static string FilledWithTradeTickData (Securities.Security security, Tick tradeTick)
 
static string FilledWithQuoteBarData (Securities.Security security, QuoteBar quoteBar)
 
static string FilledWithTradeBarData (Securities.Security security, TradeBar tradeBar)
 
static string FilledWithOpenDueToFavorableGap (Securities.Security security, TradeBar tradeBar)
 
static string FilledWithOpenDueToUnfavorableGap (Securities.Security security, TradeBar tradeBar)
 

Static Public Attributes

static string MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute
 
static string MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute
 
static string MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours
 

Detailed Description

Provides user-facing messages for the Orders.Fills.EquityFillModel class and its consumers or related classes

Definition at line 84 of file Messages.Orders.Fills.cs.

Member Data Documentation

◆ MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute

string QuantConnect.Messages.EquityFillModel.MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute
static
Initial value:
=
"No trade with the OfficialOpen or OpeningPrints flag within the 1-minute timeout."

Definition at line 86 of file Messages.Orders.Fills.cs.

◆ MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute

string QuantConnect.Messages.EquityFillModel.MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute
static
Initial value:
=
"No trade with the OfficialClose or ClosingPrints flag within the 1-minute timeout."

Definition at line 89 of file Messages.Orders.Fills.cs.

◆ MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours

string QuantConnect.Messages.EquityFillModel.MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours
static
Initial value:
=
"No trade with the OfficialClose or ClosingPrints flag for data that does not include extended market hours."

Definition at line 92 of file Messages.Orders.Fills.cs.

The documentation for this class was generated from the following file: