Data transfer object used for serializing an OrderEvent that was just generated by an algorithm More...

Public Member Functions
	SerializedOrderEvent ()
	Empty constructor required for JSON converter. More...

	SerializedOrderEvent (OrderEvent orderEvent, string algorithmId)
	Creates a new instances based on the provided order event and algorithm Id More...

Public Attributes
virtual string	Id => $"{AlgorithmId}-{OrderId}-{OrderEventId}"
	The unique order event id More...

Properties
string	AlgorithmId `[get, set]`
	Algorithm Id, BacktestId or DeployId More...

int	OrderId `[get, set]`
	Id of the order this event comes from. More...

int	OrderEventId `[get, set]`
	The unique order event id for each order More...

string	Symbol `[get, set]`
	Easy access to the order symbol associated with this event. More...

string	SymbolValue `[get, set]`
	The mapped symbol value More...

string	SymbolPermtick `[get, set]`
	The symbols permanent ticker. For equities, by convention this is the first ticker symbol for which the security traded More...

double	Time `[get, set]`
	The time of this event in unix timestamp More...

OrderStatus	Status `[get, set]`
	Status message of the order. More...

decimal?	OrderFeeAmount `[get, set]`
	The fee amount associated with the order More...

string	OrderFeeCurrency `[get, set]`
	The fee currency associated with the order More...

decimal	FillPrice `[get, set]`
	Fill price information about the order More...

string	FillPriceCurrency `[get, set]`
	Currency for the fill price More...

decimal	FillQuantity `[get, set]`
	Number of shares of the order that was filled in this event. More...

OrderDirection	Direction `[get, set]`
	Order direction. More...

string	Message `[get, set]`
	Any message from the exchange. More...

bool	IsAssignment `[get, set]`
	True if the order event is an assignment More...

decimal	Quantity `[get, set]`
	The current order quantity More...

decimal?	StopPrice `[get, set]`
	The current stop price More...

decimal?	LimitPrice `[get, set]`
	The current limit price More...

bool	IsInTheMoney `[get, set]`
	True if the order event's option is In-The-Money (ITM) More...

Detailed Description

Data transfer object used for serializing an OrderEvent that was just generated by an algorithm

Definition at line 25 of file SerializedOrderEvent.cs.

Constructor & Destructor Documentation

◆ SerializedOrderEvent() [1/2]

QuantConnect.Orders.Serialization.SerializedOrderEvent.SerializedOrderEvent ( )

Empty constructor required for JSON converter.

Definition at line 156 of file SerializedOrderEvent.cs.

◆ SerializedOrderEvent() [2/2]

QuantConnect.Orders.Serialization.SerializedOrderEvent.SerializedOrderEvent	(	OrderEvent	orderEvent,
		string	algorithmId
	)

Creates a new instances based on the provided order event and algorithm Id

Definition at line 163 of file SerializedOrderEvent.cs.

Here is the call graph for this function:

Member Data Documentation

◆ Id

virtual string QuantConnect.Orders.Serialization.SerializedOrderEvent.Id => $"{AlgorithmId}-{OrderId}-{OrderEventId}"

The unique order event id

Definition at line 31 of file SerializedOrderEvent.cs.

Property Documentation

◆ AlgorithmId

string QuantConnect.Orders.Serialization.SerializedOrderEvent.AlgorithmId

getset

Algorithm Id, BacktestId or DeployId

Definition at line 37 of file SerializedOrderEvent.cs.

◆ OrderId

int QuantConnect.Orders.Serialization.SerializedOrderEvent.OrderId

getset

Id of the order this event comes from.

Definition at line 43 of file SerializedOrderEvent.cs.

◆ OrderEventId

int QuantConnect.Orders.Serialization.SerializedOrderEvent.OrderEventId

getset

The unique order event id for each order

Definition at line 49 of file SerializedOrderEvent.cs.

◆ Symbol

string QuantConnect.Orders.Serialization.SerializedOrderEvent.Symbol

getset

Easy access to the order symbol associated with this event.

Definition at line 55 of file SerializedOrderEvent.cs.

◆ SymbolValue

string QuantConnect.Orders.Serialization.SerializedOrderEvent.SymbolValue

getset

The mapped symbol value

Definition at line 61 of file SerializedOrderEvent.cs.

◆ SymbolPermtick

string QuantConnect.Orders.Serialization.SerializedOrderEvent.SymbolPermtick

getset

The symbols permanent ticker. For equities, by convention this is the first ticker symbol for which the security traded

Definition at line 67 of file SerializedOrderEvent.cs.

◆ Time

double QuantConnect.Orders.Serialization.SerializedOrderEvent.Time

getset

The time of this event in unix timestamp

Definition at line 73 of file SerializedOrderEvent.cs.

◆ Status

OrderStatus QuantConnect.Orders.Serialization.SerializedOrderEvent.Status

getset

Status message of the order.

Definition at line 79 of file SerializedOrderEvent.cs.

◆ OrderFeeAmount

decimal? QuantConnect.Orders.Serialization.SerializedOrderEvent.OrderFeeAmount

getset

The fee amount associated with the order

Definition at line 85 of file SerializedOrderEvent.cs.

◆ OrderFeeCurrency

string QuantConnect.Orders.Serialization.SerializedOrderEvent.OrderFeeCurrency

getset

The fee currency associated with the order

Definition at line 91 of file SerializedOrderEvent.cs.

◆ FillPrice

decimal QuantConnect.Orders.Serialization.SerializedOrderEvent.FillPrice

getset

Fill price information about the order

Definition at line 97 of file SerializedOrderEvent.cs.

◆ FillPriceCurrency

string QuantConnect.Orders.Serialization.SerializedOrderEvent.FillPriceCurrency

getset

Currency for the fill price

Definition at line 103 of file SerializedOrderEvent.cs.

◆ FillQuantity

decimal QuantConnect.Orders.Serialization.SerializedOrderEvent.FillQuantity

getset

Number of shares of the order that was filled in this event.

Definition at line 109 of file SerializedOrderEvent.cs.

◆ Direction

OrderDirection QuantConnect.Orders.Serialization.SerializedOrderEvent.Direction

getset

Order direction.

Definition at line 115 of file SerializedOrderEvent.cs.

◆ Message

string QuantConnect.Orders.Serialization.SerializedOrderEvent.Message

getset

Any message from the exchange.

Definition at line 121 of file SerializedOrderEvent.cs.

◆ IsAssignment

bool QuantConnect.Orders.Serialization.SerializedOrderEvent.IsAssignment

getset

True if the order event is an assignment

Definition at line 127 of file SerializedOrderEvent.cs.

◆ Quantity

decimal QuantConnect.Orders.Serialization.SerializedOrderEvent.Quantity

getset

The current order quantity

Definition at line 133 of file SerializedOrderEvent.cs.

◆ StopPrice

decimal? QuantConnect.Orders.Serialization.SerializedOrderEvent.StopPrice

getset

The current stop price

Definition at line 139 of file SerializedOrderEvent.cs.

◆ LimitPrice

decimal? QuantConnect.Orders.Serialization.SerializedOrderEvent.LimitPrice

getset

The current limit price

Definition at line 145 of file SerializedOrderEvent.cs.

◆ IsInTheMoney

bool QuantConnect.Orders.Serialization.SerializedOrderEvent.IsInTheMoney

getset

True if the order event's option is In-The-Money (ITM)

Definition at line 151 of file SerializedOrderEvent.cs.

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

Common/Orders/Serialization/SerializedOrderEvent.cs

Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ SerializedOrderEvent() [1/2]

◆ SerializedOrderEvent() [2/2]

Member Data Documentation

◆ Id

Property Documentation

◆ AlgorithmId

◆ OrderId

◆ OrderEventId

◆ Symbol

◆ SymbolValue

◆ SymbolPermtick

◆ Time

◆ Status

◆ OrderFeeAmount

◆ OrderFeeCurrency

◆ FillPrice

◆ FillPriceCurrency

◆ FillQuantity

◆ Direction

◆ Message

◆ IsAssignment

◆ Quantity

◆ StopPrice

◆ LimitPrice

◆ IsInTheMoney