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Lean
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Defines a request to submit a new order More...
Public Member Functions | |
| SubmitOrderRequest (OrderType orderType, SecurityType securityType, Symbol symbol, decimal quantity, decimal stopPrice, decimal limitPrice, decimal triggerPrice, decimal trailingAmount, bool trailingAsPercentage, DateTime time, string tag, IOrderProperties properties=null, GroupOrderManager groupOrderManager=null) | |
| Initializes a new instance of the SubmitOrderRequest class. The OrderRequest.OrderId will default to OrderResponseErrorCode.UnableToFindOrder More... | |
| SubmitOrderRequest (OrderType orderType, SecurityType securityType, Symbol symbol, decimal quantity, decimal stopPrice, decimal limitPrice, decimal triggerPrice, DateTime time, string tag, IOrderProperties properties=null, GroupOrderManager groupOrderManager=null) | |
| Initializes a new instance of the SubmitOrderRequest class. The OrderRequest.OrderId will default to OrderResponseErrorCode.UnableToFindOrder More... | |
| SubmitOrderRequest (OrderType orderType, SecurityType securityType, Symbol symbol, decimal quantity, decimal stopPrice, decimal limitPrice, DateTime time, string tag, IOrderProperties properties=null, GroupOrderManager groupOrderManager=null) | |
| Initializes a new instance of the SubmitOrderRequest class. The OrderRequest.OrderId will default to OrderResponseErrorCode.UnableToFindOrder More... | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
Public Member Functions inherited from QuantConnect.Orders.OrderRequest | |
| void | SetResponse (OrderResponse response, OrderRequestStatus status=OrderRequestStatus.Error) |
| Sets the Response for this request More... | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
Properties | |
| override OrderRequestType | OrderRequestType [get] |
| Gets Orders.OrderRequestType.Submit More... | |
| SecurityType | SecurityType [get] |
| Gets the security type of the symbol More... | |
| Symbol | Symbol [get] |
| Gets the symbol to be traded More... | |
| OrderType | OrderType [get] |
| Gets the order type od the order More... | |
| decimal | Quantity [get] |
| Gets the quantity of the order More... | |
| decimal | LimitPrice [get] |
| Gets the limit price of the order, zero if not a limit order More... | |
| decimal | StopPrice [get] |
| Gets the stop price of the order, zero if not a stop order More... | |
| decimal | TriggerPrice [get] |
| Price which must first be reached before a limit order can be submitted. More... | |
| decimal | TrailingAmount [get] |
| Trailing amount for a trailing stop order More... | |
| bool | TrailingAsPercentage [get] |
| Determines whether the TrailingAmount is a percentage or an absolute currency value More... | |
| IOrderProperties | OrderProperties [get] |
| Gets the order properties for this request More... | |
| GroupOrderManager | GroupOrderManager [get] |
| Gets the manager for the combo order. If null, the order is not a combo order. More... | |
Properties inherited from QuantConnect.Orders.OrderRequest | |
| abstract OrderRequestType | OrderRequestType [get] |
| Gets the type of this order request More... | |
| OrderRequestStatus | Status [get] |
| Gets the status of this request More... | |
| DateTime | Time [get] |
| Gets the UTC time the request was created More... | |
| int | OrderId [get, protected set] |
| Gets the order id the request acts on More... | |
| string | Tag [get] |
| Gets a tag for this request More... | |
| OrderResponse | Response [get] |
| Gets the response for this request. If this request was never processed then this will equal OrderResponse.Unprocessed. This value is never equal to null. More... | |
Additional Inherited Members | |
Protected Member Functions inherited from QuantConnect.Orders.OrderRequest | |
| OrderRequest (DateTime time, int orderId, string tag) | |
| Initializes a new instance of the OrderRequest class More... | |
Defines a request to submit a new order
Definition at line 24 of file SubmitOrderRequest.cs.
| QuantConnect.Orders.SubmitOrderRequest.SubmitOrderRequest | ( | OrderType | orderType, |
| SecurityType | securityType, | ||
| Symbol | symbol, | ||
| decimal | quantity, | ||
| decimal | stopPrice, | ||
| decimal | limitPrice, | ||
| decimal | triggerPrice, | ||
| decimal | trailingAmount, | ||
| bool | trailingAsPercentage, | ||
| DateTime | time, | ||
| string | tag, | ||
| IOrderProperties | properties = null, |
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| GroupOrderManager | groupOrderManager = null |
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| ) |
Initializes a new instance of the SubmitOrderRequest class. The OrderRequest.OrderId will default to OrderResponseErrorCode.UnableToFindOrder
| orderType | The order type to be submitted |
| securityType | The symbol's SecurityType |
| symbol | The symbol to be traded |
| quantity | The number of units to be ordered |
| stopPrice | The stop price for stop orders, non-stop orders this value is ignored |
| limitPrice | The limit price for limit orders, non-limit orders this value is ignored |
| triggerPrice | The trigger price for limit if touched orders, for non-limit if touched orders this value is ignored |
| trailingAmount | The trailing amount to be used to update the stop price |
| trailingAsPercentage | Whether the trailingAmount is a percentage or an absolute currency value |
| time | The time this request was created |
| tag | A custom tag for this request |
| properties | The order properties for this request |
| groupOrderManager | The manager for this combo order |
Definition at line 139 of file SubmitOrderRequest.cs.
| QuantConnect.Orders.SubmitOrderRequest.SubmitOrderRequest | ( | OrderType | orderType, |
| SecurityType | securityType, | ||
| Symbol | symbol, | ||
| decimal | quantity, | ||
| decimal | stopPrice, | ||
| decimal | limitPrice, | ||
| decimal | triggerPrice, | ||
| DateTime | time, | ||
| string | tag, | ||
| IOrderProperties | properties = null, |
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| GroupOrderManager | groupOrderManager = null |
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| ) |
Initializes a new instance of the SubmitOrderRequest class. The OrderRequest.OrderId will default to OrderResponseErrorCode.UnableToFindOrder
| orderType | The order type to be submitted |
| securityType | The symbol's SecurityType |
| symbol | The symbol to be traded |
| quantity | The number of units to be ordered |
| stopPrice | The stop price for stop orders, non-stop orders this value is ignored |
| limitPrice | The limit price for limit orders, non-limit orders this value is ignored |
| triggerPrice | The trigger price for limit if touched orders, for non-limit if touched orders this value is ignored |
| time | The time this request was created |
| tag | A custom tag for this request |
| properties | The order properties for this request |
| groupOrderManager | The manager for this combo order |
Definition at line 184 of file SubmitOrderRequest.cs.
| QuantConnect.Orders.SubmitOrderRequest.SubmitOrderRequest | ( | OrderType | orderType, |
| SecurityType | securityType, | ||
| Symbol | symbol, | ||
| decimal | quantity, | ||
| decimal | stopPrice, | ||
| decimal | limitPrice, | ||
| DateTime | time, | ||
| string | tag, | ||
| IOrderProperties | properties = null, |
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| GroupOrderManager | groupOrderManager = null |
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| ) |
Initializes a new instance of the SubmitOrderRequest class. The OrderRequest.OrderId will default to OrderResponseErrorCode.UnableToFindOrder
| orderType | The order type to be submitted |
| securityType | The symbol's SecurityType |
| symbol | The symbol to be traded |
| quantity | The number of units to be ordered |
| stopPrice | The stop price for stop orders, non-stop orders this value is ignored |
| limitPrice | The limit price for limit orders, non-limit orders this value is ignored |
| time | The time this request was created |
| tag | A custom tag for this request |
| properties | The order properties for this request |
| groupOrderManager | The manager for this combo order |
Definition at line 216 of file SubmitOrderRequest.cs.
| override string QuantConnect.Orders.SubmitOrderRequest.ToString | ( | ) |
Returns a string that represents the current object.
<filterpriority>2</filterpriority>
Definition at line 248 of file SubmitOrderRequest.cs.
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Gets Orders.OrderRequestType.Submit
Definition at line 30 of file SubmitOrderRequest.cs.
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Gets the security type of the symbol
Definition at line 38 of file SubmitOrderRequest.cs.
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Gets the symbol to be traded
Definition at line 46 of file SubmitOrderRequest.cs.
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Gets the order type od the order
Definition at line 54 of file SubmitOrderRequest.cs.
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Gets the quantity of the order
Definition at line 62 of file SubmitOrderRequest.cs.
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Gets the limit price of the order, zero if not a limit order
Definition at line 70 of file SubmitOrderRequest.cs.
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Gets the stop price of the order, zero if not a stop order
Definition at line 78 of file SubmitOrderRequest.cs.
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Price which must first be reached before a limit order can be submitted.
Definition at line 86 of file SubmitOrderRequest.cs.
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Trailing amount for a trailing stop order
Definition at line 94 of file SubmitOrderRequest.cs.
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Determines whether the TrailingAmount is a percentage or an absolute currency value
Definition at line 102 of file SubmitOrderRequest.cs.
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Gets the order properties for this request
Definition at line 110 of file SubmitOrderRequest.cs.
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Gets the manager for the combo order. If null, the order is not a combo order.
Definition at line 118 of file SubmitOrderRequest.cs.