QuantConnect.Orders.Fills Namespace Reference

Classes
class	EquityFillModel
	Represents the fill model used to simulate order fills for equities More...
class	Fill
	Defines a possible result for IFillModel.Fill for a single order More...
class	FillModel
	Provides a base class for all fill models More...
class	FillModelParameters
	Defines the parameters for the IFillModel method More...
class	FutureFillModel
	Represents the fill model used to simulate order fills for futures More...
class	FutureOptionFillModel
	Represents the default fill model used to simulate order fills for future options More...
interface	IFillModel
	Represents a model that simulates order fill events More...
class	ImmediateFillModel
	Represents the default fill model used to simulate order fills More...
class	LatestPriceFillModel
	This fill model is provided for cases where the trade/quote distinction should be ignored and the fill price should be determined from the latest pricing information. More...
class	Prices
	Prices class used by IFillModels More...