QuantConnect.Orders
Classes
| Class | Description |
|---|---|
| AlpacaOrderProperties | Provides an implementation of the OrderProperties specific to Alpaca order. |
| ApiOrderResponse | Api order and order events reponse |
| BinanceOrderProperties | Contains additional properties and settings for an order submitted to Binance brokerage |
| BitfinexOrderProperties | Contains additional properties and settings for an order submitted to Bitfinex brokerage |
| BrokerageOrderIdChangedEvent | Event used when the brokerage order id has changed |
| BybitOrderProperties | Class containing Bybit OrderProperties |
| CancelOrderRequest | Defines a request to cancel an order |
| CharlesSchwabOrderProperties | Contains additional properties and settings for an order submitted to Charles Schwab brokerage |
| CoinbaseOrderProperties | Contains additional properties and settings for an order submitted to Coinbase brokerage |
| ComboLegLimitOrder | Combo leg limit order type |
| ComboLimitOrder | Combo limit order type |
| ComboMarketOrder | Combo market order type |
| ComboOrder | Combo order type |
| EzeOrderProperties | Contains additional properties and settings for an order submitted to EZE brokerage |
| FixOrderProperites | FIX (Financial Information Exchange) order properties |
| FTXOrderProperties | Contains additional properties and settings for an order submitted to FTX brokerage |
| GDAXOrderProperties | Contains additional properties and settings for an order submitted to GDAX brokerage... |
| GroupOrderCacheManager | Provides a thread-safe service for caching and managing original orders when they are part of a group. |
| GroupOrderExtensions | Group (combo) orders extension methods for easiest combo order manipulation |
| GroupOrderManager | Manager of a group of orders |
| IndiaOrderProperties | Contains additional properties and settings for an order submitted to Indian Brokerages |
| InteractiveBrokersFixOrderProperties | Contains additional properties and settings for an order submitted to Fix Interactive Brokers |
| InteractiveBrokersOrderProperties | Contains additional properties and settings for an order submitted to Interactive Brokers |
| KrakenOrderProperties | Kraken order properties |
| Leg | Basic order leg |
| LimitIfTouchedOrder | In effect, a LimitIfTouchedOrder behaves opposite to the StopLimitOrder;... |
| LimitOrder | Limit order type definition |
| MarketOnCloseOrder | Market on close order type - submits a market order on exchange close |
| MarketOnOpenOrder | Market on Open order type, submits a market order when the exchange opens |
| MarketOrder | Market order type definition |
| OptionExerciseOrder | Option exercise order type definition |
| Order | Order struct for placing new trade |
| OrderEvent | Order Event - Messaging class signifying a change in an order state and record the change in the user's algorithm portfolio |
| OrderExtensions | Provides extension methods for the Order class and for the OrderStatus enumeration |
| OrderJsonConverter | Provides an implementation of JsonConverter that can deserialize Orders |
| OrderProperties | Contains additional properties and settings for an order |
| OrderRequest | Represents a request to submit, update, or cancel an order |
| OrderResponse | Represents a response to an OrderRequest. See OrderRequest.response property for... |
| OrderSizing | Provides methods for computing a maximum order size. |
| OrdersResponseWrapper | Collection container for a list of orders for a project |
| OrderSubmissionData | The purpose of this class is to store time and price information... |
| OrderTicket | Provides a single reference to an order for the algorithm to maintain. As the order gets... |
| OrderUpdateEvent | Event that fires each time an order is updated in the brokerage side.... |
| RBIOrderProperties | RBI order properties |
| ReadOrdersResponseJsonConverter | Api orders read response json converter |
| StopLimitOrder | Stop Market Order Type Definition |
| StopMarketOrder | Stop Market Order Type Definition |
| SubmitOrderRequest | Defines a request to submit a new order |
| TastytradeOrderProperties | Contains additional properties and settings for an order submitted to Tastytrade brokerage |
| TDAmeritradeOrderProperties | TDAmeritrade order properties |
| TerminalLinkOrderProperties | The terminal link order properties |
| TimeInForce | Time In Force - defines the length of time over which an order will continue working before it is canceled |
| TimeInForceJsonConverter | Provides an implementation of JsonConverter that can deserialize TimeInForce objects |
| TradeStationOrderProperties | Represents the properties of an order in TradeStation. |
| TradierOrderProperties | Provides an implementation of the OrderProperties specific to Tradier order. |
| TradingTechnologiesOrderProperties | Trading Technologies order properties |
| TrailingStopOrder | Trailing Stop Order Type Definition |
| UpdateOrderFields | Specifies the data in an order to be updated |
| UpdateOrderRequest | Defines a request to update an order's values |
| WolverineOrderProperties | Wolverine order properties |
Enumerations
Bases: IntEnum
Direction of the order
BUY = 0
Buy Order (0)
SELL = 1
Sell Order (1)
HOLD = 2
Default Value - No Order Direction (2)
Bases: IntEnum
Specifies the possible error states during presubmission checks
CAN_NOT_UPDATE_FILLED_ORDER = -8
Order has already been filled and cannot be modified (-8)
GENERAL_ERROR = -7
General error in order (-7)
TIMESTAMP_ERROR = -6
Order timestamp error. Order appears to be executing in the future (-6)
MAX_ORDERS_EXCEEDED = -5
Exceeded maximum allowed orders for one analysis period (-5)
INSUFFICIENT_CAPITAL = -4
Insufficient capital to execute order (-4)
MARKET_CLOSED = -3
Attempting market order outside of market hours (-3)
NO_DATA = -2
There is no data yet for this security - please wait for data (market order price not available yet) (-2)
ZERO_QUANTITY = -1
Order quantity must not be zero (-1)
NONE = 0
The order is OK (0)
Bases: IntEnum
Specifies an order field that does not apply to all order types
LIMIT_PRICE = 0
The limit price for a LimitOrder, StopLimitOrder or LimitIfTouchedOrder (0)
STOP_PRICE = 1
The stop price for stop orders (StopMarketOrder, StopLimitOrder) (1)
TRIGGER_PRICE = 2
The trigger price for a LimitIfTouchedOrder (2)
TRAILING_AMOUNT = 3
The trailing amount for a TrailingStopOrder (3)
TRAILING_AS_PERCENTAGE = 4
Whether the trailing amount for a TrailingStopOrder is a percentage or an absolute currency value (4)
Bases: IntEnum
Position of the order
BUY_TO_OPEN = 0
Indicates the buy order will result in a long position, starting either from zero or an existing long position (0)
BUY_TO_CLOSE = 1
Indicates the buy order is starting from an existing short position, resulting in a closed or long position (1)
SELL_TO_OPEN = 2
Indicates the sell order will result in a short position, starting either from zero or an existing short position (2)
SELL_TO_CLOSE = 3
Indicates the sell order is starting from an existing long position, resulting in a closed or short position (3)
Bases: IntEnum
Specifies the status of a request
UNPROCESSED = 0
This is an unprocessed request (0)
PROCESSING = 1
This request is partially processed (1)
PROCESSED = 2
This request has been completely processed (2)
ERROR = 3
This request encountered an error (3)
Bases: IntEnum
Specifies the type of OrderRequest
SUBMIT = 0
The request is a SubmitOrderRequest (0)
UPDATE = 1
The request is a UpdateOrderRequest (1)
CANCEL = 2
The request is a CancelOrderRequest (2)
Bases: IntEnum
Error detail code
NONE = 0
No error (0)
PROCESSING_ERROR = -1
Unknown error (-1)
ORDER_ALREADY_EXISTS = -2
Cannot submit because order already exists (-2)
INSUFFICIENT_BUYING_POWER = -3
Not enough money to to submit order (-3)
BROKERAGE_MODEL_REFUSED_TO_SUBMIT_ORDER = -4
Internal logic invalidated submit order (-4)
BROKERAGE_FAILED_TO_SUBMIT_ORDER = -5
Brokerage submit error (-5)
BROKERAGE_FAILED_TO_UPDATE_ORDER = -6
Brokerage update error (-6)
BROKERAGE_HANDLER_REFUSED_TO_UPDATE_ORDER = -7
Internal logic invalidated update order (-7)
BROKERAGE_FAILED_TO_CANCEL_ORDER = -8
Brokerage cancel error (-8)
INVALID_ORDER_STATUS = -9
Only pending orders can be canceled (-9)
UNABLE_TO_FIND_ORDER = -10
Missing order (-10)
ORDER_QUANTITY_ZERO = -11
Cannot submit or update orders with zero quantity (-11)
UNSUPPORTED_REQUEST_TYPE = -12
This type of request is unsupported (-12)
PRE_ORDER_CHECKS_ERROR = -13
Unknown error during pre order request validation (-13)
MISSING_SECURITY = -14
Security is missing. Probably did not subscribe (-14)
EXCHANGE_NOT_OPEN = -15
Some order types require open exchange (-15)
SECURITY_PRICE_ZERO = -16
Zero security price is probably due to bad data (-16)
FOREX_BASE_AND_QUOTE_CURRENCIES_REQUIRED = -17
Need both currencies in cashbook to trade a pair (-17)
FOREX_CONVERSION_RATE_ZERO = -18
Need conversion rate to account currency (-18)
SECURITY_HAS_NO_DATA = -19
Should not attempt trading without at least one data point (-19)
EXCEEDED_MAXIMUM_ORDERS = -20
Transaction manager's cache is full (-20)
MARKET_ON_CLOSE_ORDER_TOO_LATE = -21
Below buffer time for MOC order to be placed before exchange closes. 15.5 minutes by default (-21)
INVALID_REQUEST = -22
Request is invalid or null (-22)
REQUEST_CANCELED = -23
Request was canceled by user (-23)
ALGORITHM_WARMING_UP = -24
All orders are invalidated while algorithm is warming up (-24)
BROKERAGE_MODEL_REFUSED_TO_UPDATE_ORDER = -25
Internal logic invalidated update order (-25)
QUOTE_CURRENCY_REQUIRED = -26
Need quote currency in cashbook to trade (-26)
CONVERSION_RATE_ZERO = -27
Need conversion rate to account currency (-27)
NON_TRADABLE_SECURITY = -28
The order's symbol references a non-tradable security (-28)
NON_EXERCISABLE_SECURITY = -29
The order's symbol references a non-exercisable security (-29)
ORDER_QUANTITY_LESS_THAN_LOT_SIZE = -30
Cannot submit or update orders with quantity that is less than lot size (-30)
EXCEEDS_SHORTABLE_QUANTITY = -31
The order's quantity exceeds the max shortable quantity set by the brokerage (-31)
INVALID_NEW_ORDER_STATUS = -32
Cannot update/cancel orders with OrderStatus.New (-32)
EUROPEAN_OPTION_NOT_EXPIRED_ON_EXERCISE = -33
Exercise time before expiry for European options (-33)
OPTION_ORDER_ON_STOCK_SPLIT = -34
Option order is invalid due to underlying stock split (-34)
MARKET_ON_OPEN_NOT_ALLOWED_DURING_REGULAR_HOURS = -35
The Market On Open order was submitted during regular market hours, which is not allowed. This order type must be submitted before the market opens.
Bases: IntEnum
Fill status of the order class.
NEW = 0
New order pre-submission to the order processor (0)
SUBMITTED = 1
Order submitted to the market (1)
PARTIALLY_FILLED = 2
Partially filled, In Market Order (2)
FILLED = 3
Completed, Filled, In Market Order (3)
CANCELED = 5
Order cancelled before it was filled (5)
NONE = 6
No Order State Yet (6)
INVALID = 7
Order invalidated before it hit the market (e.g. insufficient capital) (7)
CANCEL_PENDING = 8
Order waiting for confirmation of cancellation (8)
UPDATE_SUBMITTED = 9
Order update submitted to the market (9)
Bases: IntEnum
Type of the order: market, limit or stop
MARKET = 0
Market Order Type (0)
LIMIT = 1
Limit Order Type (1)
STOP_MARKET = 2
Stop Market Order Type - Fill at market price when break target price (2)
STOP_LIMIT = 3
Stop limit order type - trigger fill once pass the stop price; but limit fill to limit price (3)
MARKET_ON_OPEN = 4
Market on open type - executed on exchange open (4)
MARKET_ON_CLOSE = 5
Market on close type - executed on exchange close (5)
OPTION_EXERCISE = 6
Option Exercise Order Type (6)
LIMIT_IF_TOUCHED = 7
Limit if Touched Order Type - a limit order to be placed after first reaching a trigger value (7)
COMBO_MARKET = 8
Combo Market Order Type - (8)
COMBO_LIMIT = 9
Combo Limit Order Type - (9)
COMBO_LEG_LIMIT = 10
Combo Leg Limit Order Type - (10)
TRAILING_STOP = 11
Trailing Stop Order Type - (11)