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QuantConnect.Orders.Fills

Classes

Class Description
EquityFillModel Represents the fill model used to simulate order fills for equities
Fill Defines a possible result for IfillModel.fill for a single order
FillModel Provides a base class for all fill models
FillModelParameters Defines the parameters for the IFillModel method
FutureFillModel Represents the fill model used to simulate order fills for futures
FutureOptionFillModel Represents the default fill model used to simulate order fills for future options
IFillModel Represents a model that simulates order fill events
ImmediateFillModel Represents the default fill model used to simulate order fills
LatestPriceFillModel This fill model is provided for cases where the trade/quote distinction should be...
Prices Prices class used by IFillModels