OrderEvent

QuantConnect.Orders.OrderEvent

OrderEvent()

OrderEvent(
    order_id: int,
    symbol: Union[Symbol, str, BaseContract],
    utc_time: Union[datetime, date],
    status: OrderStatus,
    direction: OrderDirection,
    fill_price: float,
    fill_quantity: float,
    order_fee: OrderFee,
    message: str = ...,
)

OrderEvent(
    order: Order,
    utc_time: Union[datetime, date],
    order_fee: OrderFee,
    message: str = ...,
)

Bases: Object

Order Event - Messaging class signifying a change in an order state and record the change in the user's algorithm portfolio

Signature descriptions:

Order Event empty constructor required for json converter
Order Event Constructor.
Helper Constructor using Order to Initialize.

Parameters:

Name	Type	Description	Default
`order_id`	`Optional[int]`	Id of the parent order	`None`
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Asset Symbol	`None`
`utc_time`	`Optional[Union[datetime, date]]`	Date/time of this event	`None`
`status`	`Optional[OrderStatus]`	Status of the order	`None`
`direction`	`Optional[OrderDirection]`	The direction of the order this event belongs to	`None`
`fill_price`	`Optional[float]`	Fill price information if applicable.	`None`
`fill_quantity`	`Optional[float]`	Fill quantity	`None`
`order_fee`	`Optional[OrderFee]`	The order fee	`None`
`message`	`Optional[str]`	Message from the exchange	`...`
`order`	`Optional[Order]`	Order for this order status	`None`

order_id

order_id: int

Id of the order this event comes from.

id

id: int

The unique order event id for each order

symbol

symbol: Symbol

Easy access to the order symbol associated with this event.

utc_time

utc_time: datetime

The date and time of this event (UTC).

status

status: OrderStatus

Status message of the order.

order_fee

order_fee: OrderFee

The fee associated with the order

fill_price

fill_price: float

Fill price information about the order

fill_price_currency

fill_price_currency: str

Currency for the fill price

fill_quantity

fill_quantity: float

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

absolute_fill_quantity

absolute_fill_quantity: float

Public Property Absolute Getter of Quantity -Filled

direction

direction: OrderDirection

Order direction.

message

message: str

Any message from the exchange.

is_assignment

is_assignment: bool

True if the order event is an assignment

stop_price

stop_price: Optional[float]

The current stop price

trigger_price

trigger_price: Optional[float]

The current trigger price

limit_price

limit_price: Optional[float]

The current limit price

quantity

quantity: float

The current order quantity

is_in_the_money

is_in_the_money: bool

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

trailing_amount

trailing_amount: Optional[float]

The trailing stop amount

trailing_as_percentage

trailing_as_percentage: Optional[bool]

Whether the trailing_amount is a percentage or an absolute currency value

ticket

ticket: OrderTicket

The order ticket associated to the order

clone

clone() -> OrderEvent

Returns a clone of the current object.

Returns:

Type	Description
`OrderEvent`	The new clone object.

from_serialized

from_serialized(
    serialized_order_event: SerializedOrderEvent,
) -> OrderEvent

Creates a new instance based on the provided serialized order event

short_to_string

short_to_string() -> str

Returns a short string that represents the current object.

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

Type	Description
`str`	A string that represents the current object.