Skip to content

OrderSubmissionData

QuantConnect.Orders.OrderSubmissionData

OrderSubmissionData(
    bid_price: float, ask_price: float, last_price: float
)

Bases: Object

The purpose of this class is to store time and price information available at the time an order was submitted.

Initializes a new instance of the OrderSubmissionData class

bid_price

bid_price: float

The bid price at order submission time

ask_price

ask_price: float

The ask price at order submission time

last_price

last_price: float

The current price at order submission time

clone

Return a new instance clone of this object