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