StopMarketOrder

QuantConnect.Orders.StopMarketOrder

StopMarketOrder()

StopMarketOrder(
    symbol: Union[Symbol, str, BaseContract],
    quantity: float,
    stop_price: float,
    time: Union[datetime, date],
    tag: str = ...,
    properties: IOrderProperties = None,
)

Bases: Order

Stop Market Order Type Definition

Signature descriptions:

Default constructor for JSON Deserialization:
New Stop Market Order constructor -

Parameters:

Name	Type	Description	Default
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	Symbol asset we're seeking to trade	`None`
`quantity`	`Optional[float]`	Quantity of the asset we're seeking to trade	`None`
`time`	`Optional[Union[datetime, date]]`	Time the order was placed	`None`
`stop_price`	`Optional[float]`	Price the order should be filled at if a limit order	`None`
`tag`	`Optional[str]`	User defined data tag for this order	`...`
`properties`	`Optional[IOrderProperties]`	The order properties for this order	`None`

stop_price

stop_price: float

Stop price for this stop market order.

type

type: OrderType

StopMarket Order Type

id

id: int

Order ID.

contingent_id

contingent_id: int

Order id to process before processing this order.

broker_id

broker_id: List[str]

Brokerage Id for this order for when the brokerage splits orders into multiple pieces

symbol

symbol: Symbol

Symbol of the Asset

price

price: float

Price of the Order.

price_currency

price_currency: str

Currency for the order price

time

time: datetime

Gets the utc time the order was created.

created_time

created_time: datetime

Gets the utc time this order was created. Alias for time

last_fill_time

last_fill_time: Optional[datetime]

Gets the utc time the last fill was received, or null if no fills have been received

last_update_time

last_update_time: Optional[datetime]

Gets the utc time this order was last updated, or null if the order has not been updated.

canceled_time

canceled_time: Optional[datetime]

Gets the utc time this order was canceled, or null if the order was not canceled.

quantity

quantity: float

Number of shares to execute.

status

status: OrderStatus

Status of the Order

time_in_force

time_in_force: TimeInForce

Order Time In Force

tag

tag: str

Tag the order with some custom data

properties

properties: IOrderProperties

Additional properties of the order

security_type

security_type: SecurityType

The symbol's security type

direction

direction: OrderDirection

Order Direction Property based off Quantity.

absolute_quantity

absolute_quantity: float

Get the absolute quantity for this order

value

value: float

Deprecated

Please use Order.GetValue(security) or security.Holdings.HoldingsValue

order_submission_data

order_submission_data: OrderSubmissionData

Gets the price data at the time the order was submitted

is_marketable

is_marketable: bool

Returns true if the order is a marketable order.

group_order_manager

group_order_manager: GroupOrderManager

Manager for the orders in the group if this is a combo order

price_adjustment_mode

price_adjustment_mode: DataNormalizationMode

The adjustment mode used on the order fill price

apply_update_order_request

apply_update_order_request(
    request: UpdateOrderRequest,
) -> None

Modifies the state of this order to match the update request

Parameters:

Name	Type	Description	Default
`request`	`UpdateOrderRequest`	The request to update this order object	required

clone

clone() -> Order

Creates a deep-copy clone of this order

Returns:

Type	Description
`Order`	A copy of this order.

get_default_tag

get_default_tag() -> str

Gets the default tag for this order

Returns:

Type	Description
`str`	The default tag.

get_value_impl

get_value_impl(security: Security) -> float

Gets the order value in units of the security's quote currency

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security matching this order's symbol	required

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

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

copy_to

copy_to(order: Order) -> None

Copies base Order properties to the specified order

This codeEntityType is protected.

Parameters:

Name	Type	Description	Default
`order`	`Order`	The target of the copy	required

create_order

create_order(request: SubmitOrderRequest) -> Order

Creates an Order to match the specified request

Parameters:

Name	Type	Description	Default
`request`	`SubmitOrderRequest`	The SubmitOrderRequest to create an order for	required

Returns:

Type	Description
`Order`	The Order that matches the request.

create_positions

create_positions(
    securities: SecurityManager,
) -> Iterable[IPosition]

Creates an enumerable containing each position resulting from executing this order.

Returns:

Type	Description
`Iterable[IPosition]`	An enumerable of positions matching the results of executing this order.

get_value

get_value(security: Security) -> float

Gets the value of this order at the given market price in units of the account currency NOTE: Some order types derive value from other parameters, such as limit prices

Parameters:

Name	Type	Description	Default
`security`	`Security`	The security matching this order's symbol	required

Returns:

Type	Description
`float`	The value of this order given the current market price.