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TerminalLinkOrderProperties

QuantConnect.Orders.TerminalLinkOrderProperties

TerminalLinkOrderProperties()
TerminalLinkOrderProperties(exchange: Exchange)

Bases: OrderProperties

The terminal link order properties

Signature descriptions:

  • Initializes a new instance of the OrderProperties class

  • Initializes a new instance of the OrderProperties class, with exchange param Exchange name for market

Parameters:

Name Type Description Default
exchange Optional[Exchange]

Exchange name for market

None

notes

notes: str

The EMSX Instructions is the free form instructions that may be sent to the broker

handling_instruction

handling_instruction: str

The EMSX Handling Instruction is the instructions for handling the order or route.The values can be preconfigured or a value customized by the broker.

execution_instruction

execution_instruction: str

The execution instruction field

custom_notes_1

custom_notes_1: str

Custom user order notes 1

custom_notes_2

custom_notes_2: str

Custom user order notes 2

custom_notes_3

custom_notes_3: str

Custom user order notes 3

custom_notes_4

custom_notes_4: str

Custom user order notes 4

custom_notes_5

custom_notes_5: str

Custom user order notes 5

account

account: str

The EMSX account

broker

broker: str

The EMSX broker code

strategy

The EMSX order strategy details. Strategy parameters must be appended in the correct order as expected by EMSX.

automatic_position_sides

automatic_position_sides: bool

Whether to automatically include the position side in the order direction (buy-to-open, sell-to-close, etc.) instead of the default (buy, sell)

position_side

position_side: Optional[OrderPosition]

Can optionally specify the position side in the order direction (buy-to-open, sell-to-close, etc.) instead of the default (buy, sell)

time_in_force

time_in_force: TimeInForce

Defines the length of time over which an order will continue working before it is cancelled

exchange

exchange: Exchange

Defines the exchange name for a particular market

StrategyField

StrategyField(value: str)
StrategyField()

Bases: Object

Models an EMSX order strategy field

Signature descriptions:

  • Creates a new TerminalLink order strategy field carrying a value.

  • Creates a new TerminalLink order strategy field without a value.

Parameters:

Name Type Description Default
value Optional[str]

The strategy field value

None

value

value: str

The strategy field value

has_value

has_value: bool

Whether the strategy field carries a value

StrategyParameters

StrategyParameters(name: str, fields: List[StrategyField])

Bases: Object

Models an EMSX order strategy parameter

Creates a new TerminalLink order strategy instance

Parameters:

Name Type Description Default
name str

The strategy name

required
fields List[StrategyField]

The strategy fields

required

name

name: str

The strategy name

fields

fields: List[StrategyField]

The strategy fields

clone

clone() -> IOrderProperties

Returns a new instance clone of this object