Lean
$LEAN_TAG$
FixOrderProperites.cs
1
/*
2
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4
*
5
* Licensed under the Apache License, Version 2.0 (the "License");
6
* you may not use this file except in compliance with the License.
7
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8
*
9
* Unless required by applicable law or agreed to in writing, software
10
* distributed under the License is distributed on an "AS IS" BASIS,
11
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12
* See the License for the specific language governing permissions and
13
* limitations under the License.
14
*/
15
16
namespace
QuantConnect.Orders
17
{
18
/// <summary>
19
/// FIX (Financial Information Exchange) order properties
20
/// </summary>
21
public
class
FixOrderProperites
:
OrderProperties
22
{
23
/// <summary>
24
/// Instruction for order handling on Broker floor
25
/// </summary>
26
public
char
?
HandleInstruction
{
get
;
set
; }
27
28
/// <summary>
29
/// Free format text string
30
/// </summary>
31
public
string
Notes
{
get
;
set
; }
32
33
/// <summary>
34
/// Automated execution order, private, no broker intervention
35
/// </summary>
36
public
const
char
AutomatedExecutionOrderPrivate
=
'1'
;
37
38
/// <summary>
39
/// Automated execution order, public, broker, intervention OK
40
/// </summary>
41
public
const
char
AutomatedExecutionOrderPublic
=
'2'
;
42
43
/// <summary>
44
/// Staged order, broker intervention required
45
/// </summary>
46
public
const
char
ManualOrder
=
'3'
;
47
}
48
}
Common
Orders
FixOrderProperites.cs
Generated by
1.8.17