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>
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 }