Lean
$LEAN_TAG$
OrderResponseErrorCode.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace
QuantConnect.Orders
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{
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/// <summary>
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/// Error detail code
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/// </summary>
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public
enum
OrderResponseErrorCode
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{
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/// <summary>
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/// No error (0)
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/// </summary>
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None = 0,
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/// <summary>
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/// Unknown error (-1)
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/// </summary>
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ProcessingError
= -1,
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/// <summary>
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/// Cannot submit because order already exists (-2)
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/// </summary>
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OrderAlreadyExists
= -2,
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/// <summary>
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/// Not enough money to to submit order (-3)
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/// </summary>
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InsufficientBuyingPower
= -3,
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/// <summary>
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/// Internal logic invalidated submit order (-4)
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/// </summary>
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BrokerageModelRefusedToSubmitOrder
= -4,
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/// <summary>
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/// Brokerage submit error (-5)
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/// </summary>
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BrokerageFailedToSubmitOrder
= -5,
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/// <summary>
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/// Brokerage update error (-6)
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/// </summary>
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BrokerageFailedToUpdateOrder
= -6,
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/// <summary>
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/// Internal logic invalidated update order (-7)
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/// </summary>
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BrokerageHandlerRefusedToUpdateOrder
= -7,
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/// <summary>
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/// Brokerage cancel error (-8)
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/// </summary>
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BrokerageFailedToCancelOrder
= -8,
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/// <summary>
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/// Only pending orders can be canceled (-9)
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/// </summary>
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InvalidOrderStatus
= -9,
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/// <summary>
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/// Missing order (-10)
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/// </summary>
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UnableToFindOrder
= -10,
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/// <summary>
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/// Cannot submit or update orders with zero quantity (-11)
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/// </summary>
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OrderQuantityZero
= -11,
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/// <summary>
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/// This type of request is unsupported (-12)
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/// </summary>
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UnsupportedRequestType
= -12,
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/// <summary>
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/// Unknown error during pre order request validation (-13)
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/// </summary>
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PreOrderChecksError
= -13,
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/// <summary>
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/// Security is missing. Probably did not subscribe (-14)
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/// </summary>
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MissingSecurity
= -14,
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/// <summary>
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/// Some order types require open exchange (-15)
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/// </summary>
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ExchangeNotOpen
= -15,
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/// <summary>
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/// Zero security price is probably due to bad data (-16)
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/// </summary>
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SecurityPriceZero
= -16,
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/// <summary>
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/// Need both currencies in cashbook to trade a pair (-17)
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/// </summary>
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ForexBaseAndQuoteCurrenciesRequired
= -17,
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/// <summary>
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/// Need conversion rate to account currency (-18)
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/// </summary>
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ForexConversionRateZero
= -18,
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/// <summary>
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/// Should not attempt trading without at least one data point (-19)
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/// </summary>
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SecurityHasNoData
= -19,
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/// <summary>
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/// Transaction manager's cache is full (-20)
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/// </summary>
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ExceededMaximumOrders
= -20,
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/// <summary>
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/// Below buffer time for MOC order to be placed before exchange closes. 15.5 minutes by default (-21)
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/// </summary>
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MarketOnCloseOrderTooLate
= -21,
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/// <summary>
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/// Request is invalid or null (-22)
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/// </summary>
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InvalidRequest
= -22,
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/// <summary>
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/// Request was canceled by user (-23)
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/// </summary>
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RequestCanceled
= -23,
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/// <summary>
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/// All orders are invalidated while algorithm is warming up (-24)
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/// </summary>
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AlgorithmWarmingUp
= -24,
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/// <summary>
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/// Internal logic invalidated update order (-25)
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/// </summary>
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BrokerageModelRefusedToUpdateOrder
= -25,
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/// <summary>
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/// Need quote currency in cashbook to trade (-26)
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/// </summary>
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QuoteCurrencyRequired
= -26,
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/// <summary>
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/// Need conversion rate to account currency (-27)
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/// </summary>
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ConversionRateZero
= -27,
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/// <summary>
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/// The order's symbol references a non-tradable security (-28)
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/// </summary>
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NonTradableSecurity
= -28,
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/// <summary>
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/// The order's symbol references a non-exercisable security (-29)
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/// </summary>
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NonExercisableSecurity
= -29,
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/// <summary>
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/// Cannot submit or update orders with quantity that is less than lot size (-30)
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/// </summary>
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OrderQuantityLessThanLotSize
= -30,
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/// <summary>
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/// The order's quantity exceeds the max shortable quantity set by the brokerage (-31)
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/// </summary>
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ExceedsShortableQuantity
= -31,
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/// <summary>
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/// Cannot update/cancel orders with OrderStatus.New (-32)
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/// </summary>
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InvalidNewOrderStatus
= -32,
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/// <summary>
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/// Exercise time before expiry for European options (-33)
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/// </summary>
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EuropeanOptionNotExpiredOnExercise
= -33,
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/// <summary>
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/// Option order is invalid due to underlying stock split (-34)
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/// </summary>
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OptionOrderOnStockSplit
= -34
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}
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}
Common
Orders
OrderResponseErrorCode.cs
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