Provides user-facing messages for the Orders.Fills.EquityFillModel class and its consumers or related classes More...

Static Public Member Functions
static string	FilledWithLastTickTypeData (Tick tick)
	Returns a string message saying the last data (of the given tick type) has been used to fill More...

static string	FilledWithQuoteData (Securities.Security security)
	Returns a string message warnning the user that no trade information was available, so the order was filled using quote data More...

static string	FilledWithQuoteTickData (Securities.Security security, Tick quoteTick)
	Returns a string message warning the user that the fill is at stale price and that the order will be filled using quote tick data More...

static string	FilledWithTradeTickData (Securities.Security security, Tick tradeTick)
	Returns a string message warning the user that no quote information was available, so the order was filled using trade tick data More...

static string	FilledWithQuoteBarData (Securities.Security security, QuoteBar quoteBar)
	Returns a string message warning the user that the fill was at stale price, so quote bar data was used to fill the order More...

static string	FilledWithTradeBarData (Securities.Security security, TradeBar tradeBar)
	Returns a string message warning the user that no quote information was available, so that trade bar data was used to fill the order More...

static string	FilledWithOpenDueToFavorableGap (Securities.Security security, TradeBar tradeBar)
	Returns a string message saying that the order was filled using the open price due to a favorable gap More...

static string	FilledWithOpenDueToUnfavorableGap (Securities.Security security, TradeBar tradeBar)
	Returns a string message saying that the order was filled using the open price due to an unfavorable gap More...

Static Public Attributes
static string	MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute
	String message saying: No trade with the OfficialOpen or OpeningPrints flag within the 1-minute timeout More...

static string	MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute
	String message saying: No trade with the OfficialClose or ClosingPrints flag within the 1-minute timeout More...

static string	MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours
	String message saying: No trade with the OfficialClose or ClosingPrints flag for data that does not include extended market hours More...

Detailed Description

Provides user-facing messages for the Orders.Fills.EquityFillModel class and its consumers or related classes

Definition at line 106 of file Messages.Orders.Fills.cs.

Member Function Documentation

◆ FilledWithLastTickTypeData()

static string QuantConnect.Messages.EquityFillModel.FilledWithLastTickTypeData ( Tick tick )

static

Returns a string message saying the last data (of the given tick type) has been used to fill

Definition at line 131 of file Messages.Orders.Fills.cs.

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◆ FilledWithQuoteData()

static string QuantConnect.Messages.EquityFillModel.FilledWithQuoteData ( Securities.Security security )

static

Returns a string message warnning the user that no trade information was available, so the order was filled using quote data

Definition at line 141 of file Messages.Orders.Fills.cs.

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◆ FilledWithQuoteTickData()

static string QuantConnect.Messages.EquityFillModel.FilledWithQuoteTickData	(	Securities.Security	security,
		Tick	quoteTick
	)

static

Returns a string message warning the user that the fill is at stale price and that the order will be filled using quote tick data

Definition at line 152 of file Messages.Orders.Fills.cs.

◆ FilledWithTradeTickData()

static string QuantConnect.Messages.EquityFillModel.FilledWithTradeTickData	(	Securities.Security	security,
		Tick	tradeTick
	)

static

Returns a string message warning the user that no quote information was available, so the order was filled using trade tick data

Definition at line 163 of file Messages.Orders.Fills.cs.

◆ FilledWithQuoteBarData()

static string QuantConnect.Messages.EquityFillModel.FilledWithQuoteBarData	(	Securities.Security	security,
		QuoteBar	quoteBar
	)

static

Returns a string message warning the user that the fill was at stale price, so quote bar data was used to fill the order

Definition at line 174 of file Messages.Orders.Fills.cs.

◆ FilledWithTradeBarData()

static string QuantConnect.Messages.EquityFillModel.FilledWithTradeBarData	(	Securities.Security	security,
		TradeBar	tradeBar
	)

static

Returns a string message warning the user that no quote information was available, so that trade bar data was used to fill the order

Definition at line 185 of file Messages.Orders.Fills.cs.

◆ FilledWithOpenDueToFavorableGap()

static string QuantConnect.Messages.EquityFillModel.FilledWithOpenDueToFavorableGap	(	Securities.Security	security,
		TradeBar	tradeBar
	)

static

Returns a string message saying that the order was filled using the open price due to a favorable gap

Definition at line 195 of file Messages.Orders.Fills.cs.

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◆ FilledWithOpenDueToUnfavorableGap()

static string QuantConnect.Messages.EquityFillModel.FilledWithOpenDueToUnfavorableGap	(	Securities.Security	security,
		TradeBar	tradeBar
	)

static

Returns a string message saying that the order was filled using the open price due to an unfavorable gap

Definition at line 204 of file Messages.Orders.Fills.cs.

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Member Data Documentation

◆ MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute

string QuantConnect.Messages.EquityFillModel.MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute

static

Initial value:

=

"No trade with the OfficialOpen or OpeningPrints flag within the 1-minute timeout."

String message saying: No trade with the OfficialOpen or OpeningPrints flag within the 1-minute timeout

Definition at line 111 of file Messages.Orders.Fills.cs.

◆ MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute

string QuantConnect.Messages.EquityFillModel.MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute

static

Initial value:

=

"No trade with the OfficialClose or ClosingPrints flag within the 1-minute timeout."

String message saying: No trade with the OfficialClose or ClosingPrints flag within the 1-minute timeout

Definition at line 117 of file Messages.Orders.Fills.cs.

◆ MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours

string QuantConnect.Messages.EquityFillModel.MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours

static

Initial value:

=

"No trade with the OfficialClose or ClosingPrints flag for data that does not include extended market hours."

String message saying: No trade with the OfficialClose or ClosingPrints flag for data that does not include extended market hours

Definition at line 124 of file Messages.Orders.Fills.cs.

The documentation for this class was generated from the following file:

Common/Messages/Messages.Orders.Fills.cs

Static Public Member Functions

Static Public Attributes

Detailed Description

Member Function Documentation

◆ FilledWithLastTickTypeData()

◆ FilledWithQuoteData()

◆ FilledWithQuoteTickData()

◆ FilledWithTradeTickData()

◆ FilledWithQuoteBarData()

◆ FilledWithTradeBarData()

◆ FilledWithOpenDueToFavorableGap()

◆ FilledWithOpenDueToUnfavorableGap()

Member Data Documentation

◆ MarketOnOpenFillNoOfficialOpenOrOpeningPrintsWithinOneMinute

◆ MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithinOneMinute

◆ MarketOnCloseFillNoOfficialCloseOrClosingPrintsWithoutExtendedMarketHours