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Static Public Member Functions | List of all members
QuantConnect.Messages.FillModel Class Reference

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

Static Public Member Functions

static string FilledAtStalePrice (Securities.Security security, Prices prices)
 Returns a string message warning saying the order was filled at stale price More...
 
static string MarketNeverCloses (Securities.Security security, OrderType orderType)
 Returns a string message saying the market never closes for the given symbol, and that an order of the given type cannot be submitted More...
 
static string NoMarketDataToGetAskPriceForFilling (Securities.Security security, HashSet< Type > subscribedTypes=null)
 Returns a string message saying it was impossible to get ask price to perform the fill for the given security symbol because no market data was found More...
 
static string NoMarketDataToGetBidPriceForFilling (Securities.Security security, HashSet< Type > subscribedTypes=null)
 Returns a string message saying it was impossible to get bid price to perform the fill for the given security symbol because no market data was found More...
 
static string NoDataSubscriptionFoundForFilling (Securities.Security security)
 Returns a string message saying it was impossible to perform a fill for the given security symbol because no data subscription was found More...
 

Detailed Description

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

Definition at line 38 of file Messages.Orders.Fills.cs.

Member Function Documentation

◆ FilledAtStalePrice()

static string QuantConnect.Messages.FillModel.FilledAtStalePrice ( Securities.Security  security,
Prices  prices 
)
static

Returns a string message warning saying the order was filled at stale price

Definition at line 44 of file Messages.Orders.Fills.cs.

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◆ MarketNeverCloses()

static string QuantConnect.Messages.FillModel.MarketNeverCloses ( Securities.Security  security,
OrderType  orderType 
)
static

Returns a string message saying the market never closes for the given symbol, and that an order of the given type cannot be submitted

Definition at line 54 of file Messages.Orders.Fills.cs.

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◆ NoMarketDataToGetAskPriceForFilling()

static string QuantConnect.Messages.FillModel.NoMarketDataToGetAskPriceForFilling ( Securities.Security  security,
HashSet< Type >  subscribedTypes = null 
)
static

Returns a string message saying it was impossible to get ask price to perform the fill for the given security symbol because no market data was found

Definition at line 75 of file Messages.Orders.Fills.cs.

◆ NoMarketDataToGetBidPriceForFilling()

static string QuantConnect.Messages.FillModel.NoMarketDataToGetBidPriceForFilling ( Securities.Security  security,
HashSet< Type >  subscribedTypes = null 
)
static

Returns a string message saying it was impossible to get bid price to perform the fill for the given security symbol because no market data was found

Definition at line 86 of file Messages.Orders.Fills.cs.

◆ NoDataSubscriptionFoundForFilling()

static string QuantConnect.Messages.FillModel.NoDataSubscriptionFoundForFilling ( Securities.Security  security)
static

Returns a string message saying it was impossible to perform a fill for the given security symbol because no data subscription was found

Definition at line 97 of file Messages.Orders.Fills.cs.

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