Combo leg limit order type More...

Inheritance diagram for QuantConnect.Orders.ComboLegLimitOrder:

Public Member Functions
	ComboLegLimitOrder ()
	Added a default constructor for JSON Deserialization: More...

	ComboLegLimitOrder (Symbol symbol, decimal quantity, decimal limitPrice, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
	New limit order constructor More...

override void	ApplyUpdateOrderRequest (UpdateOrderRequest request)
	Modifies the state of this order to match the update request More...

override Order	Clone ()
	Creates a deep-copy clone of this order More...

Public Member Functions inherited from QuantConnect.Orders.ComboOrder
	ComboOrder ()
	Added a default constructor for JSON Deserialization: More...

	ComboOrder (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
	New market order constructor More...

override void	ApplyUpdateOrderRequest (UpdateOrderRequest request)
	Modifies the state of this order to match the update request More...

Public Member Functions inherited from QuantConnect.Orders.Order
virtual IEnumerable< IPosition >	CreatePositions (SecurityManager securities)
	Creates an enumerable containing each position resulting from executing this order. More...

decimal	GetValue (Security security)
	Gets the value of this order at the given market price in units of the account currency NOTE: Some order types derive value from other parameters, such as limit prices More...

virtual string	GetDefaultTag ()
	Gets the default tag for this order More...

override string	ToString ()
	Returns a string that represents the current object. More...

Public Attributes
override OrderType	Type => OrderType.ComboLegLimit
	Combo Limit Leg Order Type More...

Public Attributes inherited from QuantConnect.Orders.Order
DateTime	CreatedTime => Time
	Gets the utc time this order was created. Alias for Time More...

TimeInForce	TimeInForce => Properties.TimeInForce
	Order Time In Force More...

SecurityType	SecurityType => Symbol.ID.SecurityType
	The symbol's security type More...

decimal	AbsoluteQuantity => Math.Abs(Quantity)
	Get the absolute quantity for this order More...

decimal	Value => Quantity * Price
	Deprecated More...

Protected Member Functions
override decimal	GetValueImpl (Security security)
	Gets the order value in units of the security's quote currency More...

Protected Member Functions inherited from QuantConnect.Orders.Order
	Order ()
	Added a default constructor for JSON Deserialization: More...

	Order (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
	New order constructor More...

	Order (Symbol symbol, decimal quantity, DateTime time, string tag="", IOrderProperties properties=null)
	New order constructor More...

void	CopyTo (Order order)
	Copies base Order properties to the specified order More...

Properties
decimal	LimitPrice `[get, set]`
	Limit price for this order. More...

Properties inherited from QuantConnect.Orders.ComboOrder
override decimal	Quantity `[get, set]`
	Number of shares to execute. For combo orders, we store the ratio of each leg instead of the quantity, and the actual quantity is calculated when requested using the group order manager quantity. This allows for a single quantity update to be applied to all the legs of the combo. More...

Properties inherited from QuantConnect.Orders.Order
int	Id `[get, set]`
	Order ID. More...

int	ContingentId `[get, set]`
	Order id to process before processing this order. More...

List< string >	BrokerId `[get, set]`
	Brokerage Id for this order for when the brokerage splits orders into multiple pieces More...

Symbol	Symbol `[get, set]`
	Symbol of the Asset More...

decimal	Price `[get, set]`
	Price of the Order. More...

string	PriceCurrency `[get, set]`
	Currency for the order price More...

DateTime	Time `[get, set]`
	Gets the utc time the order was created. More...

DateTime?	LastFillTime `[get, set]`
	Gets the utc time the last fill was received, or null if no fills have been received More...

DateTime?	LastUpdateTime `[get, set]`
	Gets the utc time this order was last updated, or null if the order has not been updated. More...

DateTime?	CanceledTime `[get, set]`
	Gets the utc time this order was canceled, or null if the order was not canceled. More...

virtual decimal	Quantity `[get, set]`
	Number of shares to execute. More...

abstract OrderType	Type `[get]`
	Order Type More...

OrderStatus	Status `[get, set]`
	Status of the Order More...

string	Tag `[get, set]`
	Tag the order with some custom data More...

IOrderProperties	Properties `[get]`
	Additional properties of the order More...

OrderDirection	Direction `[get]`
	Order Direction Property based off Quantity. More...

OrderSubmissionData	OrderSubmissionData `[get, set]`
	Gets the price data at the time the order was submitted More...

bool	IsMarketable `[get]`
	Returns true if the order is a marketable order. More...

GroupOrderManager	GroupOrderManager `[get, set]`
	Manager for the orders in the group if this is a combo order More...

DataNormalizationMode	PriceAdjustmentMode `[get, set]`
	The adjustment mode used on the order fill price More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Orders.Order
static Order	CreateOrder (SubmitOrderRequest request)
	Creates an Order to match the specified request More...

Detailed Description

Combo leg limit order type

Limit price per leg in the combo order

Definition at line 27 of file ComboLegLimitOrder.cs.

Constructor & Destructor Documentation

◆ ComboLegLimitOrder() [1/2]

QuantConnect.Orders.ComboLegLimitOrder.ComboLegLimitOrder ( )

Added a default constructor for JSON Deserialization:

Definition at line 43 of file ComboLegLimitOrder.cs.

◆ ComboLegLimitOrder() [2/2]

QuantConnect.Orders.ComboLegLimitOrder.ComboLegLimitOrder	(	Symbol	symbol,
		decimal	quantity,
		decimal	limitPrice,
		DateTime	time,
		GroupOrderManager	groupOrderManager,
		string	tag = `""`,
		IOrderProperties	properties = `null`
	)

New limit order constructor

Parameters

symbol	Symbol asset we're seeking to trade
quantity	Quantity of the asset we're seeking to trade
time	Time the order was placed
groupOrderManager	Manager for the orders in the group
limitPrice	Price the order should be filled at if a limit order
tag	User defined data tag for this order
properties	The order properties for this order

Definition at line 57 of file ComboLegLimitOrder.cs.

Member Function Documentation

◆ GetValueImpl()

override decimal QuantConnect.Orders.ComboLegLimitOrder.GetValueImpl ( Security security )

protectedvirtual

Gets the order value in units of the security's quote currency

Parameters

security The security matching this order's symbol

Implements QuantConnect.Orders.Order.

Definition at line 69 of file ComboLegLimitOrder.cs.

◆ ApplyUpdateOrderRequest()

override void QuantConnect.Orders.ComboLegLimitOrder.ApplyUpdateOrderRequest ( UpdateOrderRequest request )

virtual

Modifies the state of this order to match the update request

Parameters

request The request to update this order object

Reimplemented from QuantConnect.Orders.Order.

Definition at line 78 of file ComboLegLimitOrder.cs.

◆ Clone()

override Order QuantConnect.Orders.ComboLegLimitOrder.Clone ( )

virtual

Creates a deep-copy clone of this order

Returns: A copy of this order

Implements QuantConnect.Orders.Order.

Definition at line 91 of file ComboLegLimitOrder.cs.

Here is the call graph for this function:

Member Data Documentation

◆ Type

override OrderType QuantConnect.Orders.ComboLegLimitOrder.Type => OrderType.ComboLegLimit

Combo Limit Leg Order Type

Definition at line 32 of file ComboLegLimitOrder.cs.

Property Documentation

◆ LimitPrice

decimal QuantConnect.Orders.ComboLegLimitOrder.LimitPrice

getset

Limit price for this order.

Definition at line 38 of file ComboLegLimitOrder.cs.

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

Common/Orders/ComboLegLimitOrder.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ ComboLegLimitOrder() [1/2]

◆ ComboLegLimitOrder() [2/2]

Member Function Documentation

◆ GetValueImpl()

◆ ApplyUpdateOrderRequest()

◆ Clone()

Member Data Documentation

◆ Type

Property Documentation

◆ LimitPrice