Option exercise order type definition More...

Inheritance diagram for QuantConnect.Orders.OptionExerciseOrder:

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

	OptionExerciseOrder (Symbol symbol, decimal quantity, DateTime time, string tag="", IOrderProperties properties=null)
	New option exercise order constructor. We model option exercising as an underlying asset long/short order with strike equal to limit price. This means that by exercising a call we get into long asset position, by exercising a put we get into short asset position. More...

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

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

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

Protected Member Functions
override decimal	GetValueImpl (Security security)
	Gets the order value in option contracts quoted in options's 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
override OrderType	Type `[get]`
	Option Exercise Order Type 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...

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...

Detailed Description

Option exercise order type definition

Definition at line 26 of file OptionExerciseOrder.cs.

Constructor & Destructor Documentation

◆ OptionExerciseOrder() [1/2]

QuantConnect.Orders.OptionExerciseOrder.OptionExerciseOrder ( )

Added a default constructor for JSON Deserialization:

Definition at line 31 of file OptionExerciseOrder.cs.

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◆ OptionExerciseOrder() [2/2]

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

New option exercise order constructor. We model option exercising as an underlying asset long/short order with strike equal to limit price. This means that by exercising a call we get into long asset position, by exercising a put we get into short asset position.

Parameters

symbol	Option symbol we're seeking to exercise
quantity	Quantity of the option we're seeking to exercise. Must be a positive value.
time	Time the order was placed
tag	User defined data tag for this order
properties	The order properties for this order

Definition at line 44 of file OptionExerciseOrder.cs.

Member Function Documentation

◆ GetValueImpl()

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

protectedvirtual

Gets the order value in option contracts quoted in options's currency

Parameters

security The security matching this order's symbol

Implements QuantConnect.Orders.Order.

Definition at line 61 of file OptionExerciseOrder.cs.

◆ Clone()

override Order QuantConnect.Orders.OptionExerciseOrder.Clone ( )

virtual

Creates a deep-copy clone of this order

Returns: A copy of this order

Implements QuantConnect.Orders.Order.

Definition at line 72 of file OptionExerciseOrder.cs.

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Property Documentation

◆ Type

override OrderType QuantConnect.Orders.OptionExerciseOrder.Type

get

Option Exercise Order Type

Definition at line 53 of file OptionExerciseOrder.cs.

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

Common/Orders/OptionExerciseOrder.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members