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Interface SendOrderRequest

Hierarchy

  • SendOrderRequest

Index

Properties

AccountId

AccountId: number

The ID of the account placing the order.

type

{number}

memberof

SendOrderRequest

ClientOrderId

ClientOrderId: number

A user-assigned ID for the order (like a purchase-order number assigned by a company). This ID is useful for recognizing future states related to this order. ClientOrderId defaults to 0.

type

{number}

memberof

SendOrderRequest

DisplayQuantity

DisplayQuantity: number

The quantity available to buy or sell that is publicly displayed to the market. To display a DisplayQuantity value, an order must be a Limit order with a reserve

type

{number}

memberof

SendOrderRequest

InstrumentId

InstrumentId: number

The ID of the instrument being traded in the order

type

{number}

memberof

SendOrderRequest

LimitOffset

LimitOffset: number

The amount by which a trailing limit order is offset from the activation price.

type

{number}

memberof

SendOrderRequest

LimitPrice

LimitPrice: number

The price at which to execute the order, if the order is a Limit order

type

{number}

memberof

SendOrderRequest

OMSId

OMSId: number

The ID of the Order Management System on which the order is being placed.

type

{number}

memberof

SendOrderRequest

OrderIdOCO

OrderIdOCO: number

One Cancels the Other — If this order is order A, OrderIdOCO refers to the order ID of an order B (which is not the order being created by this call). If order B executes, then order A created by this call is canceled. You can also set up order B to watch order A in the same way, but that may require an update to order B to make it watch this one, which could have implications for priority in the order book. See CancelReplaceOrder and ModifyOrder.

type

{number}

memberof

SendOrderRequest

OrderType

OrderType: OrderType

The type of this order, as expressed in integer format. One of:

  • 1 Market
  • 2 Limit
  • 3 StopMarket
  • 4 StopLimit
  • 5 TrailingStopMarket
  • 6 TrailingStopLimit
  • 7 BlockTrade.
type

{number}

memberof

SendOrderRequest

PegPriceType

PegPriceType: PegPriceType

When entering a stop/trailing order, set PegPriceType to the type of price that pegs the stop.

  • 1 Last
  • 2 Bid
  • 3 Ask
  • 4 Midpoint
type

{PegPriceType}

memberof

SendOrderRequest

Quantity

Quantity: number

The quantity of the instrument being ordered.

type

{number}

memberof

SendOrderRequest

Side

Side: Side

The side of the replacement order:

  • 0 Buy
  • 1 Sell
  • 2 Short (reserved for future use)
  • 3 Unknown (error condition)
type

{Side}

memberof

SendOrderRequest

StopPrice

StopPrice: number

The price at which to execute the order, if the order is a Stop order (either buy or sell).

type

{number}

memberof

SendOrderRequest

TimeInForce

TimeInForce: TimeInForce

The period during which the new order is executable.

  • 0 Unknown (error condition)
  • 1 GTC good ’til canceled
  • 3 IOC immediate or canceled
  • 4 FOK fill or kill — fill the order immediately, or cancel it immediately

There may be other settings for TimeInForce depending on the trading venue

type

{TimeInForce}

memberof

SendOrderRequest

TrailingAmount

TrailingAmount: number

The offset by which to trail the market in one of the trailing order types. Set this to the current price of the market to ensure that the trailing offset is the amount intended in a fast-moving market.

type

{number}

memberof

SendOrderRequest

UseDisplayQuantity

UseDisplayQuantity: boolean

If you enter a Limit order with a reserve, you must set UseDisplayQuantity to true

type

{boolean}

memberof

SendOrderRequest

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