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Interface OrderHistoryResult

Hierarchy

  • OrderHistoryResult

Index

Properties

Account

Account: number

The ID of the account ordering the instrument.

type

{number}

memberof

OrderHistoryResult

AvgPrice

AvgPrice: number

Not currently used.

type

{number}

memberof

OrderHistoryResult

ChangeReason

ChangeReason: ChangeReasonResponse

The reason that an order has been changed. Values:

  • 1 NewInputAccepted
  • 2 NewInputRejected
  • 3 OtherRejected
  • 4 Expired
  • 5 Trade
  • 6 SystemCanceled_NoMoreMarket
  • 7 SystemCanceled_BelowMinimum
  • 8 NoChange
  • 100 UserModified
type

{ChangeReasonResponse}

memberof

OrderHistoryResult

ClientOrderId

ClientOrderId: number

A user-assigned ID for the order (like a purchase-order number assigned by a company). ClientOrderId defaults to 0

type

{number}

memberof

OrderHistoryResult

CounterPartyId

CounterPartyId: number

Shows 0

type

{number}

memberof

OrderHistoryResult

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

OrderHistoryResult

EnteredBy

EnteredBy: number

The ID of the user who entered the order in this account.

type

{number}

memberof

OrderHistoryResult

InsideAsk

InsideAsk: number

Best Ask price available at time of entry (generally available to market makers)

type

{number}

memberof

OrderHistoryResult

InsideAskSize

InsideAskSize: number

Quantity available at the best inside ask price (generally available to market makers).

type

{number}

memberof

OrderHistoryResult

InsideBid

InsideBid: number

Best Bid price available at time of entry (generally available to market makers).

type

{number}

memberof

OrderHistoryResult

InsideBidSize

InsideBidSize: number

Quantity available at the best inside Bid price (generally available to market makers).

type

{number}

memberof

OrderHistoryResult

Instrument

Instrument: number

The ID of the instrument being ordered.

type

{number}

memberof

OrderHistoryResult

IsLockedIn

IsLockedIn: boolean

True if both parties to a block trade agree that one party will report the trade for both. Otherwise false.

type

{boolean}

memberof

OrderHistoryResult

IsQuote

IsQuote: boolean

If this order is a quote (rather than an order), returns true, otherwise false. Default is false.

type

{boolean}

memberof

OrderHistoryResult

LastTradePrice

LastTradePrice: number

The price at which the instrument last traded.

type

{number}

memberof

OrderHistoryResult

OMSId

OMSId: number

The ID of the Order Management System on which the order was created.

type

{number}

memberof

OrderHistoryResult

OrderId

OrderId: number

The ID of this order

type

{number}

memberof

OrderHistoryResult

OrderState

OrderState: OrderStateResponse

One of:

  • Unknown
  • Working
  • Rejected
  • Canceled
  • Expired
  • FullyExecuted An open order will probably not yet be fully executed.
type

{OrderStateResponse}

memberof

OrderHistoryResult

OrderType

One of:

  • Unknown
  • Market
  • Limit
  • StopMarket
  • StopLimit
  • TrailingStopMarket
  • TrailingStopLimit
  • BlockTrade
type

{OrderTypeResponse}

memberof

OrderHistoryResult

OrigClOrdId

OrigClOrdId: number

If the order has been changed, shows the original client order ID, a value that the client can create (much like a purchase order).

type

{number}

memberof

OrderHistoryResult

OrigOrderId

OrigOrderId: number

If the order has been changed, shows the original order ID.

type

{number}

memberof

OrderHistoryResult

OrigQuantity

OrigQuantity: number

If the order has been changed, this value shows the original quantity

type

{number}

memberof

OrderHistoryResult

Price

Price: number

Price of the order.

type

{number}

memberof

OrderHistoryResult

Quantity

Quantity: number

Quantity of the order.

type

{number}

memberof

OrderHistoryResult

QuantityExecuted

QuantityExecuted: number

This value states the quantity that was executed in the order. It may be the same as the quantity of the order; it may be different.

type

{number}

memberof

OrderHistoryResult

ReceiveTime

ReceiveTime: number

The time at which the system received the quote, in POSIX format

type

{number}

memberof

OrderHistoryResult

ReceiveTimeTicks

ReceiveTimeTicks: number

The time stamp of the received quote in Microsoft Ticks format.

type

{number}

memberof

OrderHistoryResult

RejectReason

RejectReason: string

If the order was rejected, this string value holds the reason

type

{string}

memberof

OrderHistoryResult

Side

The open order can be Buy or Sell.

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

{SideResponse}

memberof

OrderHistoryResult

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