A client order.
Namespace: GF.Api.Orders
Assembly: GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax
The IOrder type exposes the following members.
Properties
Name | Description | |
---|---|---|
ABChildren |
Children orders for allocation block order
| |
ABParent |
Parent order for allocation block child order
| |
Account |
Order account
| |
AllocationBlock |
Order allocation block
| |
Commands |
Order commands
| |
Comments |
Order comments
| |
Contract |
Order contract
| |
CurrentState |
Current state of order
| |
CustomCompound |
Custom Compound: detailed declaration of the legs
| |
Fills |
Order fills, active and cancelled.
| |
Flags |
Order execution flags of last active version
| |
ID |
Server identifier
| |
IsBuySide |
Helper property that evaluates Side property
| |
IsFilled |
Checks whether order is fully filled (filled quantity = total quantity)
| |
IsFinalState |
Checks whether order is Completed, Cancelled or Rejected
so no state changes are expected
| |
IsIceberg | ||
IsMarketOrder |
Checks whether the order is market
| |
IsReadOnly |
Order cannot be cancelled or modified
| |
IsTrailingStop | ||
Linked |
Link to leg of main OSO order
| |
OCO |
Link to paired OCO order
| |
Parent |
Link to main OSO order
| |
ParentOrder |
Link to parent reference order
| |
Price |
Current order limit/stop price
| |
Price2 |
Current order limit price for STPLMT orders
| |
Quantity |
Total order quantity
| |
Side |
Order Side (Buy/Sell)
| |
States |
Order states history
| |
SubOrders |
Link to children suborders
| |
TicketNumber |
ID of last active version of order
| |
Timestamp |
Order creation timestamp
| |
Trader |
Trader, to whose account order belongs (for admins) or null (for traders)
| |
Type |
Current order type
| |
TypePriceString |
Gets type and (optionally) price as "MKT", "LMT 1234.0", "STP 123 07.25 LMT 120 31.75"
| |
Versions |
Order version history
|
Remarks
Some orders, especially pit or MOO/ MOC ones, could then change their state to Held - this means that they are not active yet and waiting of activation. MOO/MOC orders
Prior to activation, order can be rejected at different stages by risk system, live broker or electronic execution system. In this case it becomes Rejected
When order is accepted by system, broker and/or electronic execution system, it becomes Working - this means that order is active and could be filled. Market orders usually get filled and completed in a few milliseconds, if trading session is now active for order Contract. Other orders will wait until order condition is satisfied.
Client can request order cancellation - see CancelOrder(OrderID, SubmissionType, Location, Tag50), or modification - in this case he needs to create a ModifyOrderDraft, change values he wants to modify and call ModifyOrder(ModifyOrderDraft) method. Both of these actions creates a ICommand, and modification also creates a new order version.
Finally, order becomes Completed or Cancelled - note, that cancellation of a partially filled order makes the order completed, so client should look at filled quantity instead of order quantity to see whether order was fully completed or not.
See Also