OSOGroupingMethod Enumeration

GF API Documentation
OSO grouping method

Namespace:  GF.Api.Values.Orders
Assembly:  GF.Api.Values (in GF.Api.Values.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax

public enum OSOGroupingMethod
Members

  Member nameValueDescription
ByFirstPrice0 Only one sub order.
ByPrice1 Sub order for each different fill price of the main order
ByFill2 Sub order for each fill of the main order
Remarks

Defines how to manage linked orders.
  • ByFirstPrice - Only one sub order will be created with price based on the first fill of the main order.
  • ByPrice - Sub order will be created for each different fill price of the main order.
  • ByFill - Sub order will be created for each fill of the main order.
See Also

Reference