OSO grouping method
Namespace: GF.Api.Values.Orders
Assembly: GF.Api.Values (in GF.Api.Values.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax
Members
Member name | Value | Description | |
---|---|---|---|
ByFirstPrice | 0 | Only one sub order. | |
ByPrice | 1 | Sub order for each different fill price of the main order | |
ByFill | 2 | Sub order for each fill of the main order |
Remarks
- 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