Order Class

Class that represents an order, both for submitting and getting updates of.

Definition

Namespace: T4.API
Assembly: T4API.47 (in T4API.47.dll) Version: 4.7.0.0 (4.7.68.4)
C#
public class Order
Inheritance
Object    Order

Remarks

When an order is submitted an Order object is created for that order, all updates to the order are applied to that same Order object instance. The Order will exist in the API until it is removed at the end of the trading day for that market.

Properties

AccountCode The clearing account code for the order.
AccountNumber The clearing account number that this order is for.
AccountSvr The name of the Account Server that last changed this order.
ActivationData The activation trigger details.
ActivationType Whether the order works immediately or is held for later activation.
AppID Unique identifer for the application that last changed the order.
AppName The name of the application that last changed this order.
AvgPriceGroupID The average price group.
AvgPriceIndicator The average price indicator type.
BillingFee The clearing billing fee for the order.
BuySell Whether the order is a Buy or Sell order.
Change The last change to the order.
Checked Provides support for an end user to check off orders as they have seen them. Some users want the ability to use multiple check states which is why an integer is used. This value is only maintained in memory while the API exists. Value changes are not reported back to the server.
ClearingTradePriceType The clearing trade price type.
CTI The clearing customer type indicator for the order.
CurrentLimitPrice The current limit price of the order.
CurrentMaxShow The maximum volume visible to the market.
CurrentStopPrice The current stop trigger price of the order.
CurrentVolume The current total volume of the order.
CustomerReference The clearing customer reference for the order.
CustOrderHandlingInst The customer order handling instance type.
ExchangeID The exchange identifier for the market for this order.
ExchangeLocation The user location identifier for the exchange for this order.
ExchangeLoginID The user login identifier for the exchange for this order.
ExchangeOrderID The order id given to this order by the exchange.
ExchangeOrderRef Exchange recognised order id reference
ExchangeSvr The name of the Exchange Server that last changed this order.
ExchangeTime The time from the exchange of the last change to this order.
ExecutingLoginID The exchange login that executed this order.
FirstExchangeTag The first tag sent to the exchange for this order.
IsWorking Whether the Order is in a working state or not.
LastExchangeTag The most recent tag sent to the exchange for this order.
MaxVolume The maximum volume allowed for this order. Used with AutoOCO's etc.
MemberAllocation The clearing member allocation for the order.
NewLimitPrice The new limit price of the order during a revision.
NewMaxShow The maximum volume visible to the market.
NewStopPrice The new stop trigger price of the order during a revision.
NewVolume The new volume of the order during a revision.
OmnibusAccount The clearing omnibus account for the order.
OpenClose Whether the order is opening or closing interest in the market.
OrderLink Whether this order is linked to another.
OrdersLinked The UniqueID's of the orders that are linked to this one.
Origin The clearing origin of the order.
PriceType The type of pricing for the order.
PrimaryUser Primary user
ResponsePending Whether the system is waiting for a response from the exchange.
RoutingUserID Unique identifier of the user that last changed the order.
RoutingUsername The login name of the user that last changed the order.
SessionID The id for the user login session that last changed this order.
Status The status of the order.
StatusDetail Free text string containing any messages from the exchange regarding this order.
SubmissionSpeed The round trip order submission speed for the order.
SubmitTime The server time that the order was first submitted at.
Tag Free text string for the order specified when the order is created.
Time The server time of the last update to this order.
TimeType The time behaviour of the order.
TotalFillVolume The total filled volume of the order.
TradeDate The trading date for this order.
TraderAllocation The clearing trader allocation for the order.
TrailPrice The Price that the order is trailing the market by.
UniqueID The unique identifier for the order.
UserAddress The IP address of the user that last changed the order.
UserID Unique identifier of the user that last changed the order.
Username The login name of the user that last changed the order.
UserSvr The name of the User Server that last changed this order.
WorkingVolume The current working volume of the order.

Methods

AverageFillPrice Calculates the average fill price of the fills for this order.
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetHistory Allows the user to request the history of the order.
GetTypeGets the Type of the current instance.
(Inherited from Object)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Pull Method to pull the order.
Pull(User, Boolean) Method to pull the order.
Revise(Int32, NullableDecimal) Method to revise the order.
Revise(Int32, NullableDecimal, NullableDecimal) Method to revise the order.
Revise(Int32, NullableDecimal, NullableDecimal, NullableDecimal, ActivationData, Int32, User, Boolean) Method to revise the order.
ToStringReturns a string that represents the current object.
(Inherited from Object)
UpdateTag Allows the updating of only the tag field of this order regardless of the orders' status.

Fields

Account The account this order belongs to.
Market The market this order belongs to.
TradeLegs List of leg trades for the order.
Trades List of individual trades for the order.

See Also