Provides a single reference to an order for the algorithm to maintain. As the order gets updated this ticket will also get updated More...

Public Member Functions
	OrderTicket (SecurityTransactionManager transactionManager, SubmitOrderRequest submitRequest)
	Initializes a new instance of the OrderTicket class More...

decimal	Get (OrderField field)
	Gets the specified field from the ticket More...

T	Get< T > (OrderField field)
	Gets the specified field from the ticket and tries to convert it to the specified type More...

OrderResponse	Update (UpdateOrderFields fields)
	Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with data specified in fields More...

OrderResponse	UpdateTag (string tag)
	Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with tag specified in tag More...

OrderResponse	UpdateQuantity (decimal quantity, string tag=null)
	Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with quantity specified in quantity and with tag specified in quantity More...

OrderResponse	UpdateLimitPrice (decimal limitPrice, string tag=null)
	Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with limit price specified in limitPrice and with tag specified in tag More...

OrderResponse	UpdateStopPrice (decimal stopPrice, string tag=null)
	Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop price specified in stopPrice and with tag specified in tag More...

OrderResponse	UpdateTriggerPrice (decimal triggerPrice, string tag=null)
	Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with trigger price specified in triggerPrice and with tag specified in tag More...

OrderResponse	UpdateStopTrailingAmount (decimal trailingAmount, string tag=null)
	Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop trailing amount specified in trailingAmount and with tag specified in tag More...

OrderResponse	Cancel (string tag=null)
	Submits a new request to cancel this order More...

OrderResponse	GetMostRecentOrderResponse ()
	Gets the most recent OrderResponse for this ticket More...

OrderRequest	GetMostRecentOrderRequest ()
	Gets the most recent OrderRequest for this ticket More...

override string	ToString ()
	Returns a string that represents the current object. More...

Static Public Member Functions
static OrderTicket	InvalidCancelOrderId (SecurityTransactionManager transactionManager, CancelOrderRequest request)
	Creates a new OrderTicket that represents trying to cancel an order for which no ticket exists More...

static OrderTicket	InvalidUpdateOrderId (SecurityTransactionManager transactionManager, UpdateOrderRequest request)
	Creates a new OrderTicket that represents trying to update an order for which no ticket exists More...

static OrderTicket	InvalidSubmitRequest (SecurityTransactionManager transactionManager, SubmitOrderRequest request, OrderResponse response)
	Creates a new OrderTicket that represents trying to submit a new order that had errors embodied in the response More...

static implicit	operator int (OrderTicket ticket)
	This is provided for API backward compatibility and will resolve to the order ID, except during an error, where it will return the integer value of the OrderResponseErrorCode from the most recent response More...

Public Attributes
bool	HasOrder => _order != null
	Returns true if the order has been set for this ticket More...

WaitHandle	OrderSet => _orderSetEvent
	Gets a wait handle that can be used to wait until the order has been set More...

Properties
int	OrderId `[get]`
	Gets the order id of this ticket More...

OrderStatus?	Status `[get]`
	Gets the current status of this order ticket More...

Symbol	Symbol `[get]`
	Gets the symbol being ordered More...

SecurityType	SecurityType `[get]`
	Gets the Symbol's SecurityType More...

decimal?	Quantity `[get]`
	Gets the number of units ordered More...

decimal	AverageFillPrice `[get]`
	Gets the average fill price for this ticket. If no fills have been processed then this will return a value of zero. More...

decimal	QuantityFilled `[get]`
	Gets the total qantity filled for this ticket. If no fills have been processed then this will return a value of zero. More...

DateTime	Time `[get]`
	Gets the time this order was last updated More...

OrderType	OrderType `[get]`
	Gets the type of order More...

string?	Tag `[get]`
	Gets the order's current tag More...

SubmitOrderRequest	SubmitRequest `[get]`
	Gets the SubmitOrderRequest that initiated this order More...

IReadOnlyList< UpdateOrderRequest >	UpdateRequests `[get]`
	Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id More...

CancelOrderRequest	CancelRequest `[get]`
	Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null More...

IReadOnlyList< OrderEvent >	OrderEvents `[get]`
	Gets a list of all order events for this ticket More...

WaitHandle	OrderClosed `[get]`
	Gets a wait handle that can be used to wait until this order has filled More...

Detailed Description

Provides a single reference to an order for the algorithm to maintain. As the order gets updated this ticket will also get updated

Definition at line 30 of file OrderTicket.cs.

Constructor & Destructor Documentation

◆ OrderTicket()

QuantConnect.Orders.OrderTicket.OrderTicket	(	SecurityTransactionManager	transactionManager,
		SubmitOrderRequest	submitRequest
	)

Initializes a new instance of the OrderTicket class

Parameters

transactionManager	The transaction manager used for submitting updates and cancels for this ticket
submitRequest	The order request that initiated this order ticket

Definition at line 214 of file OrderTicket.cs.

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Member Function Documentation

◆ Get()

decimal QuantConnect.Orders.OrderTicket.Get ( OrderField field )

Gets the specified field from the ticket

Parameters

field The order field to get

Returns: The value of the field

Exceptions

ArgumentException	Field out of range
ArgumentOutOfRangeException	Field out of range for order type

Definition at line 233 of file OrderTicket.cs.

◆ Get< T >()

T QuantConnect.Orders.OrderTicket.Get< T > ( OrderField field )

Gets the specified field from the ticket and tries to convert it to the specified type

Parameters

field The order field to get

Returns: The value of the field

Exceptions

ArgumentException	Field out of range
ArgumentOutOfRangeException	Field out of range for order type

Definition at line 245 of file OrderTicket.cs.

◆ Update()

OrderResponse QuantConnect.Orders.OrderTicket.Update ( UpdateOrderFields fields )

Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with data specified in fields

Parameters

fields Defines what properties of the order should be updated

Returns: The OrderResponse from updating the order

Definition at line 319 of file OrderTicket.cs.

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◆ UpdateTag()

OrderResponse QuantConnect.Orders.OrderTicket.UpdateTag ( string tag )

Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with tag specified in tag

Parameters

tag	The new tag for this order ticket

Returns: OrderResponse from updating the order

Definition at line 331 of file OrderTicket.cs.

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◆ UpdateQuantity()

OrderResponse QuantConnect.Orders.OrderTicket.UpdateQuantity	(	decimal	quantity,
		string	tag = `null`
	)

Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticket with quantity specified in quantity and with tag specified in quantity

Parameters

quantity	The new quantity for this order ticket
tag	The new tag for this order ticket

Returns: OrderResponse from updating the order

Definition at line 347 of file OrderTicket.cs.

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◆ UpdateLimitPrice()

OrderResponse QuantConnect.Orders.OrderTicket.UpdateLimitPrice	(	decimal	limitPrice,
		string	tag = `null`
	)

Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with limit price specified in limitPrice and with tag specified in tag

Parameters

limitPrice	The new limit price for this order ticket
tag	The new tag for this order ticket

Returns: OrderResponse from updating the order

Definition at line 364 of file OrderTicket.cs.

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◆ UpdateStopPrice()

OrderResponse QuantConnect.Orders.OrderTicket.UpdateStopPrice	(	decimal	stopPrice,
		string	tag = `null`
	)

Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop price specified in stopPrice and with tag specified in tag

Parameters

stopPrice	The new stop price for this order ticket
tag	The new tag for this order ticket

Returns: OrderResponse from updating the order

Definition at line 381 of file OrderTicket.cs.

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◆ UpdateTriggerPrice()

OrderResponse QuantConnect.Orders.OrderTicket.UpdateTriggerPrice	(	decimal	triggerPrice,
		string	tag = `null`
	)

Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with trigger price specified in triggerPrice and with tag specified in tag

Parameters

triggerPrice	The new price which, when touched, will trigger the setting of a limit order.
tag	The new tag for this order ticket

Returns: OrderResponse from updating the order

Definition at line 398 of file OrderTicket.cs.

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◆ UpdateStopTrailingAmount()

OrderResponse QuantConnect.Orders.OrderTicket.UpdateStopTrailingAmount	(	decimal	trailingAmount,
		string	tag = `null`
	)

Submits an UpdateOrderRequest with the SecurityTransactionManager to update the ticker with stop trailing amount specified in trailingAmount and with tag specified in tag

Parameters

trailingAmount	The new trailing amount for this order ticket
tag	The new tag for this order ticket

Returns: OrderResponse from updating the order

Definition at line 415 of file OrderTicket.cs.

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◆ Cancel()

OrderResponse QuantConnect.Orders.OrderTicket.Cancel ( string tag = null )

Submits a new request to cancel this order

Definition at line 428 of file OrderTicket.cs.

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◆ GetMostRecentOrderResponse()

OrderResponse QuantConnect.Orders.OrderTicket.GetMostRecentOrderResponse ( )

Gets the most recent OrderResponse for this ticket

Returns: The most recent OrderResponse for this ticket

Definition at line 450 of file OrderTicket.cs.

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◆ GetMostRecentOrderRequest()

OrderRequest QuantConnect.Orders.OrderTicket.GetMostRecentOrderRequest ( )

Gets the most recent OrderRequest for this ticket

Returns: The most recent OrderRequest for this ticket

Definition at line 459 of file OrderTicket.cs.

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◆ InvalidCancelOrderId()

static OrderTicket QuantConnect.Orders.OrderTicket.InvalidCancelOrderId	(	SecurityTransactionManager	transactionManager,
		CancelOrderRequest	request
	)

static

Creates a new OrderTicket that represents trying to cancel an order for which no ticket exists

Definition at line 590 of file OrderTicket.cs.

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◆ InvalidUpdateOrderId()

static OrderTicket QuantConnect.Orders.OrderTicket.InvalidUpdateOrderId	(	SecurityTransactionManager	transactionManager,
		UpdateOrderRequest	request
	)

static

Creates a new OrderTicket that represents trying to update an order for which no ticket exists

Definition at line 605 of file OrderTicket.cs.

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◆ InvalidSubmitRequest()

static OrderTicket QuantConnect.Orders.OrderTicket.InvalidSubmitRequest	(	SecurityTransactionManager	transactionManager,
		SubmitOrderRequest	request,
		OrderResponse	response
	)

static

Creates a new OrderTicket that represents trying to submit a new order that had errors embodied in the response

Definition at line 620 of file OrderTicket.cs.

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◆ ToString()

override string QuantConnect.Orders.OrderTicket.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 633 of file OrderTicket.cs.

◆ operator int()

static implicit QuantConnect.Orders.OrderTicket.operator int ( OrderTicket ticket )

static

This is provided for API backward compatibility and will resolve to the order ID, except during an error, where it will return the integer value of the OrderResponseErrorCode from the most recent response

Definition at line 668 of file OrderTicket.cs.

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Member Data Documentation

◆ HasOrder

bool QuantConnect.Orders.OrderTicket.HasOrder => _order != null

Returns true if the order has been set for this ticket

Definition at line 202 of file OrderTicket.cs.

◆ OrderSet

WaitHandle QuantConnect.Orders.OrderTicket.OrderSet => _orderSetEvent

Gets a wait handle that can be used to wait until the order has been set

Definition at line 207 of file OrderTicket.cs.

Property Documentation

◆ OrderId

int QuantConnect.Orders.OrderTicket.OrderId

get

Gets the order id of this ticket

Definition at line 57 of file OrderTicket.cs.

◆ Status

OrderStatus? QuantConnect.Orders.OrderTicket.Status

get

Gets the current status of this order ticket

Definition at line 65 of file OrderTicket.cs.

◆ Symbol

Symbol QuantConnect.Orders.OrderTicket.Symbol

get

Gets the symbol being ordered

Definition at line 77 of file OrderTicket.cs.

◆ SecurityType

SecurityType QuantConnect.Orders.OrderTicket.SecurityType

get

Gets the Symbol's SecurityType

Definition at line 85 of file OrderTicket.cs.

◆ Quantity

decimal? QuantConnect.Orders.OrderTicket.Quantity

get

Gets the number of units ordered

Definition at line 93 of file OrderTicket.cs.

◆ AverageFillPrice

decimal QuantConnect.Orders.OrderTicket.AverageFillPrice

get

Gets the average fill price for this ticket. If no fills have been processed then this will return a value of zero.

Definition at line 102 of file OrderTicket.cs.

◆ QuantityFilled

decimal QuantConnect.Orders.OrderTicket.QuantityFilled

get

Gets the total qantity filled for this ticket. If no fills have been processed then this will return a value of zero.

Definition at line 111 of file OrderTicket.cs.

◆ Time

DateTime QuantConnect.Orders.OrderTicket.Time

get

Gets the time this order was last updated

Definition at line 119 of file OrderTicket.cs.

◆ OrderType

OrderType QuantConnect.Orders.OrderTicket.OrderType

get

Gets the type of order

Definition at line 127 of file OrderTicket.cs.

◆ Tag

string? QuantConnect.Orders.OrderTicket.Tag

get

Gets the order's current tag

Definition at line 135 of file OrderTicket.cs.

◆ SubmitRequest

SubmitOrderRequest QuantConnect.Orders.OrderTicket.SubmitRequest

get

Gets the SubmitOrderRequest that initiated this order

Definition at line 143 of file OrderTicket.cs.

◆ UpdateRequests

IReadOnlyList<UpdateOrderRequest> QuantConnect.Orders.OrderTicket.UpdateRequests

get

Gets a list of UpdateOrderRequest containing an item for each UpdateOrderRequest that was sent for this order id

Definition at line 152 of file OrderTicket.cs.

◆ CancelRequest

CancelOrderRequest QuantConnect.Orders.OrderTicket.CancelRequest

get

Gets the CancelOrderRequest if this order was canceled. If this order was not canceled, this will return null

Definition at line 167 of file OrderTicket.cs.

◆ OrderEvents

IReadOnlyList<OrderEvent> QuantConnect.Orders.OrderTicket.OrderEvents

get

Gets a list of all order events for this ticket

Definition at line 181 of file OrderTicket.cs.

◆ OrderClosed

WaitHandle QuantConnect.Orders.OrderTicket.OrderClosed

get

Gets a wait handle that can be used to wait until this order has filled

Definition at line 195 of file OrderTicket.cs.

The documentation for this class was generated from the following file:

Common/Orders/OrderTicket.cs

Public Member Functions

Static Public Member Functions

Public Attributes

Properties

Detailed Description

Constructor & Destructor Documentation

◆ OrderTicket()

Member Function Documentation

◆ Get()

◆ Get< T >()

◆ Update()

◆ UpdateTag()

◆ UpdateQuantity()

◆ UpdateLimitPrice()

◆ UpdateStopPrice()

◆ UpdateTriggerPrice()

◆ UpdateStopTrailingAmount()

◆ Cancel()

◆ GetMostRecentOrderResponse()

◆ GetMostRecentOrderRequest()

◆ InvalidCancelOrderId()

◆ InvalidUpdateOrderId()

◆ InvalidSubmitRequest()

◆ ToString()

◆ operator int()

Member Data Documentation

◆ HasOrder

◆ OrderSet

Property Documentation

◆ OrderId

◆ Status

◆ Symbol

◆ SecurityType

◆ Quantity

◆ AverageFillPrice

◆ QuantityFilled

◆ Time

◆ OrderType

◆ Tag

◆ SubmitRequest

◆ UpdateRequests

◆ CancelRequest

◆ OrderEvents

◆ OrderClosed