Stop Market Order Type Definition More...

Inheritance diagram for QuantConnect.Orders.StopMarketOrder:

Public Member Functions
	StopMarketOrder ()
	Default constructor for JSON Deserialization: More...

	StopMarketOrder (Symbol symbol, decimal quantity, decimal stopPrice, DateTime time, string tag="", IOrderProperties properties=null)
	New Stop Market Order constructor - More...

override string	GetDefaultTag ()
	Gets the default tag for this order More...

override void	ApplyUpdateOrderRequest (UpdateOrderRequest request)
	Modifies the state of this order to match the update request More...

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

override Order	Clone ()
	Creates a deep-copy clone of this order More...

Public Member Functions inherited from QuantConnect.Orders.Order
virtual IEnumerable< IPosition >	CreatePositions (SecurityManager securities)
	Creates an enumerable containing each position resulting from executing this order. More...

decimal	GetValue (Security security)
	Gets the value of this order at the given market price in units of the account currency NOTE: Some order types derive value from other parameters, such as limit prices More...

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

Protected Member Functions
override decimal	GetValueImpl (Security security)
	Gets the order value in units of the security's quote currency More...

Protected Member Functions inherited from QuantConnect.Orders.Order
	Order ()
	Added a default constructor for JSON Deserialization: More...

	Order (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
	New order constructor More...

	Order (Symbol symbol, decimal quantity, DateTime time, string tag="", IOrderProperties properties=null)
	New order constructor More...

void	CopyTo (Order order)
	Copies base Order properties to the specified order More...

Properties
decimal	StopPrice `[get, set]`
	Stop price for this stop market order. More...

override OrderType	Type `[get]`
	StopMarket Order Type More...

Properties inherited from QuantConnect.Orders.Order
int	Id `[get, set]`
	Order ID. More...

int	ContingentId `[get, set]`
	Order id to process before processing this order. More...

List< string >	BrokerId `[get, set]`
	Brokerage Id for this order for when the brokerage splits orders into multiple pieces More...

Symbol	Symbol `[get, set]`
	Symbol of the Asset More...

decimal	Price `[get, set]`
	Price of the Order. More...

string	PriceCurrency `[get, set]`
	Currency for the order price More...

DateTime	Time `[get, set]`
	Gets the utc time the order was created. More...

DateTime?	LastFillTime `[get, set]`
	Gets the utc time the last fill was received, or null if no fills have been received More...

DateTime?	LastUpdateTime `[get, set]`
	Gets the utc time this order was last updated, or null if the order has not been updated. More...

DateTime?	CanceledTime `[get, set]`
	Gets the utc time this order was canceled, or null if the order was not canceled. More...

virtual decimal	Quantity `[get, set]`
	Number of shares to execute. More...

abstract OrderType	Type `[get]`
	Order Type More...

OrderStatus	Status `[get, set]`
	Status of the Order More...

string	Tag `[get, set]`
	Tag the order with some custom data More...

IOrderProperties	Properties `[get]`
	Additional properties of the order More...

OrderDirection	Direction `[get]`
	Order Direction Property based off Quantity. More...

OrderSubmissionData	OrderSubmissionData `[get, set]`
	Gets the price data at the time the order was submitted More...

bool	IsMarketable `[get]`
	Returns true if the order is a marketable order. More...

GroupOrderManager	GroupOrderManager `[get, set]`
	Manager for the orders in the group if this is a combo order More...

DataNormalizationMode	PriceAdjustmentMode `[get, set]`
	The adjustment mode used on the order fill price More...

Additional Inherited Members
Static Public Member Functions inherited from QuantConnect.Orders.Order
static Order	CreateOrder (SubmitOrderRequest request)
	Creates an Order to match the specified request More...

Public Attributes inherited from QuantConnect.Orders.Order
DateTime	CreatedTime => Time
	Gets the utc time this order was created. Alias for Time More...

TimeInForce	TimeInForce => Properties.TimeInForce
	Order Time In Force More...

SecurityType	SecurityType => Symbol.ID.SecurityType
	The symbol's security type More...

decimal	AbsoluteQuantity => Math.Abs(Quantity)
	Get the absolute quantity for this order More...

decimal	Value => Quantity * Price
	Deprecated More...

Detailed Description

Stop Market Order Type Definition

Definition at line 26 of file StopMarketOrder.cs.

Constructor & Destructor Documentation

◆ StopMarketOrder() [1/2]

QuantConnect.Orders.StopMarketOrder.StopMarketOrder ( )

Default constructor for JSON Deserialization:

Definition at line 45 of file StopMarketOrder.cs.

◆ StopMarketOrder() [2/2]

QuantConnect.Orders.StopMarketOrder.StopMarketOrder	(	Symbol	symbol,
		decimal	quantity,
		decimal	stopPrice,
		DateTime	time,
		string	tag = `""`,
		IOrderProperties	properties = `null`
	)

New Stop Market Order constructor -

Parameters

symbol	Symbol asset we're seeking to trade
quantity	Quantity of the asset we're seeking to trade
time	Time the order was placed
stopPrice	Price the order should be filled at if a limit order
tag	User defined data tag for this order
properties	The order properties for this order

Definition at line 58 of file StopMarketOrder.cs.

Member Function Documentation

◆ GetDefaultTag()

override string QuantConnect.Orders.StopMarketOrder.GetDefaultTag ( )

virtual

Gets the default tag for this order

Returns: The default tag

Reimplemented from QuantConnect.Orders.Order.

Reimplemented in QuantConnect.Orders.TrailingStopOrder.

Definition at line 68 of file StopMarketOrder.cs.

◆ GetValueImpl()

override decimal QuantConnect.Orders.StopMarketOrder.GetValueImpl ( Security security )

protectedvirtual

Gets the order value in units of the security's quote currency

Parameters

security The security matching this order's symbol

Implements QuantConnect.Orders.Order.

Definition at line 77 of file StopMarketOrder.cs.

◆ ApplyUpdateOrderRequest()

override void QuantConnect.Orders.StopMarketOrder.ApplyUpdateOrderRequest ( UpdateOrderRequest request )

virtual

Modifies the state of this order to match the update request

Parameters

request The request to update this order object

Reimplemented from QuantConnect.Orders.Order.

Reimplemented in QuantConnect.Orders.TrailingStopOrder.

Definition at line 98 of file StopMarketOrder.cs.

◆ ToString()

override string QuantConnect.Orders.StopMarketOrder.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 114 of file StopMarketOrder.cs.

◆ Clone()

override Order QuantConnect.Orders.StopMarketOrder.Clone ( )

virtual

Creates a deep-copy clone of this order

Returns: A copy of this order

Implements QuantConnect.Orders.Order.

Reimplemented in QuantConnect.Orders.TrailingStopOrder.

Definition at line 123 of file StopMarketOrder.cs.

Here is the call graph for this function:

Property Documentation

◆ StopPrice

decimal QuantConnect.Orders.StopMarketOrder.StopPrice

getset

Stop price for this stop market order.

Definition at line 32 of file StopMarketOrder.cs.

◆ Type

override OrderType QuantConnect.Orders.StopMarketOrder.Type

get

StopMarket Order Type

Definition at line 38 of file StopMarketOrder.cs.

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

Common/Orders/StopMarketOrder.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ StopMarketOrder() [1/2]

◆ StopMarketOrder() [2/2]

Member Function Documentation

◆ GetDefaultTag()

◆ GetValueImpl()

◆ ApplyUpdateOrderRequest()

◆ ToString()

◆ Clone()

Property Documentation

◆ StopPrice

◆ Type