Order (Class)

This page describes the Order class

Order class contains the details of the order placed by your strategy. The order object is returned after the call to QuantEngineClient's PlaceOrder method, in the OnOrderUpdate override method of your strategy class.

PropertyProperty TypeDescription
TriggerPricedouble (floating point value)Price at which the order is triggered.
OrderDirectionOrderDirectionOrder direction, like Buy, Sell.
SymbolSymbolTrading symbol of the order.
TagStringUnique id of the order as given by your strategy during placing of the order.
StatusMessageStringDescription of the order status.
StatusOrderStatusOrder status.
Quantitydouble (floating point value)Quantity associated with the original order while placing the order.
ProductTypeOrderProductType (Enumeration)Order product type, like Normal, Intraday, etc.,
Pricedouble (floating point value)Price associated with the original order while placing the order.
PlacedByStringValue identifying the source of the order.
PendingQuantitydouble (floating point value)Pending quantity of the order that is yet to be filled at the time of receiving the order update.
ParentOrderIdStringOrder id of the parent order, in case of multi leg orders. Not applicable for now and should always be empty or null.
OrderTypeOrderTypeOrder type as specified while placing the order.
OrderTimestampDateTimeTimestamp of when the order is placed.
OrderIdStringUnique order id generated by Algorum for each placed order.
InstrumentTokenunsigned integer (32-bit)Unique data platform specific token of the symbol associated with the order.
FilledQuantitydouble (floating point value)Filled quantity of the order at the time of receiving the order update.
ExchangeTimestampDateTimeTimestamp of the order update from Exchange.
ExchangeOrderIdStringUnique order id assigned to the order by the Exchange.
ExchangeExchangeTrad exchange as specified while placing the order.
DisclosedQuantitydouble (floating point value)Quantity of the order that is disclosed to the market.
CancelledQuantitydouble (floating point value)Quantity of the order that is cancelled by your strategy or brokerage or exchange.
AveragePricedouble (floating point value)Average price of the filled quantity of the order.
ValidityStringValidity of the order as specified while placing the order.
VarietyStringNot used for now.
BrokerageOrderJsonStringJSON format of the order object as returned by the underlying brokerage API. Can be used to read any order parameters specific to a brokerage.
ValidTillTimeDateTimeTime of the day till which an order is valid. Applicable only to Intraday Limit orders.

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