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.

Property	Property Type	Description
TriggerPrice	double (floating point value)	Price at which the order is triggered.
OrderDirection	OrderDirection	Order direction, like Buy, Sell.
Symbol	Symbol	Trading symbol of the order.
Tag	String	Unique id of the order as given by your strategy during placing of the order.
StatusMessage	String	Description of the order status.
Status	OrderStatus	Order status.
Quantity	double (floating point value)	Quantity associated with the original order while placing the order.
ProductType	OrderProductType (Enumeration)	Order product type, like Normal, Intraday, etc.,
Price	double (floating point value)	Price associated with the original order while placing the order.
PlacedBy	String	Value identifying the source of the order.
PendingQuantity	double (floating point value)	Pending quantity of the order that is yet to be filled at the time of receiving the order update.
ParentOrderId	String	Order id of the parent order, in case of multi leg orders. Not applicable for now and should always be empty or null.
OrderType	OrderType	Order type as specified while placing the order.
OrderTimestamp	DateTime	Timestamp of when the order is placed.
OrderId	String	Unique order id generated by Algorum for each placed order.
InstrumentToken	unsigned integer (32-bit)	Unique data platform specific token of the symbol associated with the order.
FilledQuantity	double (floating point value)	Filled quantity of the order at the time of receiving the order update.
ExchangeTimestamp	DateTime	Timestamp of the order update from Exchange.
ExchangeOrderId	String	Unique order id assigned to the order by the Exchange.
Exchange	Exchange	Trad exchange as specified while placing the order.
DisclosedQuantity	double (floating point value)	Quantity of the order that is disclosed to the market.
CancelledQuantity	double (floating point value)	Quantity of the order that is cancelled by your strategy or brokerage or exchange.
AveragePrice	double (floating point value)	Average price of the filled quantity of the order.
Validity	String	Validity of the order as specified while placing the order.
Variety	String	Not used for now.
BrokerageOrderJson	String	JSON format of the order object as returned by the underlying brokerage API. Can be used to read any order parameters specific to a brokerage.
ValidTillTime	DateTime	Time of the day till which an order is valid. Applicable only to Intraday Limit orders.