Order Leg
Last updated
Last updated
instrument
Symbol of the order’s instrument
String, required
positionEffect
The effect of this order on a position
String, optional
positionCode
ID of a position that should be modified by this order
String, optional
price
Price of the order
, required
legRatio
Always 1.0
, required
quantity
Initial quantity of the order in units (not in lots)
, required
filledQuantity
Quantity filled so far in units (not in lots). If no fills took place, this field equals to 0.0
.
, required
remainingQuantity
Quantity available for further execution (in units).
, required
averagePrice
Volume-weighted average price of all fills for this leg. The value is 0.0
if there are no fills yet.
, required
Indicates whether the resulting position after a trade should be a new position or the trade should close an existing position. Required for position-based trading. If the value is Close
, the positionCode field is also present.
Possible values:
OPEN
CLOSE
ID of a position that should be modified by this order. Used for position based trading. Present when positionEffect is Close
and omitted otherwise.
Initial quantity of the order in units (not in lots) as specified in a "Place" request.
This value is not present if this is an attached Limit or Stop "closing" order linked to a position. In this case the positionCode
field is present and positionEffect
is "Close". It means initial quantity of the order equals to the quantity of the position.
If this is a Market order closing the position, it may have quantity set to be able to partially close the position. If quantity is omitted for Market order with the "Closing" position effect, then whole position will be closed.
linkType
Type of the link
String, required
linkedOrder
Internal unique string code of the linked order. Corresponds to the orderCode
field in the object
String, required
linkedClientOrderId
Unique order id of the linked order. Corresponds to the clientOrderId
field in the object
String, required
One of the following values:
PARENT
– this order is a parent of the linked one
CHILD
– this order is a child of the linked one
OCO
– this order is a member of an OCO group with the linked one.