Order Leg

Field
Value
Type

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

legRatio

Always 1.0

quantity

Initial quantity of the order in units (not in lots)

filledQuantity

Quantity filled so far in units (not in lots). If no fills took place, this field equals to 0.0.

remainingQuantity

Quantity available for further execution (in units).

averagePrice

Volume-weighted average price of all fills for this leg. The value is 0.0 if there are no fills yet.

string Position Effect

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

string Position Code

ID of a position that should be modified by this order. Used for position based trading. Present when positionEffect is Close and omitted otherwise.

number Quantity

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.

Field
Value
Type

linkType

Type of the link

String, required

linkedOrder

String, required

linkedClientOrderId

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.

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