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 | Number, required |
legRatio | Always 1.0 | Number, required |
quantity | Initial quantity of the order in units (not in lots) | Number, required |
filledQuantity | Quantity filled so far in units (not in lots). If no fills took place, this field equals to | Number, required |
remainingQuantity | Quantity available for further execution (in units). | Number, required |
averagePrice | Volume-weighted average price of all fills for this leg. The value is | Number, required |
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.
Order Link
Field | Value | Type |
---|---|---|
linkType | Type of the link | String, required |
linkedOrder | Internal unique string code of the linked order. Corresponds to the | String, required |
linkedClientOrderId | Unique order id of the linked order. Corresponds to the | String, required |
string Link Type
One of the following values:
PARENT
– this order is a parent of the linked oneCHILD
– this order is a child of the linked oneOCO
– this order is a member of an OCO group with the linked one.
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