Class Order

Defines properties that provide information about a specific order working in the market

Inheritance

Object

Order

Implements

IEquatable<Order>

IComparable<Order>

Inherited Members

Object.Equals(Object, Object)

Object.GetType()

Object.MemberwiseClone()

Object.ReferenceEquals(Object, Object)

Namespace: tt_net_sdk

Assembly: tt-net-api.dll

Syntax

public class Order : IEquatable<Order>, IComparable<Order>

Remarks

The Order class represents the current state of an order. When you submit an order profile through the Session.SendOrder or TradeSubscription.SendOrder methods, the TT .NET SDK creates a new Order object. As the status of an order changes in the market, such as being filled or deleted, the TT .NET SDK invokes a corresponding callback with a new Order object representing the order's updated state. To receive callbacks for order-related events, you must instantiate at least one TradeSubscription object and register for the desired events. The Order object is a read-only object. You can use this object to access all order information available in TTW. Tip: Because the TT .NET SDK returns new, updated Order objects in each callback, you do not need to store the individual objects in memory.

Fields

PreviousAction

Declaration

public OrderAction PreviousAction

Field Value

Type	Description
OrderAction

Properties

Account

Declaration

public Account Account { get; }

Property Value

Type	Description
Account

AccountId

Declaration

public ulong AccountId { get; }

Property Value

Type	Description
UInt64

Action7x

Declaration

[Obsolete("Action7x property is provided for backwards compatibility only and will be removed in a future release. Please use OrdStatus instead. ")]
public OrderAction Action7x { get; }

Property Value

Type	Description
OrderAction

Algo

Declaration

public Algo Algo { get; }

Property Value

Type	Description
Algo

AlgoInstumentId

Declaration

public ulong AlgoInstumentId { get; }

Property Value

Type	Description
UInt64

AlgoServerId

Declaration

public string AlgoServerId { get; }

Property Value

Type	Description
String

ApplicationId

Declaration

public string ApplicationId { get; }

Property Value

Type	Description
String

AverageFillPrice

Declaration

public Price AverageFillPrice { get; }

Property Value

Type	Description
Price

BrokerKey

Declaration

public BrokerKey BrokerKey { get; }

Property Value

Type	Description
BrokerKey

BuySell

Declaration

public BuySell BuySell { get; }

Property Value

Type	Description
BuySell

CanceledQuantity

Declaration

public Quantity CanceledQuantity { get; }

Property Value

Type	Description
Quantity

ClearingAccount

Declaration

public string ClearingAccount { get; }

Property Value

Type	Description
String

ClearingAccountName

Declaration

public string ClearingAccountName { get; }

Property Value

Type	Description
String

ClearingAccountOverride

Declaration

public string ClearingAccountOverride { get; }

Property Value

Type	Description
String

Client

Declaration

public string Client { get; }

Property Value

Type	Description
String

ClientIP

Declaration

public uint ClientIP { get; }

Property Value

Type	Description
UInt32

ClientOrderId

Declaration

public ulong ClientOrderId { get; }

Property Value

Type	Description
UInt64

CoLocation

Declaration

public MarketId CoLocation { get; }

Property Value

Type	Description
MarketId

CommodityDerivIndicator

Declaration

public MiFIDBooleanEnum CommodityDerivIndicator { get; }

Property Value

Type	Description
MiFIDBooleanEnum

CompanyKey

Declaration

public CompanyKey CompanyKey { get; }

Property Value

Type	Description
CompanyKey

ConnectionId

Declaration

public ulong ConnectionId { get; }

Property Value

Type	Description
UInt64

CurrentUserId

Declaration

public ulong CurrentUserId { get; }

Property Value

Type	Description
UInt64

CustOrderCapacity

Declaration

public CustOrderCapacity CustOrderCapacity { get; }

Property Value

Type	Description
CustOrderCapacity

CxlRejectReason

Declaration

public CxlRejReason CxlRejectReason { get; }

Property Value

Type	Description
CxlRejReason

DisclosedQuantity

Declaration

public Quantity DisclosedQuantity { get; }

Property Value

Type	Description
Quantity

ExchangeClOrderId

Declaration

public string ExchangeClOrderId { get; }

Property Value

Type	Description
String

ExchangeOrderId

Declaration

public string ExchangeOrderId { get; }

Property Value

Type	Description
String

ExchangeStamp

Declaration

public string ExchangeStamp { get; }

Property Value

Type	Description
String

ExchangeTransactionNumber

Declaration

public string ExchangeTransactionNumber { get; }

Property Value

Type	Description
String

ExchTransactionTime

Declaration

public DateTime ExchTransactionTime { get; }

Property Value

Type	Description
DateTime

ExecutionDecision

Declaration

public string ExecutionDecision { get; }

Property Value

Type	Description
String

ExecutionType

Declaration

public ExecType ExecutionType { get; }

Property Value

Type	Description
ExecType

ExpireDate

Declaration

public ulong ExpireDate { get; }

Property Value

Type	Description
UInt64

FillQuantity

Declaration

public Quantity FillQuantity { get; }

Property Value

Type	Description
Quantity

GiveUp

Declaration

public string GiveUp { get; }

Property Value

Type	Description
String

GroupId

Declaration

public string GroupId { get; }

Property Value

Type	Description
String

HoldOrderFeatures

Declaration

public HoldOrderFeatures HoldOrderFeatures { get; }

Property Value

Type	Description
HoldOrderFeatures

Instrument

Declaration

public Instrument Instrument { get; }

Property Value

Type	Description
Instrument

InstrumentDetails

Declaration

public InstrumentDetails InstrumentDetails { get; }

Property Value

Type	Description
InstrumentDetails

InstrumentKey

Declaration

public InstrumentKey InstrumentKey { get; }

Property Value

Type	Description
InstrumentKey

InvestmentDecision

Declaration

public string InvestmentDecision { get; }

Property Value

Type	Description
String

IsAutomated

Declaration

public bool IsAutomated { get; }

Property Value

Type	Description
Boolean

IsChild

Declaration

public bool IsChild { get; }

Property Value

Type	Description
Boolean

IsExchangeOrder

Declaration

public bool IsExchangeOrder { get; }

Property Value

Type	Description
Boolean

IsExpired

Declaration

public bool IsExpired { get; }

Property Value

Type	Description
Boolean

IsHoldInRejectedOrder

Declaration

public bool IsHoldInRejectedOrder { get; }

Property Value

Type	Description
Boolean

IsOnHold

Declaration

public bool IsOnHold { get; }

Property Value

Type	Description
Boolean

IsParent

Declaration

public bool IsParent { get; }

Property Value

Type	Description
Boolean

IsQueueHolder

Declaration

public bool IsQueueHolder { get; }

Property Value

Type	Description
Boolean

IsRejected

Declaration

public bool IsRejected { get; }

Property Value

Type	Description
Boolean

IsReload

Declaration

public bool IsReload { get; }

Property Value

Type	Description
Boolean

IsSniper

Declaration

public bool IsSniper { get; }

Property Value

Type	Description
Boolean

IsStaged

Declaration

public bool IsStaged { get; }

Property Value

Type	Description
Boolean

IsSynthetic

Declaration

public bool IsSynthetic { get; }

Property Value

Type	Description
Boolean

LimitPrice

Declaration

public Price LimitPrice { get; }

Property Value

Type	Description
Price

LiquidityProvision

Declaration

public MiFIDBooleanEnum LiquidityProvision { get; }

Property Value

Type	Description
MiFIDBooleanEnum

Message

Declaration

public string Message { get; }

Property Value

Type	Description
String

MinimumQuantity

Declaration

public Quantity MinimumQuantity { get; }

Property Value

Type	Description
Quantity

OCReceived

Time in UTC the Order Connector received the outbound order.

Declaration

public DateTime OCReceived { get; }

Property Value

Type	Description
DateTime

OCSentToExchange

Time in UTC the Order Connector sent the order to the exchange.

Order times are in the following order: Sent time the SDK App sent the order OCReceived time the OC received the order (this is after risk checking) OCSentToExchange time the OC sent the order to the exchange ExchTransactionTime time of transaction reported by the exchange Received time the OC received the response from the exchange Processed time the exchange response left the OC SDKProcess time the SDK processed the order response message

Declaration

public DateTime OCSentToExchange { get; }

Property Value

Type	Description
DateTime

OmaParentOrderId

Declaration

public string OmaParentOrderId { get; }

Property Value

Type	Description
String

OrderCapacity

Declaration

public OrderCapacity OrderCapacity { get; }

Property Value

Type	Description
OrderCapacity

OrderId

Declaration

public Guid OrderId { get; }

Property Value

Type	Description
Guid

OrderQuantity

Declaration

public Quantity OrderQuantity { get; }

Property Value

Type	Description
Quantity

OrderRestrictionType

Declaration

public OrderRestrictionType OrderRestrictionType { get; }

Property Value

Type	Description
OrderRestrictionType

OrderSequence

Declaration

public ulong OrderSequence { get; }

Property Value

Type	Description
UInt64

OrderSource

Reflects the value of source on the most recent request of this order. This is not neccessarily the initial source.

Declaration

public OrderSource OrderSource { get; }

Property Value

Type	Description
OrderSource

OrderTag

Declaration

public string OrderTag { get; }

Property Value

Type	Description
String

OrderTagDefaultsName

Declaration

public string OrderTagDefaultsName { get; }

Property Value

Type	Description
String

OrderType

Declaration

public OrderType OrderType { get; }

Property Value

Type	Description
OrderType

OrdStatus

Declaration

public OrdStatus OrdStatus { get; }

Property Value

Type	Description
OrdStatus

Organization

Declaration

public string Organization { get; }

Property Value

Type	Description
String

Origination

Declaration

public OrderOrigination Origination { get; }

Property Value

Type	Description
OrderOrigination

OwnerAlgoId

Declaration

public ulong OwnerAlgoId { get; }

Property Value

Type	Description
UInt64

ParentOrderId

Declaration

public string ParentOrderId { get; }

Property Value

Type	Description
String

PositionEffect

Declaration

public PositionEffect PositionEffect { get; }

Property Value

Type	Description
PositionEffect

Processed

Time in UTC the Order Connector sent the order response.

Declaration

public DateTime Processed { get; }

Property Value

Type	Description
DateTime

Received

Time in UTC the Order Connector received the order response from the exchange.

Declaration

public DateTime Received { get; }

Property Value

Type	Description
DateTime

RejectReason

Declaration

public OrderRejectReason RejectReason { get; }

Property Value

Type	Description
OrderRejectReason

RejectSource

Declaration

public RejectSource RejectSource { get; }

Property Value

Type	Description
RejectSource

RelatedOrderKey

Declaration

public string RelatedOrderKey { get; }

Property Value

Type	Description
String

ReverseSpread

Declaration

public ReverseSpread ReverseSpread { get; }

Property Value

Type	Description
ReverseSpread

Route

Declaration

public string Route { get; }

Property Value

Type	Description
String

SDKProcess

Time in UTC the .NET SDK processed the order reponse.

Declaration

public DateTime SDKProcess { get; }

Property Value

Type	Description
DateTime

SenderLocation

Declaration

public string SenderLocation { get; }

Property Value

Type	Description
String

Sent

Time in UTC the client application sent the order.

Declaration

public DateTime Sent { get; }

Property Value

Type	Description
DateTime

Side

Declaration

public OrderSide Side { get; }

Property Value

Type	Description
OrderSide

SiteOrderKey

Declaration

public string SiteOrderKey { get; }

Property Value

Type	Description
String

Status7x

Declaration

[Obsolete("Status7x property is provided for backwards compatibility only and will be removed in a future release. Please use IsRejected, OrdStatus property and OrdStatusTo7xStatus method. ")]
public OrderStatus Status7x { get; }

Property Value

Type	Description
OrderStatus

StatusHistory

Declaration

public StatusHistory StatusHistory { get; }

Property Value

Type	Description
StatusHistory

StopPrice

Declaration

public Price StopPrice { get; }

Property Value

Type	Description
Price

SubUserId

Declaration

public string SubUserId { get; }

Property Value

Type	Description
String

SyntheticOrderKey

Declaration

public string SyntheticOrderKey { get; }

Property Value

Type	Description
String

SyntheticParentInstrumentId

Declaration

public ulong SyntheticParentInstrumentId { get; }

Property Value

Type	Description
UInt64

SyntheticStatus

Declaration

public SynthStatus SyntheticStatus { get; }

Property Value

Type	Description
SynthStatus

SyntheticType

Declaration

public SyntheticOrderType SyntheticType { get; }

Property Value

Type	Description
SyntheticOrderType

Text

Declaration

public string Text { get; }

Property Value

Type	Description
String

TextA

Declaration

public string TextA { get; }

Property Value

Type	Description
String

TextB

Declaration

public string TextB { get; }

Property Value

Type	Description
String

TextC

Declaration

public string TextC { get; }

Property Value

Type	Description
String

TextTT

Declaration

public string TextTT { get; }

Property Value

Type	Description
String

TimeInForce

Declaration

public TimeInForce TimeInForce { get; }

Property Value

Type	Description
TimeInForce

TraderId

Declaration

public string TraderId { get; }

Property Value

Type	Description
String

TradeSessionId

Declaration

public TradingSessionSubId TradeSessionId { get; }

Property Value

Type	Description
TradingSessionSubId

TradingStrategy

Declaration

public TradingStrategy TradingStrategy { get; }

Property Value

Type	Description
TradingStrategy

TriggerPrice

Declaration

public Price TriggerPrice { get; }

Property Value

Type	Description
Price

TTAccountName

Declaration

public string TTAccountName { get; }

Property Value

Type	Description
String

UniqueTransactionId

Declaration

public string UniqueTransactionId { get; }

Property Value

Type	Description
String

UserDisconnectAction

Declaration

public UserDisconnectAction UserDisconnectAction { get; }

Property Value

Type	Description
UserDisconnectAction

UserId

Declaration

public ulong UserId { get; }

Property Value

Type	Description
UInt64

UserName

Declaration

public string UserName { get; }

Property Value

Type	Description
String

UserParameters

Declaration

public IReadOnlyDictionary<string, object> UserParameters { get; }

Property Value

Type	Description
IReadOnlyDictionary<String, Object>

UserTag

Declaration

public string UserTag { get; }

Property Value

Type	Description
String

WorkingQuantity

Declaration

public Quantity WorkingQuantity { get; }

Property Value

Type	Description
Quantity

Methods

CreateNewOrderProfile()

Declaration

public OrderProfile CreateNewOrderProfile()

Returns

Type	Description
OrderProfile

Equals(Object)

Declaration

public override bool Equals(object obj)

Parameters

Type	Name	Description
Object	obj

Returns

Type	Description
Boolean

Overrides

System.Object.Equals(System.Object)

Equals(Order)

Declaration

public bool Equals(Order other)

Parameters

Type	Name	Description
Order	other

Returns

Type	Description
Boolean

GetHashCode()

Declaration

public override int GetHashCode()

Returns

Type	Description
Int32

Overrides

System.Object.GetHashCode()

GetOrderProfile()

Declaration

public OrderProfile GetOrderProfile()

Returns

Type	Description
OrderProfile

GetPartyRole(PartyRole)

Declaration

public string GetPartyRole(PartyRole role)

Parameters

Type	Name	Description
PartyRole	role

Returns

Type	Description
String

LegAccount(Int32)

Declaration

public Account LegAccount(int legIdx)

Parameters

Type	Name	Description
Int32	legIdx

Returns

Type	Description
Account

ToString()

Declaration

public override string ToString()

Returns

Type	Description
String

Overrides

System.Object.ToString()

TradeState7x(OrdStatus)

Declaration

[Obsolete("TradeState7x property is provided for backwards compatibility only and will be removed in a future release Please use OrdStatus instead. ")]
public TradeState TradeState7x(OrdStatus ordStatus)

Parameters

Type	Name	Description
OrdStatus	ordStatus

Returns

Type	Description
TradeState

Operators

Equality(Order, Order)

Declaration

public static bool operator ==(Order left, Order right)

Parameters

Type	Name	Description
Order	left
Order	right

Returns

Type	Description
Boolean

Inequality(Order, Order)

Declaration

public static bool operator !=(Order left, Order right)

Parameters

Type	Name	Description
Order	left
Order	right

Returns

Type	Description
Boolean

Explicit Interface Implementations

IComparable<Order>.CompareTo(Order)

Declaration

int IComparable<Order>.CompareTo(Order other)

Parameters

Type	Name	Description
Order	other

Returns

Type	Description
Int32

Implements

System.IEquatable<T>

System.IComparable<T>