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order enhancement
1 parent c0536b4 commit 9c08c7e

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-103
lines changed

‎data/order_response.jsonc

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//OrderGet:
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{
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"session": "'NORMAL' or 'AM' or 'PM' or 'SEAMLESS'",
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"duration": "'DAY' or 'GOOD_TILL_CANCEL' or 'FILL_OR_KILL'",
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"orderType": "'MARKET' or 'LIMIT' or 'STOP' or 'STOP_LIMIT' or 'TRAILING_STOP' or 'MARKET_ON_CLOSE' or 'EXERCISE' or 'TRAILING_STOP_LIMIT' or 'NET_DEBIT' or 'NET_CREDIT' or 'NET_ZERO'",
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"cancelTime": {
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"date": "string",
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"shortFormat": false
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},
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"complexOrderStrategyType": "'NONE' or 'COVERED' or 'VERTICAL' or 'BACK_RATIO' or 'CALENDAR' or 'DIAGONAL' or 'STRADDLE' or 'STRANGLE' or 'COLLAR_SYNTHETIC' or 'BUTTERFLY' or 'CONDOR' or 'IRON_CONDOR' or 'VERTICAL_ROLL' or 'COLLAR_WITH_STOCK' or 'DOUBLE_DIAGONAL' or 'UNBALANCED_BUTTERFLY' or 'UNBALANCED_CONDOR' or 'UNBALANCED_IRON_CONDOR' or 'UNBALANCED_VERTICAL_ROLL' or 'CUSTOM'",
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"quantity": 0,
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"filledQuantity": 0,
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"remainingQuantity": 0,
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"requestedDestination": "'INET' or 'ECN_ARCA' or 'CBOE' or 'AMEX' or 'PHLX' or 'ISE' or 'BOX' or 'NYSE' or 'NASDAQ' or 'BATS' or 'C2' or 'AUTO'",
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"destinationLinkName": "string",
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"releaseTime": "string",
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"stopPrice": 0,
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"stopPriceLinkBasis": "'MANUAL' or 'BASE' or 'TRIGGER' or 'LAST' or 'BID' or 'ASK' or 'ASK_BID' or 'MARK' or 'AVERAGE'",
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"stopPriceLinkType": "'VALUE' or 'PERCENT' or 'TICK'",
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"stopPriceOffset": 0,
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"stopType": "'STANDARD' or 'BID' or 'ASK' or 'LAST' or 'MARK'",
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"priceLinkBasis": "'MANUAL' or 'BASE' or 'TRIGGER' or 'LAST' or 'BID' or 'ASK' or 'ASK_BID' or 'MARK' or 'AVERAGE'",
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"priceLinkType": "'VALUE' or 'PERCENT' or 'TICK'",
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"price": 0,
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"taxLotMethod": "'FIFO' or 'LIFO' or 'HIGH_COST' or 'LOW_COST' or 'AVERAGE_COST' or 'SPECIFIC_LOT'",
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"orderLegCollection": [
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{
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"orderLegType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or 'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
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"legId": 0,
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"instrument": "The type <Instrument> has the following subclasses [Equity, FixedIncome, MutualFund, CashEquivalent, Option] descriptions are listed below\"",
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"instruction": "'BUY' or 'SELL' or 'BUY_TO_COVER' or 'SELL_SHORT' or 'BUY_TO_OPEN' or 'BUY_TO_CLOSE' or 'SELL_TO_OPEN' or 'SELL_TO_CLOSE' or 'EXCHANGE'",
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"positionEffect": "'OPENING' or 'CLOSING' or 'AUTOMATIC'",
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"quantity": 0,
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"quantityType": "'ALL_SHARES' or 'DOLLARS' or 'SHARES'"
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}
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],
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"activationPrice": 0,
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"specialInstruction": "'ALL_OR_NONE' or 'DO_NOT_REDUCE' or 'ALL_OR_NONE_DO_NOT_REDUCE'",
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"orderStrategyType": "'SINGLE' or 'OCO' or 'TRIGGER'",
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"orderId": 0,
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"cancelable": false,
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"editable": false,
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"status": "'AWAITING_PARENT_ORDER' or 'AWAITING_CONDITION' or 'AWAITING_MANUAL_REVIEW' or 'ACCEPTED' or 'AWAITING_UR_OUT' or 'PENDING_ACTIVATION' or 'QUEUED' or 'WORKING' or 'REJECTED' or 'PENDING_CANCEL' or 'CANCELED' or 'PENDING_REPLACE' or 'REPLACED' or 'FILLED' or 'EXPIRED'",
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"enteredTime": "string",
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"closeTime": "string",
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"tag": "string",
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"accountId": 0,
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"orderActivityCollection": [
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"The type <OrderActivity> has the following subclasses [Execution] descriptions are listed below"
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],
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"replacingOrderCollection": [
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{}
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],
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"childOrderStrategies": [
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{}
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],
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"statusDescription": "string"
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}

‎data/order_response_sub_classes.jsonc

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//The class <Instrument> has the
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//following subclasses:
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//-Equity
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//-FixedIncome
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//-MutualFund
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//-CashEquivalent
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//-Option
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//-OrderActivity
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{
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"equity": {
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"assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or 'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
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"cusip": "string",
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"symbol": "string",
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"description": "string"
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},
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"fixed_income": {
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"assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or 'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
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"cusip": "string",
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"symbol": "string",
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"description": "string",
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"maturityDate": "string",
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"variableRate": 0,
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"factor": 0
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},
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"mutual_fund": {
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"assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or 'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
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"cusip": "string",
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"symbol": "string",
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"description": "string",
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"type": "'NOT_APPLICABLE' or 'OPEN_END_NON_TAXABLE' or 'OPEN_END_TAXABLE' or 'NO_LOAD_NON_TAXABLE' or 'NO_LOAD_TAXABLE'"
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},
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"cash_equivalent": {
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"assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or 'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
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"cusip": "string",
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"symbol": "string",
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"description": "string",
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"type": "'SAVINGS' or 'MONEY_MARKET_FUND'"
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},
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"option": {
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"assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or 'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
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"cusip": "string",
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"symbol": "string",
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"description": "string",
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"type": "'VANILLA' or 'BINARY' or 'BARRIER'",
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"putCall": "'PUT' or 'CALL'",
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"underlyingSymbol": "string",
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"optionMultiplier": 0,
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"optionDeliverables": [
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{
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"symbol": "string",
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"deliverableUnits": 0,
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"currencyType": "'USD' or 'CAD' or 'EUR' or 'JPY'",
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"assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or 'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'"
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}
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]
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},
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"order_acitivity": {
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"activityType": "'EXECUTION' or 'ORDER_ACTION'",
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"executionType": "'FILL'",
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"quantity": 0,
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"orderRemainingQuantity": 0,
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"executionLegs": [
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{
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"legId": 0,
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"quantity": 0,
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"mismarkedQuantity": 0,
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"price": 0,
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"time": "string"
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}
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]
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}
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}

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