int int int bool bool bool string string string Array string Array string string string Array string Array Portfolioportfolio Model |
+Portfolio Model |
||
|---|---|---|---|
| Id | integer Order ID. |
+id | integer Order ID. |
+
| contingentId | integer Order Id to process before processing this order. |
+||
| brokerId | string Array Brokerage Id for this order for when the brokerage splits orders into multiple pieces. |
+||
| symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
+||
| limitPrice | nummber Limit price of the Order. |
+||
| stopPrice | number Stop price of the Order. |
+||
| stopTriggered | bool Indicates if the stop price has been reached, so the limit order has been triggered. |
+||
| price | number Price of the Order. |
+||
| priceCurrency | string Currency for the order price. |
+||
| time | string($date-time) Gets the utc time the order was created. |
||
| ContingentId | integer Order Id to process before processing this order. |
+createdTime | string($date-time) Gets the utc time this order was created. Alias for Time. |
| BrokerId | string Array Brokerage Id for this order for when the brokerage splits orders into multiple pieces. |
+lastFillTime | string($date-time) Gets the utc time the last fill was received, or null if no fills have been received. |
| Symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
+lastUpdateTime | string($date-time) Gets the utc time this order was last updated, or null if the order has not been updated. |
| Price | number Price of the Order. |
+canceledTime | string($date-time) Gets the utc time this order was canceled, or null if the order was not canceled. |
| PriceCurrency | string Currency for the order price. |
+quantity | number Number of shares to execute. |
| Time | string($date-time) Gets the utc time the order was created. |
+type | integer Enum Order type. Options : ['0 = Market', '1 = Limit', '2 = StopMarket', '3 = StopLimit', '4 = MarketOnOpen', '5 = MarketOnClose', '6 = OptionExercise', '7 = LimitIfTouched', '8 = ComboMarket', '9 = ComboLimit', '10 = ComboLegLimit', '11 = TrailingStop'] |
| CreatedTime | string($date-time) Gets the utc time this order was created. Alias for Time. |
+status | integer Enum Status of the Order. Options : ['0 = New', '1 = Submitted', '2 = PartiallyFilled', '3 = Filled', '5 = Canceled', '6 = None', '7 = Invalid', '8 = CancelPending', '9 = UpdateSubmitted'] |
| LastFillTime | string($date-time) Gets the utc time the last fill was received, or null if no fills have been received. |
+tag | string Tag the order with some custom data. |
| LastUpdateTime | string($date-time) Gets the utc time this order was last updated, or null if the order has not been updated. |
+securityType | integer Enum Type of tradable security / underlying asset. Options : ['0 = Base', '1 = Equity', '2 = Option', '3 = Commodity', '4 = Forex', '5 = Future', '6 = Cfd', '7 = Crypto'] |
| CanceledTime | string($date-time) Gets the utc time this order was canceled, or null if the order was not canceled. |
+direction | integer Enum Order Direction Property based off Quantity. Options : ['0 = Buy', '1 = Sell', '2 = Hold'] |
| Quantity | number Number of shares to execute. |
+value | number Gets the executed value of this order. If the order has not yet filled, then this will return zero. |
| Type | string Enum Order type. Options : ['Market', 'Limit', 'StopMarket', 'StopLimit', 'MarketOnOpen', 'MarketOnClose', 'OptionExercise'] |
+orderSubmissionData | OrderSubmissionData object Stores time and price information available at the time an order was submitted. |
| Status | string Enum Status of the Order. Options : ['New', 'Submitted', 'PartiallyFilled', 'Filled', 'Canceled', 'None', 'Invalid', 'CancelPending', 'UpdateSubmitted'] |
+isMarketable | boolean Returns true if the order is a marketable order. |
| Tag | string Tag the order with some custom data. |
+properties | OrderProperties object Additional properties of the order. |
| SecurityType | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
+events | OrderEvent Array The order events. |
| Direction | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
+trailingAmount | number Trailing amount for a trailing stop order. |
| Value | number Gets the executed value of this order. If the order has not yet filled, then this will return zero. |
+trailingPercentage | bool Determines whether the trailingAmount is a percentage or an absolute currency value. |
| OrderSubmissionData | OrderSubmissionData object Stores time and price information available at the time an order was submitted. |
+groupOrderManager | GroupOrderManager object Manager of a group of orders. |
| IsMarketable | boolean Returns true if the order is a marketable order. |
+triggerPrice | number The price which, when touched, will trigger the setting of a limit order at limitPrice. |
+
| triggerTouched | bool Whether or not the triggerPrice has been touched. |
||
| Example |
{
- "Id": 0,
- "ContingentId": 0,
- "BrokerId": [
+ "id": 0,
+ "contingentId": 0,
+ "brokerId": [
"string"
],
- "Symbol": {
+ "symbol": {
"Value": "string",
"ID": "string",
"Permtick": "string"
},
- "Price": 0,
- "PriceCurrency": "string",
- "Time": "2021-11-26T15:18:27.693Z",
- "CreatedTime": "2021-11-26T15:18:27.693Z",
- "LastFillTime": "2021-11-26T15:18:27.693Z",
- "LastUpdateTime": "2021-11-26T15:18:27.693Z",
- "CanceledTime": "2021-11-26T15:18:27.693Z",
- "Quantity": 0,
- "Type": "Market",
- "Status": "New",
- "Tag": "string",
- "SecurityType": "Base",
- "Direction": "Buy",
- "Value": 0,
- "OrderSubmissionData": {
+ "limitPrice": ,
+ "stopPrice": 0,
+ "stopTriggered": ,
+ "price": 0,
+ "priceCurrency": "string",
+ "time": "2021-11-26T15:18:27.693Z",
+ "createdTime": "2021-11-26T15:18:27.693Z",
+ "lastFillTime": "2021-11-26T15:18:27.693Z",
+ "lastUpdateTime": "2021-11-26T15:18:27.693Z",
+ "canceledTime": "2021-11-26T15:18:27.693Z",
+ "quantity": 0,
+ "type": 0 = Market,
+ "status": 0 = New,
+ "tag": "string",
+ "securityType": 0 = Base,
+ "direction": 0 = Buy,
+ "value": 0,
+ "orderSubmissionData": {
"BidPrice": 0,
"AskPrice": 0,
"LastPrice": 0
},
- "IsMarketable": true
+ "isMarketable": true,
+ "properties": {
+ "timeInForce": 0 = GoodTilCanceled
+ },
+ "events": [
+ {
+ "algorithmId": "string",
+ "symbolValue": "string",
+ "symbolPermtick": "string",
+ "orderId": 0,
+ "orderEventId": 0,
+ "id": 0,
+ "symbol": {
+ "Value": "string",
+ "ID": "string",
+ "Permtick": "string"
+ },
+ "status": "new",
+ "orderFeeAmount": 0,
+ "orderFeeCurrency": "string",
+ "fillPrice": 0,
+ "fillPriceCurrency": "string",
+ "fillQuantity": 0,
+ "direction": "string",
+ "message": "string",
+ "isAssignment": true,
+ "stopPrice": 0,
+ "limitPrice": 0,
+ "quantity": 0,
+ "time": 0,
+ "isInTheMoney":
+ }
+ ],
+ "trailingAmount": 0,
+ "trailingPercentage": ,
+ "groupOrderManager": {
+ "id": 0,
+ "quantity": 0,
+ "count": 0,
+ "limitPrice": 0,
+ "orderIds": [
+ "integer"
+ ],
+ "direction": 0
+ },
+ "triggerPrice": 0,
+ "triggerTouched":
}
|
@@ -193,18 +321,26 @@ ||
SecurityType Model - Type of tradable security / underlying asset. |
+OrderSubmissionData Model - Stores time and price information available at the time an order was submitted. |
||
|---|---|---|---|
| SecurityType | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
+BidPrice | number The bid price at an order submission time. |
+
| AskPrice | number The ask price at an order submission time. |
+||
| LastPrice | number The current price at an order submission time. |
||
| Example |
{
- "SecurityType": "Base"
+ "BidPrice": 0,
+ "AskPrice": 0,
+ "LastPrice": 0
}
|
@@ -212,18 +348,18 @@ ||
OrderDirection Model - Direction of the order. |
+OrderProperties Model - Additional properties of the order. |
||
|---|---|---|---|
| OrderDirection | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
+timeInForce | object Enum Defines the length of time over which an order will continue working before it is cancelled. Options : ['0 = GoodTilCanceled', '1 = Day', '2 = GoodTilDate'] |
| Example |
{
- "OrderDirection": "Buy"
+ "timeInForce": 0 = GoodTilCanceled
}
|
@@ -231,26 +367,143 @@ ||
OrderSubmissionData Model - Stores time and price information available at the time an order was submitted. |
+OrderEvent Model - Change in an order state applied to user algorithm portfolio |
||
|---|---|---|---|
| BidPrice | number The bid price at an order submission time. |
+algorithmId | string Algorithm Id, BacktestId or DeployId. |
| AskPrice | number The ask price at an order submission time. |
+symbolValue | string The current symbol for this ticker; It is a user friendly symbol representation. |
| LastPrice | number The current price at an order submission time. |
+symbolPermtick | string The original symbol used to generate this symbol. |
+
| orderId | integer Id of the order this event comes from. |
+||
| orderEventId | integer The unique order event id for each order. |
+||
| id | integer The unique order event Id for each order. |
+||
| symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
+||
| status | string Enum Status of the Order. Options : ['new', 'submitted', 'partiallyFilled', 'filled', 'canceled', 'none', 'invalid', 'cancelPending', 'updateSubmitted'] |
+||
| orderFeeAmount | integer The fee amount associated with the order. |
+||
| orderFeeCurrency | string The fee currency associated with the order. |
+||
| fillPrice | number Fill price information about the order. |
+||
| fillPriceCurrency | string Currency for the fill price. |
+||
| fillQuantity | number Number of shares of the order that was filled in this event. |
+||
| direction | string Order direction. |
+||
| message | string Any message from the exchange. |
+||
| isAssignment | boolean True if the order event is an assignment. |
+||
| stopPrice | number The current stop price. |
+||
| limitPrice | number The current limit price. |
+||
| quantity | number The current order quantity. |
+||
| time | integer The time of this event in unix timestamp. |
+||
| isInTheMoney | bool True if the order event's option is In-The-Money (ITM). |
||
| Example |
{
- "BidPrice": 0,
- "AskPrice": 0,
- "LastPrice": 0
+ "algorithmId": "string",
+ "symbolValue": "string",
+ "symbolPermtick": "string",
+ "orderId": 0,
+ "orderEventId": 0,
+ "id": 0,
+ "symbol": {
+ "Value": "string",
+ "ID": "string",
+ "Permtick": "string"
+ },
+ "status": "new",
+ "orderFeeAmount": 0,
+ "orderFeeCurrency": "string",
+ "fillPrice": 0,
+ "fillPriceCurrency": "string",
+ "fillQuantity": 0,
+ "direction": "string",
+ "message": "string",
+ "isAssignment": true,
+ "stopPrice": 0,
+ "limitPrice": 0,
+ "quantity": 0,
+ "time": 0,
+ "isInTheMoney":
+}
+ |
+||
GroupOrderManager Model - Manager of a group of orders. |
+|||
|---|---|---|---|
| id | integer The unique order group Id. |
+||
| quantity | number The group order quantity. |
+||
| count | integer The total order count associated with this order group. |
+||
| limitPrice | number The limit price associated with this order group if any. |
+||
| orderIds | integer Array The order Ids in this group. |
+||
| direction | integer Order Direction Property based off Quantity. |
+||
| Example | +
+
+{
+ "id": 0,
+ "quantity": 0,
+ "count": 0,
+ "limitPrice": 0,
+ "orderIds": [
+ "integer"
+ ],
+ "direction": 0
}
|
diff --git a/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/02 Request.html b/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/02 Request.html
index bcba5b7d76..c7a3367a60 100644
--- a/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/02 Request.html
+++ b/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/02 Request.html
@@ -21,7 +21,10 @@
nodeId | string Id of the node that will run the algorithm. |
| brokerage | BaseLiveAlgorithmSettings object Base class for settings that must be configured per Brokerage to create new algorithms via the API. |
+brokerage | object Enum Brokerage configurations to be used in the live algorithm. Options : [{'$ref': '#/components/schemas/QuantConnectSettings'}, {'$ref': '#/components/schemas/InteractiveBrokersSettings'}, {'$ref': '#/components/schemas/BinanceSettings'}, {'$ref': '#/components/schemas/BinanceFuturesUSDMSettings'}, {'$ref': '#/components/schemas/BinanceFuturesCOINSettings'}, {'$ref': '#/components/schemas/BinanceUSSettings'}, {'$ref': '#/components/schemas/TradierSettings'}, {'$ref': '#/components/schemas/BitfinexSettings'}, {'$ref': '#/components/schemas/CoinbaseSettings'}, {'$ref': '#/components/schemas/KrakenSettings'}, {'$ref': '#/components/schemas/BybitSettings'}, {'$ref': '#/components/schemas/OandaSettings'}, {'$ref': '#/components/schemas/ZerodhaSettings'}, {'$ref': '#/components/schemas/SamcoSettings'}, {'$ref': '#/components/schemas/WolverineSettings'}, {'$ref': '#/components/schemas/TDAmeritradeSettings'}, {'$ref': '#/components/schemas/TradingTechnologiesSettings'}, {'$ref': '#/components/schemas/RBIBrokerageSettings'}, {'$ref': '#/components/schemas/TerminalLinkSettings'}] |
+
| dataProviders | object Dictionary of data provider configurations to be used in the live algorithm. |
||
| Example | @@ -32,48 +35,8 @@ "projectId": 0, "compileId": "string", "nodeId": "string", - "brokerage": { - "id": "Default", - "user": "", - "password": "", - "environment": "live", - "account": "" - } -} - - -|||
BaseLiveAlgorithmSettings Model - Base class for settings that must be configured per Brokerage to create new algorithms via the API. |
-|||
|---|---|---|---|
| id | string 'Interactive' / 'FXCM' / 'Oanda' / 'Tradier' /'PaperTrading'. |
-||
| user | string Username associated with brokerage. |
-||
| password | string Password associated with brokerage. |
-||
| environment | string Enum Represents the types of environments supported by brokerages for trading. Options : ['live', 'paper'] |
-||
| account | string Account of the associated brokerage. |
-||
| Example | -
-
-{
- "id": "Default",
- "user": "",
- "password": "",
- "environment": "live",
- "account": ""
+ "brokerage": {'$ref': '#/components/schemas/QuantConnectSettings'},
+ "dataProviders":
}
|
diff --git a/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/03 Responses.html b/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/03 Responses.html
index edbd33c1f6..8d2eec5ae5 100644
--- a/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/03 Responses.html
+++ b/01 Cloud Platform/99 API Reference/07 Live Management/01 Create Live Algorithm/03 Responses.html
@@ -11,7 +11,7 @@ ||
| responseCode | string Response code. |
+responseCode | string HTTP status response code. |
| versionId | string The version of the Lean used to run the algorithm. |
@@ -26,9 +26,6 @@ source | string Id of the node that will run the algorithm. |
| queueHandler | string /. |
-||
| success | boolean Indicate if the API request was successful. |
||
| LiveResults | LiveResultsData object Holds information about the state and operation of the live running algorithm. |
+message | string Error message. |
| success | boolean Indicate if the API request was successful. |
-||
| errors | string Array List of errors with the API call. |
-||
| Example | -
-
-{
- "LiveResults": {
- "version": 0,
- "resolution": "10minute",
- "results": {
- "Holdings": {
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "Type": "Base",
- "CurrencySymbol": "$",
- "AveragePrice": 0,
- "Quantity": 0,
- "MarketPrice": 0,
- "ConversionRate": 0,
- "MarketValue": 0,
- "UnrealizedPnl": 0
- },
- "Cash": {
- "Symbol": "string",
- "Amount": 0,
- "ConversionRate": 0,
- "CurrencySymbol": ,
- "ValueInAccountCurrency": 0
- },
- "AlphaRuntimeStatistics": {
- "MeanPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "RollingAveragedPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "LongCount": "string",
- "ShortCount": "string",
- "LongShortRatio": 0,
- "TotalAccumulatedEstimatedAlphaValue": 0,
- "KellyCriterionEstimate": 0,
- "KellyCriterionProbabilityValue": 0,
- "FitnessScore": 0,
- "PortfolioTurnover": 0,
- "ReturnOverMaxDrawdown": 0,
- "SortinoRatio": 0,
- "EstimatedMonthlyAlphaValue": 0,
- "TotalInsightsGenerated": "string",
- "TotalInsightsClosed": "string",
- "TotalInsightsAnalysisCompleted": "string",
- "MeanPopulationEstimatedInsightValue": 0
- },
- "Charts": {
- "Name": "string",
- "ChartType": "Overlay",
- "Series": {
- "Name": "string",
- "Unit": "string",
- "Index": 0,
- "Values": [
- {
- "x": "string",
- "y": 0
- }
- ],
- "SeriesType": "Line",
- "Color": "string",
- "ScatterMarkerSymbol": "none"
- }
- },
- "Orders": {
- "Id": 0,
- "ContingentId": 0,
- "BrokerId": [
- "string"
- ],
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "Price": 0,
- "PriceCurrency": "string",
- "Time": "2021-11-26T15:18:27.693Z",
- "CreatedTime": "2021-11-26T15:18:27.693Z",
- "LastFillTime": "2021-11-26T15:18:27.693Z",
- "LastUpdateTime": "2021-11-26T15:18:27.693Z",
- "CanceledTime": "2021-11-26T15:18:27.693Z",
- "Quantity": 0,
- "Type": "Market",
- "Status": "New",
- "Tag": "string",
- "SecurityType": "Base",
- "Direction": "Buy",
- "Value": 0,
- "OrderSubmissionData": {
- "BidPrice": 0,
- "AskPrice": 0,
- "LastPrice": 0
- },
- "IsMarketable": true
- },
- "OrderEvents": [
- {
- "SymbolValue": "string",
- "SymbolPermtick": "string",
- "OrderId": 0,
- "Id": 0,
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "UtcTime": "2021-11-26T15:18:27.693Z",
- "Status": {
- "OrderId": 0,
- "Id": 0,
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "UtcTime": "2021-11-26T15:18:27.693Z",
- "Status": "New",
- "FillPrice": 0,
- "FillPriceCurrency": "string",
- "FillQuantity": 0,
- "Direction": "Buy",
- "Message": "string",
- "IsAssignment": true,
- "StopPrice": 0,
- "LimitPrice": 0,
- "Quantity": 0
- },
- "OrderFee": {
- "Value": {
- "Amount": 0,
- "Currency": "string"
- }
- },
- "FillPrice": 0,
- "FillPriceCurrency": "string",
- "FillQuantity": 0,
- "Direction": "Buy",
- "Message": "string",
- "IsAssignment": true,
- "StopPrice": 0,
- "LimitPrice": 0,
- "Quantity": 0
- }
- ],
- "ProfitLoss": "number",
- "Statistics": "string",
- "RuntimeStatistics": "string",
- "ServerStatistics": "string"
- }
- },
- "success": true,
- "errors": [
- "string"
- ]
-}
- |
-||
LiveList Model - List of the live algorithms running which match the requested status. |
-|
|---|---|
| Algorithms | LiveAlgorithm Array Algorithm list matching the requested status. |
-
| success | boolean Indicate if the API request was successful. |
-
| errors | string Array List of errors with the API call. |
-
| Example | -
-
-{
- "Algorithms": [
- {
- "projectId": 0,
- "deployId": "string",
- "status": "DeployError",
- "launched": "2021-11-26T15:18:27.693Z",
- "stopped": "2021-11-26T15:18:27.693Z",
- "brokerage": "Interactive",
- "subscription": "string",
- "error": "string",
- "success": true,
- "errors": [
- "string"
- ]
- }
- ],
- "success": true,
- "errors": [
- "string"
- ]
-}
- |
-
LiveResultsData Model - Holds information about the state and operation of the live running algorithm. |
-|||
|---|---|---|---|
| version | integer Results version. |
-||
| resolution | string Enum Storage format of the charting data. Options : ['10minute', 'minute', 'second'] |
-||
| results | LiveResult object Live results object class for packaging live result data. |
-||
| Example | -
-
-{
- "version": 0,
- "resolution": "10minute",
- "results": {
- "Holdings": {
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "Type": "Base",
- "CurrencySymbol": "$",
- "AveragePrice": 0,
- "Quantity": 0,
- "MarketPrice": 0,
- "ConversionRate": 0,
- "MarketValue": 0,
- "UnrealizedPnl": 0
- },
- "Cash": {
- "Symbol": "string",
- "Amount": 0,
- "ConversionRate": 0,
- "CurrencySymbol": ,
- "ValueInAccountCurrency": 0
- },
- "AlphaRuntimeStatistics": {
- "MeanPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "RollingAveragedPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "LongCount": "string",
- "ShortCount": "string",
- "LongShortRatio": 0,
- "TotalAccumulatedEstimatedAlphaValue": 0,
- "KellyCriterionEstimate": 0,
- "KellyCriterionProbabilityValue": 0,
- "FitnessScore": 0,
- "PortfolioTurnover": 0,
- "ReturnOverMaxDrawdown": 0,
- "SortinoRatio": 0,
- "EstimatedMonthlyAlphaValue": 0,
- "TotalInsightsGenerated": "string",
- "TotalInsightsClosed": "string",
- "TotalInsightsAnalysisCompleted": "string",
- "MeanPopulationEstimatedInsightValue": 0
- },
- "Charts": {
- "Name": "string",
- "ChartType": "Overlay",
- "Series": {
- "Name": "string",
- "Unit": "string",
- "Index": 0,
- "Values": [
- {
- "x": "string",
- "y": 0
- }
- ],
- "SeriesType": "Line",
- "Color": "string",
- "ScatterMarkerSymbol": "none"
- }
- },
- "Orders": {
- "Id": 0,
- "ContingentId": 0,
- "BrokerId": [
- "string"
- ],
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "Price": 0,
- "PriceCurrency": "string",
- "Time": "2021-11-26T15:18:27.693Z",
- "CreatedTime": "2021-11-26T15:18:27.693Z",
- "LastFillTime": "2021-11-26T15:18:27.693Z",
- "LastUpdateTime": "2021-11-26T15:18:27.693Z",
- "CanceledTime": "2021-11-26T15:18:27.693Z",
- "Quantity": 0,
- "Type": "Market",
- "Status": "New",
- "Tag": "string",
- "SecurityType": "Base",
- "Direction": "Buy",
- "Value": 0,
- "OrderSubmissionData": {
- "BidPrice": 0,
- "AskPrice": 0,
- "LastPrice": 0
- },
- "IsMarketable": true
- },
- "OrderEvents": [
- {
- "SymbolValue": "string",
- "SymbolPermtick": "string",
- "OrderId": 0,
- "Id": 0,
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "UtcTime": "2021-11-26T15:18:27.693Z",
- "Status": {
- "OrderId": 0,
- "Id": 0,
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "UtcTime": "2021-11-26T15:18:27.693Z",
- "Status": "New",
- "FillPrice": 0,
- "FillPriceCurrency": "string",
- "FillQuantity": 0,
- "Direction": "Buy",
- "Message": "string",
- "IsAssignment": true,
- "StopPrice": 0,
- "LimitPrice": 0,
- "Quantity": 0
- },
- "OrderFee": {
- "Value": {
- "Amount": 0,
- "Currency": "string"
- }
- },
- "FillPrice": 0,
- "FillPriceCurrency": "string",
- "FillQuantity": 0,
- "Direction": "Buy",
- "Message": "string",
- "IsAssignment": true,
- "StopPrice": 0,
- "LimitPrice": 0,
- "Quantity": 0
- }
- ],
- "ProfitLoss": "number",
- "Statistics": "string",
- "RuntimeStatistics": "string",
- "ServerStatistics": "string"
- }
-}
- |
+status | string Indicates the status of the algorihtm, i.e. 'Running', 'Stopped'. |
ChartResolution Model - Storage format of the charting data |
+deployId | string Algorithm deployment ID. |
|
|---|---|---|---|
| ChartResolution | string Enum Storage format of the charting data. Options : ['10minute', 'minute', 'second'] |
+cloneId | int The snapshot project ID for cloning the live development's source code. |
| Example | -
-
-{
- "ChartResolution": "10minute"
-}
- |
+launched | string Date the live algorithm was launched. |
LiveResult Model - Live results object class for packaging live result data. |
+stopped | string Date the live algorithm was stopped. |
|
|---|---|---|---|
| Holdings | Holding object Dictionary of algorithm holdings information. |
+brokerage | string Brokerage used in the live algorithm. |
| Cash | Cash object Represents a holding of a currency in cash. |
+securityTypes | string Security types present in the live algorithm. |
| AlphaRuntimeStatistics | AlphaRuntimeStatistics object Contains insight population run time statistics. |
+projectName | string Name of the project the live algorithm is in. |
| Charts | Chart object Charts updates for the live algorithm since the last result packet. |
+dataCenter | string Name of the data center where the algorithm is physically located. |
| Orders | Order object Order updates since the last result packet. |
+public | bool Indicates if the algorithm is being live shared. |
| OrderEvents | OrderEvent Array OrderEvent updates since the last result packet. |
+files | ProjectFile Array Files present in the project in which the algorithm is. |
| ProfitLoss | number object Trade profit and loss information since the last algorithm result packet. |
+runtimeStatistics | RuntimeStatistics object Runtime banner/updating statistics in the title banner of the live algorithm GUI. |
| Statistics | string object Statistics information sent during the algorithm operations. |
+charts | Chart object Charts updates for the live algorithm since the last result packet. |
| RuntimeStatistics | string object Runtime banner/updating statistics in the title banner of the live algorithm GUI. |
+success | boolean Indicate if the API request was successful. |
| ServerStatistics | string object Server status information, including CPU and RAM usage. |
+errors | string Array List of errors with the API call. |
| Example |
{
- "Holdings": {
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "Type": "Base",
- "CurrencySymbol": "$",
- "AveragePrice": 0,
- "Quantity": 0,
- "MarketPrice": 0,
- "ConversionRate": 0,
- "MarketValue": 0,
- "UnrealizedPnl": 0
- },
- "Cash": {
- "Symbol": "string",
- "Amount": 0,
- "ConversionRate": 0,
- "CurrencySymbol": ,
- "ValueInAccountCurrency": 0
- },
- "AlphaRuntimeStatistics": {
- "MeanPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "RollingAveragedPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "LongCount": "string",
- "ShortCount": "string",
- "LongShortRatio": 0,
- "TotalAccumulatedEstimatedAlphaValue": 0,
- "KellyCriterionEstimate": 0,
- "KellyCriterionProbabilityValue": 0,
- "FitnessScore": 0,
- "PortfolioTurnover": 0,
- "ReturnOverMaxDrawdown": 0,
- "SortinoRatio": 0,
- "EstimatedMonthlyAlphaValue": 0,
- "TotalInsightsGenerated": "string",
- "TotalInsightsClosed": "string",
- "TotalInsightsAnalysisCompleted": "string",
- "MeanPopulationEstimatedInsightValue": 0
+ "message": "string",
+ "status": "string",
+ "deployId": "string",
+ "cloneId": ,
+ "launched": "string",
+ "stopped": "string",
+ "brokerage": "string",
+ "securityTypes": "string",
+ "projectName": "string",
+ "dataCenter": "string",
+ "public": ,
+ "files": [
+ {
+ "id": ,
+ "projectId": ,
+ "name": "string",
+ "content": "string",
+ "modified": "2021-11-26T15:18:27.693Z",
+ "open": ,
+ "isLibrary":
+ }
+ ],
+ "runtimeStatistics": {
+ "Equity": "$100.00",
+ "Fees": "-$100.00",
+ "Holdings": "$100.00",
+ "Net Profit": "$100.00",
+ "Probabilistic Sharpe Ratio": "50.00%",
+ "Return": "50.00%",
+ "Unrealized": "$100.00",
+ "Volume": "$100.00"
},
- "Charts": {
+ "charts": {
"Name": "string",
"ChartType": "Overlay",
"Series": {
@@ -547,146 +113,10 @@
- |
-||
Holding Model - Live results object class for packaging live result data. |
-|
|---|---|
| Symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
-
| Type | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
-
| CurrencySymbol | string The currency symbol of the holding. |
-
| AveragePrice | number Average Price of our Holding in the currency the symbol is traded in. |
-
| Quantity | number Quantity of the Symbol we hold. |
-
| MarketPrice | number Current Market Price of the Asset in the currency the symbol is traded in. |
-
| ConversionRate | number Current market conversion rate into the account currency. |
-
| MarketValue | number Current market value of the holding. |
-
| UnrealizedPnl | number Current unrealized P/L of the holding. |
-
| Example | -
-
-{
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "Type": "Base",
- "CurrencySymbol": "$",
- "AveragePrice": 0,
- "Quantity": 0,
- "MarketPrice": 0,
- "ConversionRate": 0,
- "MarketValue": 0,
- "UnrealizedPnl": 0
+ "success": true,
+ "errors": [
+ "string"
+ ]
}
|
@@ -694,26 +124,43 @@
Symbol Model - Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
+LiveList Model - List of the live algorithms running which match the requested status. |
||
|---|---|---|---|
| Value | string The current symbol for this ticker. |
+Algorithms | LiveAlgorithm Array Algorithm list matching the requested status. |
| ID | string The security identifier for this symbol. |
+success | boolean Indicate if the API request was successful. |
| Permtick | string The current symbol for this ticker. |
+errors | string Array List of errors with the API call. |
| Example |
{
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
+ "Algorithms": [
+ {
+ "projectId": 0,
+ "deployId": "string",
+ "status": "DeployError",
+ "launched": "2021-11-26T15:18:27.693Z",
+ "stopped": "2021-11-26T15:18:27.693Z",
+ "brokerage": "Interactive",
+ "subscription": "string",
+ "error": "string",
+ "success": true,
+ "errors": [
+ "string"
+ ]
+ }
+ ],
+ "success": true,
+ "errors": [
+ "string"
+ ]
}
|
@@ -721,53 +168,42 @@ ||
SecurityType Model - Type of tradable security / underlying asset. |
+ProjectFile Model - File for a project. |
||
|---|---|---|---|
| SecurityType | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
+id | int ID of the project file. This can also be null. |
| Example | -
-
-{
- "SecurityType": "Base"
-}
- |
+projectId | int ID of the project. |
Cash Model - Represents a holding of a currency in cash. |
-|||
|---|---|---|---|
| Symbol | string Gets the symbol used to represent this cash. |
+name | string Name of a project file. |
| Amount | number Gets or sets the amount of cash held. |
+content | string Contents of the project file. |
| ConversionRate | number The currency conversion rate to the account base currency. |
+modified | string($date-time) DateTime project file was modified. |
| CurrencySymbol | object The symbol of the currency, such as $. |
+open | bool Indicates if the project file is open or not. |
| ValueInAccountCurrency | number The value of the currency cash in the account base currency. |
+isLibrary | bool Indicates if the project file is a library or not. It's always false in live/read and backtest/read. |
| Example |
{
- "Symbol": "string",
- "Amount": 0,
- "ConversionRate": 0,
- "CurrencySymbol": ,
- "ValueInAccountCurrency": 0
+ "id": ,
+ "projectId": ,
+ "name": "string",
+ "content": "string",
+ "modified": "2021-11-26T15:18:27.693Z",
+ "open": ,
+ "isLibrary":
}
|
@@ -775,123 +211,46 @@ ||
AlphaRuntimeStatistics Model - Contains insight population run time statistics. |
+RuntimeStatistics Model |
||
|---|---|---|---|
| MeanPopulationScore | InsightScore object Defines the scores given to a particular insight. |
+Equity | string Total portfolio value. |
| RollingAveragedPopulationScore | InsightScore object Defines the scores given to a particular insight. |
+Fees | string Transaction fee. |
| LongCount | string Gets the total number of insights with an up direction. |
+Holdings | string Equity value of security holdings. |
| ShortCount | string Gets the total number of insights with a down direction. |
+Net Profit | string Net profit. |
| LongShortRatio | number The ratio of InsightDirection.Up over InsightDirection.Down. |
+Probabilistic Sharpe Ratio | string Probabilistic Sharpe Ratio. |
| TotalAccumulatedEstimatedAlphaValue | number The total accumulated estimated value of trading all insights. |
+Return | string Return. |
| KellyCriterionEstimate | number Score of the strategy's insights predictive power. |
+Unrealized | string Unrealized profit/loss. |
| KellyCriterionProbabilityValue | number The p-value or probability value of the KellyCriterionEstimate. |
-||
| FitnessScore | number Score of the strategy's performance, and suitability for the Alpha Stream Market. |
-||
| PortfolioTurnover | number Measurement of the strategies trading activity with respect to the portfolio value. Calculated as the sales volume with respect to the average total portfolio value. |
-||
| ReturnOverMaxDrawdown | number Provides a risk adjusted way to factor in the returns and drawdown of the strategy. It is calculated by dividing the Portfolio Annualized Return by the Maximum Drawdown seen during the backtest. |
-||
| SortinoRatio | number Gives a relative picture of the strategy volatility. It is calculated by taking a portfolio's annualized rate of return and subtracting the risk free rate of return. |
-||
| EstimatedMonthlyAlphaValue | number Suggested Value of the Alpha On A Monthly Basis For Licensing. |
-||
| TotalInsightsGenerated | string The total number of insight signals generated by the algorithm. |
-||
| TotalInsightsClosed | string The total number of insight signals generated by the algorithm. |
-||
| TotalInsightsAnalysisCompleted | string The total number of insight signals generated by the algorithm. |
-||
| MeanPopulationEstimatedInsightValue | number Gets the mean estimated insight value. |
+Volume | string Total transaction volume. |
| Example |
{
- "MeanPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "RollingAveragedPopulationScore": {
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
- },
- "LongCount": "string",
- "ShortCount": "string",
- "LongShortRatio": 0,
- "TotalAccumulatedEstimatedAlphaValue": 0,
- "KellyCriterionEstimate": 0,
- "KellyCriterionProbabilityValue": 0,
- "FitnessScore": 0,
- "PortfolioTurnover": 0,
- "ReturnOverMaxDrawdown": 0,
- "SortinoRatio": 0,
- "EstimatedMonthlyAlphaValue": 0,
- "TotalInsightsGenerated": "string",
- "TotalInsightsClosed": "string",
- "TotalInsightsAnalysisCompleted": "string",
- "MeanPopulationEstimatedInsightValue": 0
-}
- |
-||
InsightScore Model - Defines the scores given to a particular insight |
-|
|---|---|
| UpdatedTimeUtc | string($date-time) The time these scores were last updated. |
-
| Direction | number The direction score. |
-
| Magnitude | number The magnitude score. |
-
| IsFinalScore | boolean Is the insight past its expiry time and score can be finalized. |
-
| Example | -
-
-{
- "UpdatedTimeUtc": "2021-11-26T15:18:27.693Z",
- "Direction": 0,
- "Magnitude": 0,
- "IsFinalScore": true
+ "Equity": "$100.00",
+ "Fees": "-$100.00",
+ "Holdings": "$100.00",
+ "Net Profit": "$100.00",
+ "Probabilistic Sharpe Ratio": "50.00%",
+ "Return": "50.00%",
+ "Unrealized": "$100.00",
+ "Volume": "$100.00"
}
|
@@ -1010,407 +369,6 @@
Order Model - Order struct for placing new trade. |
-|
|---|---|
| Id | integer Order ID. |
-
| ContingentId | integer Order Id to process before processing this order. |
-
| BrokerId | string Array Brokerage Id for this order for when the brokerage splits orders into multiple pieces. |
-
| Symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
-
| Price | number Price of the Order. |
-
| PriceCurrency | string Currency for the order price. |
-
| Time | string($date-time) Gets the utc time the order was created. |
-
| CreatedTime | string($date-time) Gets the utc time this order was created. Alias for Time. |
-
| LastFillTime | string($date-time) Gets the utc time the last fill was received, or null if no fills have been received. |
-
| LastUpdateTime | string($date-time) Gets the utc time this order was last updated, or null if the order has not been updated. |
-
| CanceledTime | string($date-time) Gets the utc time this order was canceled, or null if the order was not canceled. |
-
| Quantity | number Number of shares to execute. |
-
| Type | string Enum Order type. Options : ['Market', 'Limit', 'StopMarket', 'StopLimit', 'MarketOnOpen', 'MarketOnClose', 'OptionExercise'] |
-
| Status | string Enum Status of the Order. Options : ['New', 'Submitted', 'PartiallyFilled', 'Filled', 'Canceled', 'None', 'Invalid', 'CancelPending', 'UpdateSubmitted'] |
-
| Tag | string Tag the order with some custom data. |
-
| SecurityType | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
-
| Direction | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
-
| Value | number Gets the executed value of this order. If the order has not yet filled, then this will return zero. |
-
| OrderSubmissionData | OrderSubmissionData object Stores time and price information available at the time an order was submitted. |
-
| IsMarketable | boolean Returns true if the order is a marketable order. |
-
| Example | -
-
-{
- "Id": 0,
- "ContingentId": 0,
- "BrokerId": [
- "string"
- ],
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "Price": 0,
- "PriceCurrency": "string",
- "Time": "2021-11-26T15:18:27.693Z",
- "CreatedTime": "2021-11-26T15:18:27.693Z",
- "LastFillTime": "2021-11-26T15:18:27.693Z",
- "LastUpdateTime": "2021-11-26T15:18:27.693Z",
- "CanceledTime": "2021-11-26T15:18:27.693Z",
- "Quantity": 0,
- "Type": "Market",
- "Status": "New",
- "Tag": "string",
- "SecurityType": "Base",
- "Direction": "Buy",
- "Value": 0,
- "OrderSubmissionData": {
- "BidPrice": 0,
- "AskPrice": 0,
- "LastPrice": 0
- },
- "IsMarketable": true
-}
- |
-
OrderDirection Model - Direction of the order. |
-|
|---|---|
| OrderDirection | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
-
| Example | -
-
-{
- "OrderDirection": "Buy"
-}
- |
-
OrderSubmissionData Model - Stores time and price information available at the time an order was submitted. |
-|
|---|---|
| BidPrice | number The bid price at an order submission time. |
-
| AskPrice | number The ask price at an order submission time. |
-
| LastPrice | number The current price at an order submission time. |
-
| Example | -
-
-{
- "BidPrice": 0,
- "AskPrice": 0,
- "LastPrice": 0
-}
- |
-
OrderEvent Model - Change in an order state applied to user algorithm portfolio |
-|
|---|---|
| SymbolValue | string The current symbol for this ticker; It is a user friendly symbol representation. |
-
| SymbolPermtick | string The original symbol used to generate this symbol. |
-
| OrderId | integer Id of the order this event comes from. |
-
| Id | integer The unique order event Id for each order. |
-
| Symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
-
| UtcTime | string($date-time) The date and time of this event (UTC). |
-
| Status | OrderStatus object Messaging class signifying a change in an order state and record the change in the users algorithm portfolio. |
-
| OrderFee | OrderFee object The order fee associated with the specified order. |
-
| FillPrice | number Fill price information about the order. |
-
| FillPriceCurrency | string Currency for the fill price. |
-
| FillQuantity | number Number of shares of the order that was filled in this event. |
-
| Direction | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
-
| Message | string Any message from the exchange. |
-
| IsAssignment | boolean True if the order event is an assignment. |
-
| StopPrice | number The current stop price. |
-
| LimitPrice | number The current limit price. |
-
| Quantity | number The current order quantity. |
-
| Example | -
-
-{
- "SymbolValue": "string",
- "SymbolPermtick": "string",
- "OrderId": 0,
- "Id": 0,
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "UtcTime": "2021-11-26T15:18:27.693Z",
- "Status": {
- "OrderId": 0,
- "Id": 0,
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "UtcTime": "2021-11-26T15:18:27.693Z",
- "Status": "New",
- "FillPrice": 0,
- "FillPriceCurrency": "string",
- "FillQuantity": 0,
- "Direction": "Buy",
- "Message": "string",
- "IsAssignment": true,
- "StopPrice": 0,
- "LimitPrice": 0,
- "Quantity": 0
- },
- "OrderFee": {
- "Value": {
- "Amount": 0,
- "Currency": "string"
- }
- },
- "FillPrice": 0,
- "FillPriceCurrency": "string",
- "FillQuantity": 0,
- "Direction": "Buy",
- "Message": "string",
- "IsAssignment": true,
- "StopPrice": 0,
- "LimitPrice": 0,
- "Quantity": 0
-}
- |
-
OrderStatus Model - Messaging class signifying a change in an order state and record the change in the users algorithm portfolio. |
-|
|---|---|
| OrderId | integer Id of the order this event comes from. |
-
| Id | integer The unique order event Id for this order. |
-
| Symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
-
| UtcTime | string($date-time) The date and time of this event. |
-
| Status | string Enum Status of the Order. Options : ['New', 'Submitted', 'PartiallyFilled', 'Filled', 'Canceled', 'None', 'Invalid', 'CancelPending', 'UpdateSubmitted'] |
-
| FillPrice | number Fill price information about the order. |
-
| FillPriceCurrency | string Currency for the fill price. |
-
| FillQuantity | number Number of shares of the order that was filled in this event. |
-
| Direction | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
-
| Message | string Any message from the exchange. |
-
| IsAssignment | boolean Order event is an allocation of trades from ITM option assignment. |
-
| StopPrice | number The current stop price. |
-
| LimitPrice | number The current limit price. |
-
| Quantity | number The current order quantity. |
-
| Example | -
-
-{
- "OrderId": 0,
- "Id": 0,
- "Symbol": {
- "Value": "string",
- "ID": "string",
- "Permtick": "string"
- },
- "UtcTime": "2021-11-26T15:18:27.693Z",
- "Status": "New",
- "FillPrice": 0,
- "FillPriceCurrency": "string",
- "FillQuantity": 0,
- "Direction": "Buy",
- "Message": "string",
- "IsAssignment": true,
- "StopPrice": 0,
- "LimitPrice": 0,
- "Quantity": 0
-}
- |
-
Status Model - Status of the Order. |
-|
|---|---|
| Status | string Enum Status of the Order. Options : ['New', 'Submitted', 'PartiallyFilled', 'Filled', 'Canceled', 'None', 'Invalid', 'CancelPending', 'UpdateSubmitted'] |
-
| Example | -
-
-{
- "Status": "New"
-}
- |
-
OrderFee Model - The order fee associated with the specified order. |
-|
|---|---|
| Value | CashAmount object Represents a cash amount which can be converted to account currency using a currency converter. |
-
| Example | -
-
-{
- "Value": {
- "Amount": 0,
- "Currency": "string"
- }
-}
- |
-
CashAmount Model - Represents a cash amount which can be converted to account currency using a currency converter. |
-|
|---|---|
| Amount | number The amount of cash. |
-
| Currency | string The currency in which the cash amount is denominated. |
-
| Example | -
-
-{
- "Amount": 0,
- "Currency": "string"
-}
- |
-
LiveAlgorithm Model - Live algorithm instance result from the QuantConnect Rest API. |
LiveLogs | string Array List of logs from the live algorithm. |
|---|---|
| start | integer Time when the first log was generated. |
+
| end | integer Time of the last log retrieved. |
+
| success | boolean Indicate if the API request was successful. |
Portfolioportfolio Model |
+Portfolio Model |
||
|---|---|---|---|
| orders | Order Array Collection of orders. |
||
| Length | integer Total number of returned orders. |
+length | integer Total number of returned orders. |
| latestOrderTimestamp | integer Timestamp of the latest order event. |
+success | boolean Indicate if the API request was successful. |
+
| errors | string Array List of errors with the API call. |
||
| Example | @@ -26,40 +29,92 @@|||
| Id | integer Order ID. |
+id | integer Order ID. |
+
| contingentId | integer Order Id to process before processing this order. |
+||
| brokerId | string Array Brokerage Id for this order for when the brokerage splits orders into multiple pieces. |
+||
| symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
+||
| limitPrice | nummber Limit price of the Order. |
+||
| stopPrice | number Stop price of the Order. |
+||
| stopTriggered | bool Indicates if the stop price has been reached, so the limit order has been triggered. |
+||
| price | number Price of the Order. |
+||
| priceCurrency | string Currency for the order price. |
||
| ContingentId | integer Order Id to process before processing this order. |
+time | string($date-time) Gets the utc time the order was created. |
| BrokerId | string Array Brokerage Id for this order for when the brokerage splits orders into multiple pieces. |
+createdTime | string($date-time) Gets the utc time this order was created. Alias for Time. |
| Symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
+lastFillTime | string($date-time) Gets the utc time the last fill was received, or null if no fills have been received. |
| Price | number Price of the Order. |
+lastUpdateTime | string($date-time) Gets the utc time this order was last updated, or null if the order has not been updated. |
| PriceCurrency | string Currency for the order price. |
+canceledTime | string($date-time) Gets the utc time this order was canceled, or null if the order was not canceled. |
| Time | string($date-time) Gets the utc time the order was created. |
+quantity | number Number of shares to execute. |
| CreatedTime | string($date-time) Gets the utc time this order was created. Alias for Time. |
+type | integer Enum Order type. Options : ['0 = Market', '1 = Limit', '2 = StopMarket', '3 = StopLimit', '4 = MarketOnOpen', '5 = MarketOnClose', '6 = OptionExercise', '7 = LimitIfTouched', '8 = ComboMarket', '9 = ComboLimit', '10 = ComboLegLimit', '11 = TrailingStop'] |
| LastFillTime | string($date-time) Gets the utc time the last fill was received, or null if no fills have been received. |
+status | integer Enum Status of the Order. Options : ['0 = New', '1 = Submitted', '2 = PartiallyFilled', '3 = Filled', '5 = Canceled', '6 = None', '7 = Invalid', '8 = CancelPending', '9 = UpdateSubmitted'] |
| LastUpdateTime | string($date-time) Gets the utc time this order was last updated, or null if the order has not been updated. |
+tag | string Tag the order with some custom data. |
| CanceledTime | string($date-time) Gets the utc time this order was canceled, or null if the order was not canceled. |
+securityType | integer Enum Type of tradable security / underlying asset. Options : ['0 = Base', '1 = Equity', '2 = Option', '3 = Commodity', '4 = Forex', '5 = Future', '6 = Cfd', '7 = Crypto'] |
| Quantity | number Number of shares to execute. |
+direction | integer Enum Order Direction Property based off Quantity. Options : ['0 = Buy', '1 = Sell', '2 = Hold'] |
| Type | string Enum Order type. Options : ['Market', 'Limit', 'StopMarket', 'StopLimit', 'MarketOnOpen', 'MarketOnClose', 'OptionExercise'] |
+value | number Gets the executed value of this order. If the order has not yet filled, then this will return zero. |
| Status | string Enum Status of the Order. Options : ['New', 'Submitted', 'PartiallyFilled', 'Filled', 'Canceled', 'None', 'Invalid', 'CancelPending', 'UpdateSubmitted'] |
+orderSubmissionData | OrderSubmissionData object Stores time and price information available at the time an order was submitted. |
| Tag | string Tag the order with some custom data. |
+isMarketable | boolean Returns true if the order is a marketable order. |
| SecurityType | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
+properties | OrderProperties object Additional properties of the order. |
| Direction | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
+events | OrderEvent Array The order events. |
| Value | number Gets the executed value of this order. If the order has not yet filled, then this will return zero. |
+trailingAmount | number Trailing amount for a trailing stop order. |
| OrderSubmissionData | OrderSubmissionData object Stores time and price information available at the time an order was submitted. |
+trailingPercentage | bool Determines whether the trailingAmount is a percentage or an absolute currency value. |
| IsMarketable | boolean Returns true if the order is a marketable order. |
+groupOrderManager | GroupOrderManager object Manager of a group of orders. |
+
| triggerPrice | number The price which, when touched, will trigger the setting of a limit order at limitPrice. |
+||
| triggerTouched | bool Whether or not the triggerPrice has been touched. |
||
| Example |
{
- "Id": 0,
- "ContingentId": 0,
- "BrokerId": [
+ "id": 0,
+ "contingentId": 0,
+ "brokerId": [
"string"
],
- "Symbol": {
+ "symbol": {
"Value": "string",
"ID": "string",
"Permtick": "string"
},
- "Price": 0,
- "PriceCurrency": "string",
- "Time": "2021-11-26T15:18:27.693Z",
- "CreatedTime": "2021-11-26T15:18:27.693Z",
- "LastFillTime": "2021-11-26T15:18:27.693Z",
- "LastUpdateTime": "2021-11-26T15:18:27.693Z",
- "CanceledTime": "2021-11-26T15:18:27.693Z",
- "Quantity": 0,
- "Type": "Market",
- "Status": "New",
- "Tag": "string",
- "SecurityType": "Base",
- "Direction": "Buy",
- "Value": 0,
- "OrderSubmissionData": {
+ "limitPrice": ,
+ "stopPrice": 0,
+ "stopTriggered": ,
+ "price": 0,
+ "priceCurrency": "string",
+ "time": "2021-11-26T15:18:27.693Z",
+ "createdTime": "2021-11-26T15:18:27.693Z",
+ "lastFillTime": "2021-11-26T15:18:27.693Z",
+ "lastUpdateTime": "2021-11-26T15:18:27.693Z",
+ "canceledTime": "2021-11-26T15:18:27.693Z",
+ "quantity": 0,
+ "type": 0 = Market,
+ "status": 0 = New,
+ "tag": "string",
+ "securityType": 0 = Base,
+ "direction": 0 = Buy,
+ "value": 0,
+ "orderSubmissionData": {
"BidPrice": 0,
"AskPrice": 0,
"LastPrice": 0
},
- "IsMarketable": true
+ "isMarketable": true,
+ "properties": {
+ "timeInForce": 0 = GoodTilCanceled
+ },
+ "events": [
+ {
+ "algorithmId": "string",
+ "symbolValue": "string",
+ "symbolPermtick": "string",
+ "orderId": 0,
+ "orderEventId": 0,
+ "id": 0,
+ "symbol": {
+ "Value": "string",
+ "ID": "string",
+ "Permtick": "string"
+ },
+ "status": "new",
+ "orderFeeAmount": 0,
+ "orderFeeCurrency": "string",
+ "fillPrice": 0,
+ "fillPriceCurrency": "string",
+ "fillQuantity": 0,
+ "direction": "string",
+ "message": "string",
+ "isAssignment": true,
+ "stopPrice": 0,
+ "limitPrice": 0,
+ "quantity": 0,
+ "time": 0,
+ "isInTheMoney":
+ }
+ ],
+ "trailingAmount": 0,
+ "trailingPercentage": ,
+ "groupOrderManager": {
+ "id": 0,
+ "quantity": 0,
+ "count": 0,
+ "limitPrice": 0,
+ "orderIds": [
+ "integer"
+ ],
+ "direction": 0
+ },
+ "triggerPrice": 0,
+ "triggerTouched":
}
|
@@ -199,18 +333,26 @@ ||
SecurityType Model - Type of tradable security / underlying asset. |
+OrderSubmissionData Model - Stores time and price information available at the time an order was submitted. |
||
|---|---|---|---|
| SecurityType | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
+BidPrice | number The bid price at an order submission time. |
+
| AskPrice | number The ask price at an order submission time. |
+||
| LastPrice | number The current price at an order submission time. |
||
| Example |
{
- "SecurityType": "Base"
+ "BidPrice": 0,
+ "AskPrice": 0,
+ "LastPrice": 0
}
|
@@ -218,18 +360,18 @@ ||
OrderDirection Model - Direction of the order. |
+OrderProperties Model - Additional properties of the order. |
||
|---|---|---|---|
| OrderDirection | string Enum Direction of the order. Options : ['Buy', 'Sell', 'Hold'] |
+timeInForce | object Enum Defines the length of time over which an order will continue working before it is cancelled. Options : ['0 = GoodTilCanceled', '1 = Day', '2 = GoodTilDate'] |
| Example |
{
- "OrderDirection": "Buy"
+ "timeInForce": 0 = GoodTilCanceled
}
|
@@ -237,26 +379,143 @@ ||
OrderSubmissionData Model - Stores time and price information available at the time an order was submitted. |
+OrderEvent Model - Change in an order state applied to user algorithm portfolio |
||
|---|---|---|---|
| BidPrice | number The bid price at an order submission time. |
+algorithmId | string Algorithm Id, BacktestId or DeployId. |
| AskPrice | number The ask price at an order submission time. |
+symbolValue | string The current symbol for this ticker; It is a user friendly symbol representation. |
| LastPrice | number The current price at an order submission time. |
+symbolPermtick | string The original symbol used to generate this symbol. |
+
| orderId | integer Id of the order this event comes from. |
+||
| orderEventId | integer The unique order event id for each order. |
+||
| id | integer The unique order event Id for each order. |
+||
| symbol | Symbol object Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security. |
+||
| status | string Enum Status of the Order. Options : ['new', 'submitted', 'partiallyFilled', 'filled', 'canceled', 'none', 'invalid', 'cancelPending', 'updateSubmitted'] |
+||
| orderFeeAmount | integer The fee amount associated with the order. |
+||
| orderFeeCurrency | string The fee currency associated with the order. |
+||
| fillPrice | number Fill price information about the order. |
+||
| fillPriceCurrency | string Currency for the fill price. |
+||
| fillQuantity | number Number of shares of the order that was filled in this event. |
+||
| direction | string Order direction. |
+||
| message | string Any message from the exchange. |
+||
| isAssignment | boolean True if the order event is an assignment. |
+||
| stopPrice | number The current stop price. |
+||
| limitPrice | number The current limit price. |
+||
| quantity | number The current order quantity. |
+||
| time | integer The time of this event in unix timestamp. |
+||
| isInTheMoney | bool True if the order event's option is In-The-Money (ITM). |
||
| Example |
{
- "BidPrice": 0,
- "AskPrice": 0,
- "LastPrice": 0
+ "algorithmId": "string",
+ "symbolValue": "string",
+ "symbolPermtick": "string",
+ "orderId": 0,
+ "orderEventId": 0,
+ "id": 0,
+ "symbol": {
+ "Value": "string",
+ "ID": "string",
+ "Permtick": "string"
+ },
+ "status": "new",
+ "orderFeeAmount": 0,
+ "orderFeeCurrency": "string",
+ "fillPrice": 0,
+ "fillPriceCurrency": "string",
+ "fillQuantity": 0,
+ "direction": "string",
+ "message": "string",
+ "isAssignment": true,
+ "stopPrice": 0,
+ "limitPrice": 0,
+ "quantity": 0,
+ "time": 0,
+ "isInTheMoney":
+}
+ |
+||
GroupOrderManager Model - Manager of a group of orders. |
+|||||
|---|---|---|---|---|---|
| id | integer The unique order group Id. |
+||||
| quantity | number The group order quantity. |
+||||
| count | integer The total order count associated with this order group. |
+||||
| limitPrice | number The limit price associated with this order group if any. |
+||||
| orderIds | integer Array The order Ids in this group. |
+||||
| direction | integer Order Direction Property based off Quantity. |
+||||
| Example | +
+
+{
+ "id": 0,
+ "quantity": 0,
+ "count": 0,
+ "limitPrice": 0,
+ "orderIds": [
+ "integer"
+ ],
+ "direction": 0
}
|
diff --git a/01 Cloud Platform/99 API Reference/09 Object Store Management/02 Get Object Store Metadata/02 Request.html b/01 Cloud Platform/99 API Reference/09 Object Store Management/02 Get Object Store Metadata/02 Request.html
index 4082c9bee6..63959c4b90 100644
--- a/01 Cloud Platform/99 API Reference/09 Object Store Management/02 Get Object Store Metadata/02 Request.html
+++ b/01 Cloud Platform/99 API Reference/09 Object Store Management/02 Get Object Store Metadata/02 Request.html
@@ -9,7 +9,7 @@
||||
| organizationId | string Organization ID we'd like to get the Object Store properties from. |
+organizationId | string Organization ID we would like to get the Object Store properties from. |
||
| key | string Key to the Object Store. |
diff --git a/01 Cloud Platform/99 API Reference/09 Object Store Management/03 Get Object Store File/02 Request.html b/01 Cloud Platform/99 API Reference/09 Object Store Management/03 Get Object Store File/02 Request.html
index 06ab2cfc2d..6996fc2c71 100644
--- a/01 Cloud Platform/99 API Reference/09 Object Store Management/03 Get Object Store File/02 Request.html
+++ b/01 Cloud Platform/99 API Reference/09 Object Store Management/03 Get Object Store File/02 Request.html
@@ -5,7 +5,7 @@
||||
GetObjectStoreJobIdRequest Model - Request to get Object Store files of a specific organization and keys. |
+GetObjectStoreJobIdRequest Model - Request to get JobId for the requested Object Store files. |
||
|---|---|---|---|