Read Live Algorithm
Live Algorithm Statistics
Request
Dynamic arguement to specify whether seeking single project or list response. The /live/read
API accepts requests in the following format:
ReadLiveAlgorithmRequest Model - Request to read out a single algorithm. | |
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projectId | integer Id of the project to read. |
deployId | string Specific instance Id to read. |
Example |
{ "projectId": 0, "deployId": "string" } |
ListLiveAlgorithmsRequest Model - Request for a list of live running algorithms. | |
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status | string Enum States of a live deployment. Options : ['DeployError', 'InQueue', 'Running', 'Stopped', 'Liquidated', 'Deleted', 'Completed', 'RuntimeError', 'Invalid', 'LoggingIn', 'Initializing', 'History'] |
start | string($date-time) Earliest launched time of the algorithms. |
end | string($date-time) Latest launched time of the algorithms. |
Example |
{ "status": "DeployError", "start": "2021-11-26T15:18:27.693Z", "end": "2021-11-26T15:18:27.693Z" } |
AlgorithmStatus Model - States of a live deployment. | |
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AlgorithmStatus | string Enum States of a live deployment. Options : ['DeployError', 'InQueue', 'Running', 'Stopped', 'Liquidated', 'Deleted', 'Completed', 'RuntimeError', 'Invalid', 'LoggingIn', 'Initializing', 'History'] |
Example |
{ "AlgorithmStatus": "DeployError" } |
Responses
The /live/read
API provides a response in the following format:
200 Success
LiveAlgorithmResults Model - Details a live algorithm from the live/read API endpoint. | |
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LiveResults | LiveResultsData object Holds information about the state and operation of the live running algorithm. |
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. | |
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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. | |
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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" } } |
ChartResolution Model - Storage format of the charting data | |
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ChartResolution | string Enum Storage format of the charting data. Options : ['10minute', 'minute', 'second'] |
Example |
{ "ChartResolution": "10minute" } |
LiveResult Model - Live results object class for packaging live result data. | |
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Holdings | Holding object Dictionary of algorithm holdings information. |
Cash | Cash object Represents a holding of a currency in cash. |
AlphaRuntimeStatistics | AlphaRuntimeStatistics object Contains insight population run time statistics. |
Charts | Chart object Charts updates for the live algorithm since the last result packet. |
Orders | Order object Order updates since the last result packet. |
OrderEvents | OrderEvent Array OrderEvent updates since the last result packet. |
ProfitLoss | number object Trade profit and loss information since the last algorithm result packet. |
Statistics | string object Statistics information sent during the algorithm operations. |
RuntimeStatistics | string object Runtime banner/updating statistics in the title banner of the live algorithm GUI. |
ServerStatistics | string object Server status information, including CPU and RAM usage. |
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 }, "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" } |
Holding Model - Live results object class for packaging live result data. | |
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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 } |
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. | |
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Value | string The current symbol for this ticker. |
ID | string The security identifier for this symbol. |
Permtick | string The current symbol for this ticker. |
Example |
{ "Value": "string", "ID": "string", "Permtick": "string" } |
SecurityType Model - Type of tradable security / underlying asset. | |
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SecurityType | string Enum Type of tradable security / underlying asset. Options : ['Base', 'Equity', 'Option', 'Commodity', 'Forex', 'Future', 'Cfd', 'Crypto'] |
Example |
{ "SecurityType": "Base" } |
Cash Model - Represents a holding of a currency in cash. | |
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Symbol | string Gets the symbol used to represent this cash. |
Amount | number Gets or sets the amount of cash held. |
ConversionRate | number The currency conversion rate to the account base currency. |
CurrencySymbol | object The symbol of the currency, such as $. |
ValueInAccountCurrency | number The value of the currency cash in the account base currency. |
Example |
{ "Symbol": "string", "Amount": 0, "ConversionRate": 0, "CurrencySymbol": , "ValueInAccountCurrency": 0 } |
AlphaRuntimeStatistics Model - Contains insight population run time statistics. | |
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MeanPopulationScore | InsightScore object Defines the scores given to a particular insight. |
RollingAveragedPopulationScore | InsightScore object Defines the scores given to a particular insight. |
LongCount | string Gets the total number of insights with an up direction. |
ShortCount | string Gets the total number of insights with a down direction. |
LongShortRatio | number The ratio of InsightDirection.Up over InsightDirection.Down. |
TotalAccumulatedEstimatedAlphaValue | number The total accumulated estimated value of trading all insights. |
KellyCriterionEstimate | number Score of the strategy's insights predictive power. |
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. |
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 | |
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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 } |
Chart Model - Single Parent Chart Object for Custom Charting. | |
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Name | string Name of the Chart. |
ChartType | string Enum Type of the Chart, Overlayed or Stacked. Options : ['Overlay', 'Stacked'] |
Series | Series object List of Series Objects for this Chart. |
Example |
{ "Name": "string", "ChartType": "Overlay", "Series": { "Name": "string", "Unit": "string", "Index": 0, "Values": [ { "x": "string", "y": 0 } ], "SeriesType": "Line", "Color": "string", "ScatterMarkerSymbol": "none" } } |
Series Model - Chart Series Object - Series data and properties for a chart. | |
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Name | string Name of the series. |
Unit | string Axis for the chart series. |
Index | integer Index/position of the series on the chart. |
Values | ChartPoint Array Values for the series plot. These values are assumed to be in ascending time order (first points earliest, last points latest). |
SeriesType | string Enum Chart type for the series. Options : ['Line', 'Scatter', 'Candle', 'Bar', 'Flag', 'StackedArea', 'Pie', 'Treemap'] |
Color | string Color the series. |
ScatterMarkerSymbol | string Enum Shape or symbol for the marker in a scatter plot. Options : ['none', 'circle', 'square', 'diamond', 'triangle', 'triangle-down'] |
Example |
{ "Name": "string", "Unit": "string", "Index": 0, "Values": [ { "x": "string", "y": 0 } ], "SeriesType": "Line", "Color": "string", "ScatterMarkerSymbol": "none" } |
ChartPoint Model - Location on a chart containing the X-Y location | |
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x | string Time of this chart point: lower case for javascript encoding simplicty. |
y | number Value of this chart point: lower case for javascript encoding simplicty. |
Example |
{ "x": "string", "y": 0 } |
Order Model - Order struct for placing new trade. | |
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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. | |
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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. | |
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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 | |
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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. | |
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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. | |
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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. | |
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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. | |
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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. | |
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projectId | integer Project Id for the live instance. |
deployId | string Unique live algorithm deployment identifier (similar to a backtest id). |
status | string Enum States of a live deployment. Options : ['DeployError', 'InQueue', 'Running', 'Stopped', 'Liquidated', 'Deleted', 'Completed', 'RuntimeError', 'Invalid', 'LoggingIn', 'Initializing', 'History'] |
launched | string($date-time) Datetime the algorithm was launched in UTC. |
stopped | string($date-time) Datetime the algorithm was stopped in UTC, null if its still running. |
brokerage | string Enum Brokerage. Options : ['Interactive', 'FXCM', 'Oanda', 'Tradier', 'PaperTrading', 'Alpaca', 'Bitfinex', 'Binance', 'Coinbase'] |
subscription | string Chart we're subscribed to. |
error | string Live algorithm error message from a crash or algorithm runtime error. |
success | boolean Indicate if the API request was successful. |
errors | string Array List of errors with the API call. |
Example |
{ "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" ] } |
AlgorithmStatus Model - States of a live deployment. | |
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AlgorithmStatus | string Enum States of a live deployment. Options : ['DeployError', 'InQueue', 'Running', 'Stopped', 'Liquidated', 'Deleted', 'Completed', 'RuntimeError', 'Invalid', 'LoggingIn', 'Initializing', 'History'] |
Example |
{ "AlgorithmStatus": "DeployError" } |
401 Authentication Error
UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash. | |
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www_authenticate | string Header |