Read Live Algorithm
Orders
Request
Fetch the orders of a live algorithm for the project Id and steps provided. The /live/read/orders
API accepts requests in the following format:
ReadLiveOrdersRequest Model - Request to read orders from a live algorithm. | |
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start | integer Starting index of the orders to be fetched. Required if end > 100. |
end | integer Last index of the orders to be fetched. Note that end - start must be less than 100. |
projectId | integer Id of the project from which to read the live algorithm. |
Example |
{ "start": 0, "end": 0, "projectId": 0 } |
Responses
The /live/read/orders
API provides a response in the following format:
200 Success
LiveOrdersResponse Model - Contains orders and the number of orders of the live algorithm in the request criteria. | |
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orders | Order object /. |
Length | integer Total number of returned orders. |
latestOrderTimestamp | integer Timestamp of the latest order event. |
Example |
{ "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 }, "Length": 0, "latestOrderTimestamp": 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 } |
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" } |
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 } |
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 |