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TimeInForce

//Limit Order
var _limitOrderId = LimitOrder(equity.EquitySymbol, quantity, equity.Price);
equity.LimitOrder = (Orders.LimitOrder)Transactions.GetOrderById(_limitOrderId);

How does one add the 'TimeInForce' property to a limit order. Lean has brokerage-specific methods but is there a generic method? Also, assuming the order is placed how would you get the quantity placed if you use TimeInForce.ImmediateOrCancel as it will execute and fill what you request but then cancel the remaining if there is a partial fill

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At the moment, you cannot change the TimeInForce, it is either GoodTillCancel or MarketOnOpen.
Therefore, you need to cancel the order manually after the fill if it was a partial fill.

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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