pub struct Order {Show 152 fields
pub soft_dollar_tier: SoftDollarTier,
pub order_id: i32,
pub client_id: i32,
pub perm_id: i64,
pub action: String,
pub total_quantity: Decimal,
pub order_type: String,
pub limit_price: f64,
pub aux_price: f64,
pub tif: String,
pub active_start_time: String,
pub active_stop_time: String,
pub oca_group: String,
pub oca_type: i32,
pub order_ref: String,
pub transmit: bool,
pub parent_id: i32,
pub block_order: bool,
pub sweep_to_fill: bool,
pub display_size: i32,
pub trigger_method: i32,
pub outside_rth: bool,
pub hidden: bool,
pub good_after_time: String,
pub good_till_date: String,
pub rule80a: String,
pub all_or_none: bool,
pub min_qty: i32,
pub percent_offset: f64,
pub override_percentage_constraints: bool,
pub trail_stop_price: f64,
pub trailing_percent: f64,
pub fa_group: String,
pub fa_method: String,
pub fa_percentage: String,
pub designated_location: String,
pub open_close: String,
pub origin: Origin,
pub short_sale_slot: i32,
pub exempt_code: i32,
pub discretionary_amount: f64,
pub opt_out_smart_routing: bool,
pub auction_strategy: AuctionStrategy,
pub starting_price: f64,
pub stock_ref_price: f64,
pub delta: f64,
pub stock_range_lower: f64,
pub stock_range_upper: f64,
pub randomize_price: bool,
pub randomize_size: bool,
pub volatility: f64,
pub volatility_type: i32,
pub delta_neutral_order_type: String,
pub delta_neutral_aux_price: f64,
pub delta_neutral_con_id: i32,
pub delta_neutral_settling_firm: String,
pub delta_neutral_clearing_account: String,
pub delta_neutral_clearing_intent: String,
pub delta_neutral_open_close: String,
pub delta_neutral_short_sale: bool,
pub delta_neutral_short_sale_slot: i32,
pub delta_neutral_designated_location: String,
pub continuous_update: bool,
pub reference_price_type: i32,
pub basis_points: f64,
pub basis_points_type: i32,
pub scale_init_level_size: i32,
pub scale_subs_level_size: i32,
pub scale_price_increment: f64,
pub scale_price_adjust_value: f64,
pub scale_price_adjust_interval: i32,
pub scale_profit_offset: f64,
pub scale_auto_reset: bool,
pub scale_init_position: i32,
pub scale_init_fill_qty: i32,
pub scale_random_percent: bool,
pub scale_table: String,
pub hedge_type: String,
pub hedge_param: String,
pub hedge_max_size: i32,
pub account: String,
pub settling_firm: String,
pub clearing_account: String,
pub clearing_intent: String,
pub model_code: String,
pub algo_strategy: String,
pub algo_params: Vec<TagValue>,
pub smart_combo_routing_params: Vec<TagValue>,
pub algo_id: String,
pub what_if: bool,
pub not_held: bool,
pub solicited: bool,
pub order_combo_legs: Vec<OrderComboLeg>,
pub order_misc_options: Vec<TagValue>,
pub reference_contract_id: i32,
pub pegged_change_amount: f64,
pub is_pegged_change_amount_decrease: bool,
pub reference_change_amount: f64,
pub reference_exchange_id: String,
pub adjusted_order_type: String,
pub trigger_price: f64,
pub adjusted_stop_price: f64,
pub adjusted_stop_limit_price: f64,
pub adjusted_trailing_amount: f64,
pub adjustable_trailing_unit: i32,
pub limit_price_offset: f64,
pub conditions: Vec<OrderCondition>,
pub conditions_cancel_order: bool,
pub conditions_ignore_rth: bool,
pub ext_operator: String,
pub cash_qty: f64,
pub mifid2_decision_maker: String,
pub mifid2_decision_algo: String,
pub mifid2_execution_trader: String,
pub mifid2_execution_algo: String,
pub dont_use_auto_price_for_hedge: bool,
pub is_oms_container: bool,
pub discretionary_up_to_limit_price: bool,
pub auto_cancel_date: String,
pub filled_quantity: Decimal,
pub ref_futures_con_id: i32,
pub auto_cancel_parent: bool,
pub shareholder: String,
pub imbalance_only: bool,
pub route_marketable_to_bbo: i32,
pub parent_perm_id: i64,
pub use_price_mgmt_algo: i32,
pub duration: i32,
pub post_to_ats: i32,
pub advanced_error_override: String,
pub manual_order_time: String,
pub min_trade_qty: i32,
pub min_compete_size: i32,
pub compete_against_best_offset: f64,
pub mid_offset_at_whole: f64,
pub mid_offset_at_half: f64,
pub customer_account: String,
pub professional_customer: bool,
pub bond_accrued_interest: String,
pub include_overnight: bool,
pub manual_order_indicator: i32,
pub submitter: String,
pub post_only: bool,
pub allow_pre_open: bool,
pub ignore_open_auction: bool,
pub deactivate: bool,
pub seek_price_improvement: i32,
pub what_if_type: i32,
pub stop_loss_order_id: i32,
pub stop_loss_order_type: String,
pub profit_taker_order_id: i32,
pub profit_taker_order_type: String,
}Expand description
TWS order.
Fields§
§soft_dollar_tier: SoftDollarTierSoft-dollar tier.
order_id: i32Order id.
client_id: i32Client id.
perm_id: i64Permanent id.
action: StringBUY/SELL.
total_quantity: DecimalTotal quantity.
order_type: StringOrder type.
limit_price: f64Limit price.
aux_price: f64Auxiliary price.
tif: StringTime in force.
active_start_time: StringActive start time.
active_stop_time: StringActive stop time.
oca_group: StringOCA group.
oca_type: i32OCA type.
order_ref: StringOrder ref.
transmit: boolTransmit flag.
parent_id: i32Parent order id.
block_order: boolBlock order.
sweep_to_fill: boolSweep to fill.
display_size: i32Display size.
trigger_method: i32Trigger method.
outside_rth: boolOutside regular trading hours.
Hidden order.
good_after_time: StringGood-after time.
good_till_date: StringGood-till date.
rule80a: StringRule 80A.
all_or_none: boolAll-or-none flag.
min_qty: i32Minimum quantity.
percent_offset: f64Percent offset.
override_percentage_constraints: boolOverride percentage constraints.
trail_stop_price: f64Trail stop price.
trailing_percent: f64Trailing percent.
fa_group: StringFinancial-advisor group.
fa_method: StringFinancial-advisor method.
fa_percentage: StringFinancial-advisor percentage.
designated_location: StringShort-sale designated location.
open_close: StringOpen/close marker.
origin: OriginOrder origin.
short_sale_slot: i32Short-sale slot.
exempt_code: i32Exempt code.
discretionary_amount: f64Discretionary amount.
opt_out_smart_routing: boolOpt out of SMART routing.
auction_strategy: AuctionStrategyAuction strategy.
starting_price: f64Starting price.
stock_ref_price: f64Stock reference price.
delta: f64Delta.
stock_range_lower: f64Stock range lower.
stock_range_upper: f64Stock range upper.
randomize_price: boolRandomize price.
randomize_size: boolRandomize size.
volatility: f64Volatility.
volatility_type: i32Volatility type.
delta_neutral_order_type: StringDelta-neutral order type.
delta_neutral_aux_price: f64Delta-neutral auxiliary price.
delta_neutral_con_id: i32Delta-neutral contract id.
delta_neutral_settling_firm: StringDelta-neutral settling firm.
delta_neutral_clearing_account: StringDelta-neutral clearing account.
delta_neutral_clearing_intent: StringDelta-neutral clearing intent.
delta_neutral_open_close: StringDelta-neutral open/close marker.
delta_neutral_short_sale: boolDelta-neutral short sale flag.
delta_neutral_short_sale_slot: i32Delta-neutral short-sale slot.
delta_neutral_designated_location: StringDelta-neutral designated location.
continuous_update: boolContinuous update flag.
reference_price_type: i32Reference price type.
basis_points: f64Combo basis points.
basis_points_type: i32Combo basis-points type.
scale_init_level_size: i32Initial scale level size.
scale_subs_level_size: i32Subsequent scale level size.
scale_price_increment: f64Scale price increment.
scale_price_adjust_value: f64Scale price adjust value.
scale_price_adjust_interval: i32Scale price adjust interval.
scale_profit_offset: f64Scale profit offset.
scale_auto_reset: boolScale auto-reset flag.
scale_init_position: i32Scale initial position.
scale_init_fill_qty: i32Scale initial fill quantity.
scale_random_percent: boolScale random percent flag.
scale_table: StringScale table.
hedge_type: StringHedge type.
hedge_param: StringHedge parameter.
hedge_max_size: i32Hedge maximum size.
account: StringAccount.
settling_firm: StringSettling firm.
clearing_account: StringClearing account.
clearing_intent: StringClearing intent.
model_code: StringModel code.
algo_strategy: StringAlgo strategy.
algo_params: Vec<TagValue>Algo parameters.
smart_combo_routing_params: Vec<TagValue>Smart combo routing parameters.
algo_id: StringAlgo id.
what_if: boolWhat-if flag.
not_held: boolNot-held flag.
solicited: boolSolicited flag.
order_combo_legs: Vec<OrderComboLeg>Order combo legs.
order_misc_options: Vec<TagValue>Misc options.
reference_contract_id: i32Reference contract id.
pegged_change_amount: f64Pegged change amount.
is_pegged_change_amount_decrease: boolPegged change amount decrease flag.
reference_change_amount: f64Reference change amount.
reference_exchange_id: StringReference exchange id.
adjusted_order_type: StringAdjusted order type.
trigger_price: f64Trigger price.
adjusted_stop_price: f64Adjusted stop price.
adjusted_stop_limit_price: f64Adjusted stop limit price.
adjusted_trailing_amount: f64Adjusted trailing amount.
adjustable_trailing_unit: i32Adjustable trailing unit.
limit_price_offset: f64Limit price offset.
conditions: Vec<OrderCondition>Conditions.
conditions_cancel_order: boolCancel if conditions match.
conditions_ignore_rth: boolIgnore RTH for conditions.
ext_operator: StringExternal operator.
cash_qty: f64Native cash quantity.
mifid2_decision_maker: StringMiFID II decision maker.
mifid2_decision_algo: StringMiFID II decision algo.
mifid2_execution_trader: StringMiFID II execution trader.
mifid2_execution_algo: StringMiFID II execution algo.
dont_use_auto_price_for_hedge: boolDo not use auto price for hedge.
is_oms_container: boolOMS container flag.
discretionary_up_to_limit_price: boolDiscretionary up-to-limit price flag.
auto_cancel_date: StringAuto-cancel date.
filled_quantity: DecimalFilled quantity.
ref_futures_con_id: i32Reference futures contract id.
auto_cancel_parent: boolAuto-cancel parent flag.
Shareholder.
imbalance_only: boolImbalance only flag.
route_marketable_to_bbo: i32Route marketable order to BBO.
parent_perm_id: i64Parent permanent id.
use_price_mgmt_algo: i32Use price-management algo.
duration: i32Duration.
post_to_ats: i32Post to ATS.
advanced_error_override: StringAdvanced error override.
manual_order_time: StringManual order time.
min_trade_qty: i32Minimum trade quantity.
min_compete_size: i32Minimum compete size.
compete_against_best_offset: f64Compete against best offset.
mid_offset_at_whole: f64Mid offset at whole.
mid_offset_at_half: f64Mid offset at half.
customer_account: StringCustomer account.
professional_customer: boolProfessional customer flag.
bond_accrued_interest: StringBond accrued interest.
include_overnight: boolInclude overnight flag.
manual_order_indicator: i32Manual order indicator.
submitter: StringSubmitter.
post_only: boolPost-only flag.
allow_pre_open: boolAllow pre-open flag.
ignore_open_auction: boolIgnore open auction flag.
deactivate: boolDeactivate flag.
seek_price_improvement: i32Seek price improvement.
what_if_type: i32What-if type.
stop_loss_order_id: i32Stop-loss attached order id.
stop_loss_order_type: StringStop-loss attached order type.
profit_taker_order_id: i32Profit-taker attached order id.
profit_taker_order_type: StringProfit-taker attached order type.