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  • CancelReplaceOrderRequest

Index

Properties

AccountId

AccountId: number

The ID of the account under which the original order was placed and the new order will be placed.

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CancelReplaceOrderRequest

ClientOrdId

ClientOrdId: number

A user-assigned ID for the new, replacement order (like a purchase-order number assigned by a company). This ID is useful for recognizing future states related to this order. ClientOrderId defaults to 0.

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CancelReplaceOrderRequest

DisplayQuantity

DisplayQuantity: number

Quantity to Display on the Market. If your order is for 1000, and you only want to show 100 at a time in market data, set this to 100. Set to 0 to display all

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CancelReplaceOrderRequest

InstrumentId

InstrumentId: number

The ID of the instrument being traded.

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CancelReplaceOrderRequest

LimitOffset

LimitOffset: number

When entering a Trailing Limit order, set this to offset the activation price. This allows you to activate your order away from the market.

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CancelReplaceOrderRequest

LimitPrice

LimitPrice: number

The price at which to execute the new order, if the order is a Limit order.

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CancelReplaceOrderRequest

OMSId

OMSId: number

The ID of the Order Management System on which the order is being canceled and replaced by another order.

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CancelReplaceOrderRequest

OrderIdOCO

OrderIdOCO: number

One Cancels the Other — If the order being canceled in this call is order A, and the order replacing order A in this call is order B, then OrderIdOCO refers to an order C that is currently open. If order C executes, then order B is canceled. You can also set up order C to watch order B in this way, but that will require an update to order C.

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CancelReplaceOrderRequest

OrderIdToReplace

OrderIdToReplace: number

The ID of the order to replace with this order.

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CancelReplaceOrderRequest

OrderType

OrderType: OrderType

The type of the replacement order.

  • 0 Unknown
  • 1 Market
  • 2 Limit
  • 3 StopMarket
  • 4 StopLimit
  • 5 TrailingStopMarket
  • 6 TrailingStopLimit
  • 7 BlockTrade
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CancelReplaceOrderRequest

PegPriceType

PegPriceType: PegPriceType

When entering a stop/trailing order, set PegPriceType to the type of price that pegs the stop.

  • 1 Last
  • 2 Bid
  • 3 Ask
  • 4 Midpoint
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CancelReplaceOrderRequest

Quantity

Quantity: number

The amount of the order (buy or sell).

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CancelReplaceOrderRequest

Side

Side: Side

The side of the replacement order:

  • 0 Buy
  • 1 Sell
  • 2 Short (reserved for future use)
  • 3 Unknown (error condition)
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CancelReplaceOrderRequest

StopPrice

StopPrice: number

The price at which to execute the new order, if the order is a Stop order (either buy or sell).

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CancelReplaceOrderRequest

TimeInForce

TimeInForce: TimeInForce

The period during which the new order is executable.

  • 0 Unknown (error condition)
  • 1 GTC good ’til canceled
  • 3 IOC immediate or canceled
  • 4 FOK fill or kill — fill the order immediately, or cancel it immediately

There may be other settings for TimeInForce depending on the trading venue

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CancelReplaceOrderRequest

TrailingAmount

TrailingAmount: number

The offset by which to trail the market in one of the trailing order types. Set this to the current price of the market to ensure that the trailing offset is the amount intended in a fast-moving market

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CancelReplaceOrderRequest

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