Class IB::Datatypes::Order
In: datatypes.rb
Parent: Object

Methods

new  

Constants

Origin_Customer = 0   Constants used in Order objects. Drawn from Order.java
Origin_Firm = 1
Opt_Unknown = '?'
Opt_Broker_Dealer = 'b'
Opt_Customer = 'c'
Opt_Firm = 'f'
Opt_Isemm = 'm'
Opt_Farmm = 'n'
Opt_Specialist = 'y'
OCA_Cancel_with_block = 1
OCA_Reduce_with_block = 2
OCA_Reduce_non_block = 3
Box_Auction_Match = 1   Box orders only:
Box_Auction_Improvement = 2
Box_Auction_Transparent = 3
Volatility_Type_Daily = 1   Volatility orders only:
Volatility_Type_Annual = 2
Volatility_Ref_Price_Average = 1
Volatility_Ref_Price_BidOrAsk = 2
Max_value = 99999999

Attributes

account  [RW]  Extended order fields
action  [RW]  Main order fields
all_or_none  [RW]  No idea what the fa_* attributes are for, nor many of the others.
auction_strategy  [RW] 
aux_price  [RW]  Main order fields
block_order  [RW]  Extended order fields
client_id  [RW]  Main order fields
continuous_update  [RW] 
delta  [RW] 
delta_neutral_aux_price  [RW] 
delta_neutral_order_type  [RW] 
designated_location  [RW]  No idea what the fa_* attributes are for, nor many of the others.
discretionary_amount  [RW]  Extended order fields
display_size  [RW]  Extended order fields
etrade_only  [RW]  No idea what the fa_* attributes are for, nor many of the others.
fa_group  [RW]  No idea what the fa_* attributes are for, nor many of the others.
fa_method  [RW]  No idea what the fa_* attributes are for, nor many of the others.
fa_method  [RW]  No idea what the fa_* attributes are for, nor many of the others.
fa_percentage  [RW]  No idea what the fa_* attributes are for, nor many of the others.
fa_profile  [RW]  No idea what the fa_* attributes are for, nor many of the others.
fa_profile  [RW]  No idea what the fa_* attributes are for, nor many of the others.
firm_quote_only  [RW]  No idea what the fa_* attributes are for, nor many of the others.
good_after_time  [RW]  Extended order fields
good_till_date  [RW]  Extended order fields
hidden  [RW]  Extended order fields
ignore_rth  [RW]  Extended order fields
limit_price  [RW]  Main order fields
min_quantity  [RW]  No idea what the fa_* attributes are for, nor many of the others.
nbbo_price_cap  [RW]  No idea what the fa_* attributes are for, nor many of the others.
oca_group  [RW]  Extended order fields
oca_type  [RW]  No idea what the fa_* attributes are for, nor many of the others.
open_close  [RW]  Extended order fields
order_id  [RW]  Main order fields
order_ref  [RW]  Extended order fields
order_type  [RW]  Main order fields
origin  [RW]  Extended order fields
override_percentage_constraints  [RW]  No idea what the fa_* attributes are for, nor many of the others.
parent_id  [RW]  Extended order fields
percent_offset  [RW]  No idea what the fa_* attributes are for, nor many of the others.
perm_id  [RW]  Main order fields
primary_exchange  [RW]  No idea what the fa_* attributes are for, nor many of the others.
reference_price_type  [RW] 
rth_only  [RW]  No idea what the fa_* attributes are for, nor many of the others.
rule_80a  [RW]  No idea what the fa_* attributes are for, nor many of the others.
settling_firm  [RW]  No idea what the fa_* attributes are for, nor many of the others.
shares_allocation  [RW]  Main order fields
short_sale_slot  [RW]  No idea what the fa_* attributes are for, nor many of the others.
starting_price  [RW] 
stock_range_lower  [RW] 
stock_range_upper  [RW] 
stock_ref_price  [RW] 
sweep_to_fill  [RW]  Extended order fields
tif  [RW]  Extended order fields
total_quantity  [RW]  Main order fields
transmit  [RW]  Extended order fields
trigger_method  [RW]  Extended order fields
volatility  [RW] 
volatility_type  [RW] 

Public Class methods

[Source]

     # File datatypes.rb, line 96
 96:       def initialize
 97:         @open_close = "0" 
 98:         @origin = Origin_Customer
 99:         @transmit = true
100:         @primary_exchange = ''
101:         @designated_location = ''
102:         @min_quantity = Max_value
103:         @percent_offset = Max_value
104:         @nbba_price_cap = Max_value
105:         @starting_price = Max_value
106:         @stock_ref_price = Max_value
107:         @delta = Max_value
108:         @delta_neutral_order_type = ''
109:         @delta_neutral_aux_price = Max_value
110:         @reference_price_type = Max_value
111:       end

[Validate]