The order's description. More...

Public Member Functions
override bool	Equals (object p_other)

override int	GetHashCode ()

Static Public Attributes
static int	CUSTOMER = 0

static int	FIRM = 1

static char	OPT_UNKNOWN = '?'

static char	OPT_BROKER_DEALER = 'b'

static char	OPT_CUSTOMER = 'c'

static char	OPT_FIRM = 'f'

static char	OPT_ISEMM = 'm'

static char	OPT_FARMM = 'n'

static char	OPT_SPECIALIST = 'y'

static int	AUCTION_MATCH = 1

static int	AUCTION_IMPROVEMENT = 2

static int	AUCTION_TRANSPARENT = 3

static string	EMPTY_STR = ""

static double	COMPETE_AGAINST_BEST_OFFSET_UP_TO_MID = double.PositiveInfinity

Properties
int	OrderId `[get, set]`
	The API client's order id.

bool	Solicited `[get, set]`
	The Solicited field should be used for orders initiated or recommended by the broker or adviser that were approved by the client (by phone, email, chat, verbally, etc.) prior to entry. Please note that orders that the adviser or broker placed without specifically discussing with the client are discretionary orders, not solicited.

int	ClientId `[get, set]`
	The API client id which placed the order.

int	PermId `[get, set]`
	The Host order identifier.

string	Action `[get, set]`
	Identifies the side. Generally available values are BUY and SELL. Additionally, SSHORT and SLONG are available in some institutional-accounts only. For general account types, a SELL order will be able to enter a short position automatically if the order quantity is larger than your current long position. SSHORT is only supported for institutional account configured with Long/Short account segments or clearing with a separate account. SLONG is available in specially-configured institutional accounts to indicate that long position not yet delivered is being sold.

decimal	TotalQuantity `[get, set]`
	The number of positions being bought/sold.

string	OrderType `[get, set]`
	The order's type.

double	LmtPrice `[get, set]`
	The LIMIT price. Used for limit, stop-limit and relative orders. In all other cases specify zero. For relative orders with no limit price, also specify zero.

double	AuxPrice `[get, set]`
	Generic field to contain the stop price for STP LMT orders, trailing amount, etc.

string	Tif `[get, set]`
	The time in force. Valid values are: DAY - Valid for the day only. GTC - Good until canceled. The order will continue to work within the system and in the marketplace until it executes or is canceled. GTC orders will be automatically be cancelled under the following conditions: If a corporate action on a security results in a stock split (forward or reverse), exchange for shares, or distribution of shares. If you do not log into your IB account for 90 days. At the end of the calendar quarter following the current quarter. For example, an order placed during the third quarter of 2011 will be canceled at the end of the first quarter of 2012. If the last day is a non-trading day, the cancellation will occur at the close of the final trading day of that quarter. For example, if the last day of the quarter is Sunday, the orders will be cancelled on the preceding Friday. Orders that are modified will be assigned a new “Auto Expire” date consistent with the end of the calendar quarter following the current quarter. Orders submitted to IB that remain in force for more than one day will not be reduced for dividends. To allow adjustment to your order price on ex-dividend date, consider using a Good-Til-Date/Time (GTD) or Good-after-Time/Date (GAT) order type, or a combination of the two. IOC - Immediate or Cancel. Any portion that is not filled as soon as it becomes available in the market is canceled. GTD - Good until Date. It will remain working within the system and in the marketplace until it executes or until the close of the market on the date specified OPG - Use OPG to send a market-on-open (MOO) or limit-on-open (LOO) order. FOK - If the entire Fill-or-Kill order does not execute as soon as it becomes available, the entire order is canceled. DTC - Day until Canceled.

string	OcaGroup `[get, set]`
	One-Cancels-All group identifier.

int	OcaType `[get, set]`
	Tells how to handle remaining orders in an OCA group when one order or part of an order executes. Valid values are: 1 - Cancel all remaining orders with block. 2 - Remaining orders are proportionately reduced in size with block. 3 - Remaining orders are proportionately reduced in size with no block. If you use a value "with block" it gives the order overfill protection. This means that only one order in the group will be routed at a time to remove the possibility of an overfill.

string	OrderRef `[get, set]`
	The order reference. Intended for institutional customers only, although all customers may use it to identify the API client that sent the order when multiple API clients are running.

bool	Transmit `[get, set]`
	Specifies whether the order will be transmitted by TWS. If set to false, the order will be created at TWS but will not be sent.

int	ParentId `[get, set]`
	The order ID of the parent order, used for bracket and auto trailing stop orders.

bool	BlockOrder `[get, set]`
	If set to true, specifies that the order is an ISE Block order.

bool	SweepToFill `[get, set]`
	If set to true, specifies that the order is a Sweep-to-Fill order.

int	DisplaySize `[get, set]`
	The publicly disclosed order size, used when placing Iceberg orders.

int	TriggerMethod `[get, set]`
	Specifies how Simulated Stop, Stop-Limit and Trailing Stop orders are triggered. Valid values are: 0 - The default value. The "double bid/ask" function will be used for orders for OTC stocks and US options. All other orders will used the "last" function. 1 - use "double bid/ask" function, where stop orders are triggered based on two consecutive bid or ask prices. 2 - "last" function, where stop orders are triggered based on the last price. 3 - double last function. 4 - bid/ask function. 7 - last or bid/ask function. 8 - mid-point function.

bool	OutsideRth `[get, set]`
	If set to true, allows orders to also trigger or fill outside of regular trading hours.

bool	Hidden `[get, set]`
	If set to true, the order will not be visible when viewing the market depth. This option only applies to orders routed to the NASDAQ exchange.

string	GoodAfterTime `[get, set]`
	Specifies the date and time after which the order will be active. Format: yyyymmdd hh:mm:ss {optional Timezone}.

string	GoodTillDate `[get, set]`
	The date and time until the order will be active. You must enter GTD as the time in force to use this string. The trade's "Good Till Date," format "yyyyMMdd HH:mm:ss (optional time zone)" or UTC "yyyyMMdd-HH:mm:ss".

bool	OverridePercentageConstraints `[get, set]`
	Overrides TWS constraints. Precautionary constraints are defined on the TWS Presets page, and help ensure tha tyour price and size order values are reasonable. Orders sent from the API are also validated against these safety constraints, and may be rejected if any constraint is violated. To override validation, set this parameter’s value to True.

string	Rule80A `[get, set]`
	Individual = 'I' Agency = 'A' AgentOtherMember = 'W' IndividualPTIA = 'J' AgencyPTIA = 'U' AgentOtherMemberPTIA = 'M' IndividualPT = 'K' AgencyPT = 'Y' AgentOtherMemberPT = 'N'.

bool	AllOrNone `[get, set]`
	Indicates whether or not all the order has to be filled on a single execution.

int	MinQty `[get, set]`
	Identifies a minimum quantity order type.

double	PercentOffset `[get, set]`
	The percent offset amount for relative orders.

double	TrailStopPrice `[get, set]`
	Trail stop price for TRAIL LIMIT orders.

double	TrailingPercent `[get, set]`
	Specifies the trailing amount of a trailing stop order as a percentage. Observe the following guidelines when using the trailingPercent field: More...

string	FaGroup `[get, set]`
	The Financial Advisor group the trade will be allocated to. Use an empty string if not applicable.

string	FaMethod `[get, set]`
	The Financial Advisor allocation method the trade will be allocated to. Use an empty string if not applicable.

string	FaPercentage `[get, set]`
	The Financial Advisor percentage concerning the trade's allocation. Use an empty string if not applicable.

string	OpenClose `[get, set]`
	For institutional customers only. Valid values are O (open) and C (close). Available for institutional clients to determine if this order is to open or close a position. When Action = "BUY" and OpenClose = "O" this will open a new position. When Action = "BUY" and OpenClose = "C" this will close and existing short position.

int	Origin `[get, set]`
	The order's origin. Same as TWS "Origin" column. Identifies the type of customer from which the order originated. Valid values are: 0 - Customer 1 - Firm.

int	ShortSaleSlot `[get, set]`
	For institutions only. Valid values are: 1 - Broker holds shares 2 - Shares come from elsewhere.

string	DesignatedLocation `[get, set]`

int	ExemptCode `[get, set]`
	Only available with IB Execution-Only accounts with applicable securities. Mark order as exempt from short sale uptick rule.

double	DiscretionaryAmt `[get, set]`
	The amount off the limit price allowed for discretionary orders.

bool	OptOutSmartRouting `[get, set]`
	Use to opt out of default SmartRouting for orders routed directly to ASX. This attribute defaults to false unless explicitly set to true. When set to false, orders routed directly to ASX will NOT use SmartRouting. When set to true, orders routed directly to ASX orders WILL use SmartRouting.

int	AuctionStrategy `[get, set]`
	For BOX orders only. Values include: 1 - Match 2 - Improvement 3 - Transparent.

double	StartingPrice `[get, set]`
	The auction's starting price. For BOX orders only.

double	StockRefPrice `[get, set]`
	The stock's reference price. The reference price is used for VOL orders to compute the limit price sent to an exchange (whether or not Continuous Update is selected), and for price range monitoring.

double	Delta `[get, set]`
	The stock's Delta. For orders on BOX only.

double	StockRangeLower `[get, set]`
	The lower value for the acceptable underlying stock price range. For price improvement option orders on BOX and VOL orders with dynamic management.

double	StockRangeUpper `[get, set]`
	The upper value for the acceptable underlying stock price range. For price improvement option orders on BOX and VOL orders with dynamic management.

double	Volatility `[get, set]`
	The option price in volatility, as calculated by TWS' Option Analytics. This value is expressed as a percent and is used to calculate the limit price sent to the exchange.

int	VolatilityType `[get, set]`
	Values include: 1 - Daily Volatility 2 - Annual Volatility.

int	ContinuousUpdate `[get, set]`
	Specifies whether TWS will automatically update the limit price of the order as the underlying price moves. VOL orders only.

int	ReferencePriceType `[get, set]`
	Specifies how you want TWS to calculate the limit price for options, and for stock range price monitoring. VOL orders only. Valid values include: 1 - Average of NBBO 2 - NBB or the NBO depending on the action and right.

string	DeltaNeutralOrderType `[get, set]`
	Enter an order type to instruct TWS to submit a delta neutral trade on full or partial execution of the VOL order. VOL orders only. For no hedge delta order to be sent, specify NONE.

double	DeltaNeutralAuxPrice `[get, set]`
	Use this field to enter a value if the value in the deltaNeutralOrderType field is an order type that requires an Aux price, such as a REL order. VOL orders only.

int	DeltaNeutralConId `[get, set]`
	The unique contract identifier specifying the security in Delta Neutral order.

string	DeltaNeutralSettlingFirm `[get, set]`
	Indicates the firm which will settle the Delta Neutral trade. Institutions only.

string	DeltaNeutralClearingAccount `[get, set]`
	Specifies the beneficiary of the Delta Neutral order.

string	DeltaNeutralClearingIntent `[get, set]`
	Specifies where the clients want their shares to be cleared at. Must be specified by execution-only clients. Valid values are: IB, Away, and PTA (post trade allocation).

string	DeltaNeutralOpenClose `[get, set]`
	Specifies whether the order is an Open or a Close order and is used when the hedge involves a CFD and and the order is clearing away.

bool	DeltaNeutralShortSale `[get, set]`
	Used when the hedge involves a stock and indicates whether or not it is sold short.

int	DeltaNeutralShortSaleSlot `[get, set]`
	Indicates a short sale Delta Neutral order. Has a value of 1 (the clearing broker holds shares) or 2 (delivered from a third party). If you use 2, then you must specify a deltaNeutralDesignatedLocation.

string	DeltaNeutralDesignatedLocation `[get, set]`
	Identifies third party order origin. Used only when deltaNeutralShortSaleSlot = 2.

double	BasisPoints `[get, set]`
	Specifies Basis Points for EFP order. The values increment in 0.01% = 1 basis point. For EFP orders only.

int	BasisPointsType `[get, set]`
	Specifies the increment of the Basis Points. For EFP orders only.

int	ScaleInitLevelSize `[get, set]`
	Defines the size of the first, or initial, order component. For Scale orders only.

int	ScaleSubsLevelSize `[get, set]`
	Defines the order size of the subsequent scale order components. For Scale orders only. Used in conjunction with scaleInitLevelSize().

double	ScalePriceIncrement `[get, set]`
	Defines the price increment between scale components. For Scale orders only. This value is compulsory.

double	ScalePriceAdjustValue `[get, set]`
	Modifies the value of the Scale order. For extended Scale orders.

int	ScalePriceAdjustInterval `[get, set]`
	Specifies the interval when the price is adjusted. For extended Scale orders.

double	ScaleProfitOffset `[get, set]`
	Specifies the offset when to adjust profit. For extended scale orders.

bool	ScaleAutoReset `[get, set]`
	Restarts the Scale series if the order is cancelled. For extended scale orders.

int	ScaleInitPosition `[get, set]`
	The initial position of the Scale order. For extended scale orders.

int	ScaleInitFillQty `[get, set]`
	Specifies the initial quantity to be filled. For extended scale orders.

bool	ScaleRandomPercent `[get, set]`
	Defines the random percent by which to adjust the position. For extended scale orders.

string	HedgeType `[get, set]`
	For hedge orders. Possible values include: D - Delta B - Beta F - FX P - Pair

string	HedgeParam `[get, set]`
	For hedge orders. Beta = x for Beta hedge orders, ratio = y for Pair hedge order

string	Account `[get, set]`
	The account the trade will be allocated to.

string	SettlingFirm `[get, set]`
	Indicates the firm which will settle the trade. Institutions only.

string	ClearingAccount `[get, set]`
	Specifies the true beneficiary of the order. For IBExecution customers. This value is required for FUT/FOP orders for reporting to the exchange.

string	ClearingIntent `[get, set]`
	For execution-only clients to know where do they want their shares to be cleared at. Valid values are: IB, Away, and PTA (post trade allocation).

string	AlgoStrategy `[get, set]`
	The algorithm strategy. As of API verion 9.6, the following algorithms are supported: ArrivalPx - Arrival Price DarkIce - Dark Ice PctVol - Percentage of Volume Twap - TWAP (Time Weighted Average Price) Vwap - VWAP (Volume Weighted Average Price) For more information about IB's API algorithms, refer to https://interactivebrokers.github.io/tws-api/ibalgos.html

List< TagValue >	AlgoParams `[get, set]`
	The list of parameters for the IB algorithm. For more information about IB's API algorithms, refer to https://interactivebrokers.github.io/tws-api/ibalgos.html

bool	WhatIf `[get, set]`
	Allows to retrieve the commissions and margin information. When placing an order with this attribute set to true, the order will not be placed as such. Instead it will used to request the commissions and margin information that would result from this order.

string	AlgoId `[get, set]`
	Identifies orders generated by algorithmic trading.

bool	NotHeld `[get, set]`
	Orders routed to IBDARK are tagged as “post only” and are held in IB's order book, where incoming SmartRouted orders from other IB customers are eligible to trade against them. For IBDARK orders only.

List< TagValue >	SmartComboRoutingParams `[get, set]`
	Advanced parameters for Smart combo routing. These features are for both guaranteed and nonguaranteed combination orders routed to Smart, and are available based on combo type and order type. SmartComboRoutingParams is similar to AlgoParams in that it makes use of tag/value pairs to add parameters to combo orders. Make sure that you fully understand how Advanced Combo Routing works in TWS itself first: https://www.interactivebrokers.com/en/software/tws/usersguidebook/specializedorderentry/advanced_combo_routing.htm The parameters cover the following capabilities: More...

List< OrderComboLeg >	OrderComboLegs `[get, set]`
	List of Per-leg price following the same sequence combo legs are added. The combo price must be left unspecified when using per-leg prices.

List< TagValue >	OrderMiscOptions = new List<OrderComboLeg>() `[get, set]`
	For internal use only. Use the default value XYZ.

string	ActiveStartTime = new List<TagValue>() `[get, set]`
	Defines the start time of GTC orders.

string	ActiveStopTime `[get, set]`
	Defines the stop time of GTC orders.

string	ScaleTable `[get, set]`
	The list of scale orders. Used for scale orders.

string	ModelCode `[get, set]`
	Is used to place an order to a model. For example, "Technology" model can be used for tech stocks first created in TWS.

string	ExtOperator `[get, set]`
	This is a regulartory attribute that applies to all US Commodity (Futures) Exchanges, provided to allow client to comply with CFTC Tag 50 Rules.

double	CashQty `[get, set]`
	The native cash quantity.

string	Mifid2DecisionMaker `[get, set]`
	Identifies a person as the responsible party for investment decisions within the firm. Orders covered by MiFID 2 (Markets in Financial Instruments Directive 2) must include either Mifid2DecisionMaker or Mifid2DecisionAlgo field (but not both). Requires TWS 969+.

string	Mifid2DecisionAlgo `[get, set]`
	Identifies the algorithm responsible for investment decisions within the firm. Orders covered under MiFID 2 must include either Mifid2DecisionMaker or Mifid2DecisionAlgo, but cannot have both. Requires TWS 969+.

string	Mifid2ExecutionTrader `[get, set]`
	For MiFID 2 reporting; identifies a person as the responsible party for the execution of a transaction within the firm. Requires TWS 969+.

string	Mifid2ExecutionAlgo `[get, set]`
	For MiFID 2 reporting; identifies the algorithm responsible for the execution of a transaction within the firm. Requires TWS 969+.

bool	DontUseAutoPriceForHedge `[get, set]`
	Don't use auto price for hedge.

string	AutoCancelDate `[get, set]`
	Specifies the date to auto cancel the order.

decimal	FilledQuantity `[get, set]`
	Specifies the initial order quantity to be filled.

int	RefFuturesConId `[get, set]`
	Identifies the reference future conId.

bool	AutoCancelParent `[get, set]`
	Cancels the parent order if child order was cancelled.

string	Shareholder `[get, set]`
	Identifies the Shareholder.

bool	ImbalanceOnly `[get, set]`
	Used to specify "imbalance only open orders" or "imbalance only closing orders".

bool	RouteMarketableToBbo `[get, set]`
	Routes market order to Best Bid Offer.

long	ParentPermId `[get, set]`
	Parent order Id.

string	AdvancedErrorOverride `[get, set]`
	Accepts a list with parameters obtained from advancedOrderRejectJson.

string	ManualOrderTime `[get, set]`
	Used by brokers and advisors when manually entering, modifying or cancelling orders at the direction of a client. Only used when allocating orders to specific groups or accounts. Excluding "All" group.

int	MinTradeQty `[get, set]`
	Defines the minimum trade quantity to fill. For IBKRATS orders.

int	MinCompeteSize `[get, set]`
	Defines the minimum size to compete. For IBKRATS orders.

double	CompeteAgainstBestOffset `[get, set]`
	Dpecifies the offset Off The Midpoint that will be applied to the order. For IBKRATS orders.

double	MidOffsetAtWhole `[get, set]`
	This offset is applied when the spread is an even number of cents wide. This offset must be in whole-penny increments or zero. For IBKRATS orders.

double	MidOffsetAtHalf `[get, set]`
	This offset is applied when the spread is an odd number of cents wide. This offset must be in half-penny increments. For IBKRATS orders.

bool	RandomizeSize `[get, set]`
	Randomizes the order's size. Only for Volatility and Pegged to Volatility orders.

bool	RandomizePrice `[get, set]`
	Randomizes the order's price. Only for Volatility and Pegged to Volatility orders.

int	ReferenceContractId `[get, set]`
	Pegged-to-benchmark orders: this attribute will contain the conId of the contract against which the order will be pegged.

bool	IsPeggedChangeAmountDecrease `[get, set]`
	Pegged-to-benchmark orders: indicates whether the order's pegged price should increase or decreases.

double	PeggedChangeAmount `[get, set]`
	Pegged-to-benchmark orders: amount by which the order's pegged price should move.

double	ReferenceChangeAmount `[get, set]`
	Pegged-to-benchmark orders: the amount the reference contract needs to move to adjust the pegged order.

string	ReferenceExchange `[get, set]`
	Pegged-to-benchmark orders: the exchange against which we want to observe the reference contract.

string	AdjustedOrderType `[get, set]`
	Adjusted Stop orders: the parent order will be adjusted to the given type when the adjusted trigger price is penetrated.

double	TriggerPrice `[get, set]`
	Adjusted Stop orders: specifies the trigger price to execute.

double	LmtPriceOffset `[get, set]`
	Adjusted Stop orders: specifies the price offset for the stop to move in increments.

double	AdjustedStopPrice `[get, set]`
	Adjusted Stop orders: specifies the stop price of the adjusted (STP) parent.

double	AdjustedStopLimitPrice `[get, set]`
	Adjusted Stop orders: specifies the stop limit price of the adjusted (STPL LMT) parent.

double	AdjustedTrailingAmount `[get, set]`
	Adjusted Stop orders: specifies the trailing amount of the adjusted (TRAIL) parent.

int	AdjustableTrailingUnit `[get, set]`
	Adjusted Stop orders: specifies where the trailing unit is an amount (set to 0) or a percentage (set to 1)

List< OrderCondition >	Conditions `[get, set]`
	Conditions determining when the order will be activated or canceled.

bool	ConditionsIgnoreRth `[get, set]`
	Indicates whether or not conditions will also be valid outside Regular Trading Hours.

bool	ConditionsCancelOrder `[get, set]`
	Conditions can determine if an order should become active or canceled.

SoftDollarTier	Tier `[get, set]`
	Define the Soft Dollar Tier used for the order. Only provided for registered professional advisors and hedge and mutual funds.

bool	IsOmsContainer `[get, set]`
	Set to true to create tickets from API orders when TWS is used as an OMS.

bool	DiscretionaryUpToLimitPrice `[get, set]`
	Set to true to convert order of type 'Primary Peg' to 'D-Peg'.

bool	UsePriceMgmtAlgo `[get, set]`
	Specifies wether to use Price Management Algo. CTCI users only.

int	Duration `[get, set]`
	Specifies the duration of the order. Format: yyyymmdd hh:mm:ss TZ. For GTD orders.

int	PostToAts `[get, set]`
	Value must be positive, and it is number of seconds that SMART order would be parked for at IBKRATS before being routed to exchange.

Detailed Description

The order's description.

See Also: Contract, OrderComboLeg, OrderState

Property Documentation

string DesignatedLocation

getset

For institutions only. Indicates the location where the shares to short come from. Used only when short sale slot is set to 2 (which means that the shares to short are held elsewhere and not with IB).

List<TagValue> SmartComboRoutingParams

getset

Advanced parameters for Smart combo routing.
These features are for both guaranteed and nonguaranteed combination orders routed to Smart, and are available based on combo type and order type. SmartComboRoutingParams is similar to AlgoParams in that it makes use of tag/value pairs to add parameters to combo orders.
Make sure that you fully understand how Advanced Combo Routing works in TWS itself first: https://www.interactivebrokers.com/en/software/tws/usersguidebook/specializedorderentry/advanced_combo_routing.htm
The parameters cover the following capabilities:

Non-Guaranteed - Determine if the combo order is Guaranteed or Non-Guaranteed.
Tag = NonGuaranteed
Value = 0: The order is guaranteed
Value = 1: The order is non-guaranteed
Select Leg to Fill First - User can specify which leg to be executed first.
Tag = LeginPrio
Value = -1: No priority is assigned to either combo leg
Value = 0: Priority is assigned to the first leg being added to the comboLeg
Value = 1: Priority is assigned to the second leg being added to the comboLeg
Note: The LeginPrio parameter can only be applied to two-legged combo.
Maximum Leg-In Combo Size - Specify the maximum allowed leg-in size per segment
Tag = MaxSegSize
Value = Unit of combo size
Do Not Start Next Leg-In if Previous Leg-In Did Not Finish - Specify whether or not the system should attempt to fill the next segment before the current segment fills.
Tag = DontLeginNext
Value = 0: Start next leg-in even if previous leg-in did not finish
Value = 1: Do not start next leg-in if previous leg-in did not finish
Price Condition - Combo order will be rejected or cancelled if the leg market price is outside of the specified price range [CondPriceMin, CondPriceMax]
Tag = PriceCondConid: The ContractID of the combo leg to specify price condition on
Value = The ContractID
Tag = CondPriceMin: The lower price range of the price condition
Value = The lower price
Tag = CondPriceMax: The upper price range of the price condition
Value = The upper price

double TrailingPercent

getset

Specifies the trailing amount of a trailing stop order as a percentage.
Observe the following guidelines when using the trailingPercent field:

This field is mutually exclusive with the existing trailing amount. That is, the API client can send one or the other but not both.
This field is read AFTER the stop price (barrier price) as follows: deltaNeutralAuxPrice stopPrice, trailingPercent, scale order attributes
The field will also be sent to the API in the openOrder message if the API client version is >= 56. It is sent after the stopPrice field as follows: stopPrice, trailingPct, basisPoint.

Public Member Functions

Static Public Attributes

Properties

Detailed Description

Property Documentation