CQG API 4.0 - Revised
Item Property
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order_property
CQGOrderProperties Collection : Item Property

Glossary Item Box

Description

Returns the order property by type.

This is the default property.

Property type

Read-only property

Syntax

Visual Basic
Public Property Item( _
   ByVal order_property As eOrderProperty _
) As CQGOrderProperty

Parameters

order_property
ValueDescription
opAccountID

CQG Gateway identifier of the account to which this order belongs.

This is a read-only property of Long type.

opActivationTime
UTC Date/time the parked order should automatically activate.
This is read-write property of Date type.
When a property is set during order creation, it is necessary to set the opParked property to True.
The property is writable only when the opParked property value is True.
The property corresponds to until_ parameter from CQGOrder.Park method.
The property is modifiable through the CQGOrderModify object.
Set the property value to "12/30/1899 12:00:00 AM" UTC to remove the activation time through the CQGOrderModify object.
opAggressive

The property specifying the aggressiveness of the order (Fixed Income only).

This is a read/write property of Boolean type.

This property becomes read-only after the order is placed.

opAlgorithmID

Algorithm identifier of the order

This is a read-only property of Long type.

opAverageFillPrice

The average price of the order's fills.

This is a read-only property of Double type.

opCancelationInstruction

The strategy order cancelation flag that determines the cancelation type.

This is a read-write property of eOrderCancelationType type.

opCanceledTime

Time of the cancelation transaction for this order.

This is a read-only property of Date type.

opCareOrderIDsProperty which defines the comma separated set of care order identifiers based on which the execution is done
opCompoundOrderGUID

Compound order GUID. Value equals to GUID property of CQGOrderChain that was used as parameter in PlaceCompoundOrderEx.

Property is present only if order is a part (leg) of some compound order.

This is a read-only property of String type.

opCompoundOrderID

Compound order ID, unique value assigned by server.

Property is present only if order is a part (leg) of some compound order.

This is a read-only property of String type.

opCompoundOrderType

Compound order type.

Property is present only if order is a part (leg) of some compound order.

This is read-only property of ECompoundOrderType type.

opCQGID

The CQG system identifier (serial number).

This is a read-only property of String type.

opDescription

User-created custom description for the order.

Note that this description is stored on the gateway and is not lost between the sessions.

This is a read-write property of String type.

opDurationType

The duration of the order.

This is a read/write property of eOrderDuration type.

This property becomes read-only after the order is placed.

This property is available if order type is not otMarket.

opErrorFlag

The flag that indicates that the order had errors.

This is a read-only property of Boolean type.

opEventServerTimestamp

The server timestamp of the last event of the order.

This is a read-only property of Date type.

opEventTimestamp

The local timestamp of the last event of the order.

This is a read-only property of Date type.

opExchangeConf

The confirmation supplied for the order by the Exchange (Exchange order ID).

This is a read-only property of String type.

opExecSystemOrderID

The system specific order ID.

This is a read-only property of String type.

opExecutionInstructions

The property specifying the combination of execution instructions.

This is a read/write bitmask of eOrderExecutionInstruction type.

This property becomes read-only after the order is placed.

opExecutionPattern

Execution pattern of the spread order represented as string.

This is a read/write property of String type.

opExtendedSide

Specifies special order side value.

This is a read/write property of EExtendedSide type.

This property is modifiable through the CQGOrderModify object.

See EExtendedSide description for more information.

opFilledCount

The number of order fills.

This is a read-only property of Long type.

opFilledQuantity

The filled quantity of the order.

This is a read-only property of Long type.

opFilledQuantityFractional

The same as opFilledQuantity but data type. The data type is Decimal.

opGTDTime

The good-till-date value of the order.

This is a read/write property of Date type.

This property is available if order duration type is odGoodTillDate.

opGTTTime

The good-till-time value of the order.

This is a read/write property of Date type.

This property is available if order duration type is odDayGoodTillTime or odGoodTillTime.

opGUID

The GUID of the order.

This is a read-only property of String type.

opGWStatus

The CQG Gateway status of the order.

This is a read-only property of eOrderStatus type.

opInstrumentName

The full name of the Instrument on which this order is placed.

This is a read-only property of String type.

opInstrumentNameDetailed

The detailed name of the Instrument on which this order is placed.

This is a read-only property of String type.

opIsCareOrder

Property which defines if the order is Care order or not.

This is a read-write property of boolean type.

opLastEvent

The last event of the order.

This is a read-only property of eOrderEvent type.

opLastEventID

The identifier of the last event of the order.

This is a read-only property of Long type.

opLastFillTime

Time of the last fill's transaction for this order.

This is a read-only property of Date type.

opLastTrailingTime

Time of the most recent move of trailing order.

This is a read-only property of Double type.

This property is valid only for trailing order.

This property is available only if order type is otLimit, otStop, or otStopLimit and oeiTrailing is set.

See CQG IC Help to read more about trailing orders.

opLimitPrice

The limit price of the order.

This is a read/write property of Double type.

This property becomes read-only after the order is placed.

This property is available if order type is one of the following: otLimit, otStopLimit.

This property is modifiable through the CQGOrderModify object.

opLocateID

Locate ID for Sell Short order. In some cases, the short sell order itself requires to identify where (from which broker/participant) the shares will be borrowed.

This is an optional read/write property of String type.

This property can be specified only if opExtendedSide is set to esSellShort.

This property is modifiable through the CQGOrderModify object.

opManual

Whether the order is placed manually.

This is a read-write property of boolean type.

This property becomes read-only after the order is placed.

This property is modifiable through the CQGOrderModify object.

opMiFIDAlgorithmID

MiFID algorithm ID of the order

This is a read-write property of String type.

This property becomes read-only after the order is placed.

This property is modifiable through the CQGOrderModify object.

opOpenCloseInstruction

The order open/close instruction.

This is a read-write property of eOpenCloseInstruction type.

opOrderCheckMark

Custom flag for user-defined purposes.

This is a read-write property of Boolean type and can be set regardless of the order's state.

opOrderID

The CQG Gateway identifier of the order.

This is a read-only property of Long type.

opOrderType

Order type.

This is a read-only property represented by eOrderType enumeration.

Depending on this property the availability of others is decided.

opOriginalOrderID

The CQG Gateway identifier of the original order.

This is a read-only property of Long type.

opParentOrderGUID

The GUID of parent order.

This is a read-only property of String type.

opParked

The property specifying the order's being parked.

This is a read/write property of Boolean type.

This property becomes read-only after the order is placed.

opPlaceTime

The time of order placing.

This is a read-only property of Date type.

opPreferredTrailingPeg

Preferred trailing peg (preferred price value for order to trail).

Mandatory property for trailing order.

This is a read/write property of eOrderTrailingPeg type.

This property becomes read-only after the order is placed.

See CQG IC Help to read more about trailing orders.

opQuantity

The quantity of the order.

This is a read/write property of Long type.

This property becomes read-only after the order is placed.

This property is modifiable through the CQGOrderModify object.

Note that if the UseOrderSide setting of CQG API Configuration is set to False, the side of the order should also be taken into account when setting this property.

opQuantityFractional

The same as opQuantity but data type. The data type is Decimal.

opRemainingQuantity

The remaining quantity of the order.

This is a read-only property of Long type.

opRemainingQuantityFractional

The same as opRemainingQuantity but data type. The data type is Decimal.

opReserved57 
opSide

The side of the order.

This is a read/write property of eOrderSide type.

This property becomes read-only after the order is placed.

Note that if the UseOrderSide setting of CQG API Configuration is set to False, the side of the order should be given via opQuantity property sign.

opSpeculationType

The speculation type of the order.

This is a read/write property of eSpeculationType type.

This property becomes read-only after the order is placed.

opState

The local CQG API state of the order.

This is a read-only property of eOrderLocalState type.

opStopPrice

The stop price of the order.

This is a read/write property of Double type.

This property becomes read-only after the order is placed.

This property is available if order type is one of the following: otStop, otStopLimit.

This property is modifiable through the CQGOrderModify object.

opStrategyOrderGUID

Strategy order GUID if the order is a leg of some strategy order.

This is a read-only property of String type.

opSynthetic

The property specifying the order's being synthetic.

This is a read/write property of Boolean type.

This property becomes read-only after the order is placed.

opTimeActiveAt

The time when the order will be automatically activated.

This is a read-only property of Date type.

opTraderIDThe identifier of the trader who last modified the order.

This property value will change if the order was modified (for example, canceled or activated) by a trader other than the one who placed it.

This is a read-only property of Long type.

opTradingExpressionSpecifies the trading expression.
opTrailingLimitPrice

Initial limit price of the trailing order.

This is a read-only property of Double type.

This property is valid only for trailing order.

This property is available only if order type is otLimit or otStopLimit and oeiTrailing is set.

See CQG IC Help to read more about trailing orders.

opTrailingOffset

The offset of the trailing order.

Mandatory property for trailing order.

This is a read/write property of Double type.

This property becomes read-only after the order is placed.

This property is available only if order type is otLimit, otStop, or otStopLimit and oeiTrailing is set.

This property is currently not modifiable.

See CQG IC Help to read more about trailing orders.

opTrailingStopPrice

Initial stop price of the trailing order.

This is a read-only property of Double type.

This property is valid only for trailing order.

This property is available only if order type is otStop or otStopLimit and oeiTrailing is set.

See CQG IC Help to read more about trailing orders.

opTriggerQuantity

Trigger quantity of QTS order.

This is a read/write property of Long type.

This property becomes read-only after the order is placed.

opTriggerQuantityFractionalThe same as opTriggerQuantity but data type. The data type is Decimal.
opUEName

The user-friendly name of the order.

This is a read-only property of String type.

opUserName

The name of the CQG Gateway trader who placed the order.

This is a read-only property of String type.

opVisibleQuantity

The visible quantity of Fixed Income/Iceberg.

This is a read/write property of Long type.

This property becomes read-only after the order is placed.

This property is modifiable through the CQGOrderModify object.

opVisibleQuantityFractionalThe same as opVisibleQuantity but data type. The data type is Decimal.

Return Type

If the property exists in the collection, this property returns the selected property represented as CQGOrderProperty object.

If the accessed item does not exist, see Accessing non-existent collection items to learn more about the return type.

Example


This is an example of how to get properties from CQGOrders.Properties collection.

VB
C#
 
 

See Also