CQG API 4.0 - Revised
eOrderProperty Enumeration
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Glossary Item Box

Description

Specifies all possible and acceptable properties of an order.

Members

MemberValueDescription
opAccountID1

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

This is a read-only property of Long type.

opActivationTime71
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.
opAggressive10

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.

opAlgorithmID53

Algorithm identifier of the order

This is a read-only property of Long type.

opAverageFillPrice24

The average price of the order's fills.

This is a read-only property of Double type.

opCancelationInstruction46

The strategy order cancelation flag that determines the cancelation type.

This is a read-write property of eOrderCancelationType type.

opCanceledTime45

Time of the cancelation transaction for this order.

This is a read-only property of Date type.

opCareOrderIDs51Property which defines the comma separated set of care order identifiers based on which the execution is done
opCompoundOrderGUID49

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.

opCompoundOrderID48

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.

opCompoundOrderType70

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.

opCQGID36

The CQG system identifier (serial number).

This is a read-only property of String type.

opDescription41

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.

opDurationType5

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.

opErrorFlag25

The flag that indicates that the order had errors.

This is a read-only property of Boolean type.

opEventServerTimestamp30

The server timestamp of the last event of the order.

This is a read-only property of Date type.

opEventTimestamp29

The local timestamp of the last event of the order.

This is a read-only property of Date type.

opExchangeConf18

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

This is a read-only property of String type.

opExecSystemOrderID60

The system specific order ID.

This is a read-only property of String type.

opExecutionInstructions11

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.

opExecutionPattern43

Execution pattern of the spread order represented as string.

This is a read/write property of String type.

opExtendedSide68

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.

opFilledCount23

The number of order fills.

This is a read-only property of Long type.

opFilledQuantity22

The filled quantity of the order.

This is a read-only property of Long type.

opFilledQuantityFractional63

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

opGTDTime6

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.

opGTTTime67

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.

opGUID14

The GUID of the order.

This is a read-only property of String type.

opGWStatus19

The CQG Gateway status of the order.

This is a read-only property of eOrderStatus type.

opInstrumentName2

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

This is a read-only property of String type.

opInstrumentNameDetailed66

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

This is a read-only property of String type.

opIsCareOrder50

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

This is a read-write property of boolean type.

opLastEvent27

The last event of the order.

This is a read-only property of eOrderEvent type.

opLastEventID28

The identifier of the last event of the order.

This is a read-only property of Long type.

opLastFillTime44

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

This is a read-only property of Date type.

opLastTrailingTime33

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.

opLimitPrice3

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.

opLocateID69

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.

opManual58

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.

opMiFIDAlgorithmID55

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.

opOpenCloseInstruction56

The order open/close instruction.

This is a read-write property of eOpenCloseInstruction type.

opOrderCheckMark52

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.

opOrderID16

The CQG Gateway identifier of the order.

This is a read-only property of Long type.

opOrderType0

Order type.

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

Depending on this property the availability of others is decided.

opOriginalOrderID17

The CQG Gateway identifier of the original order.

This is a read-only property of Long type.

opParentOrderGUID59

The GUID of parent order.

This is a read-only property of String type.

opParked12

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.

opPlaceTime21

The time of order placing.

This is a read-only property of Date type.

opPreferredTrailingPeg40

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.

opQuantity8

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.

opQuantityFractional61

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

opRemainingQuantity31

The remaining quantity of the order.

This is a read-only property of Long type.

opRemainingQuantityFractional64

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

opReserved5757 
opSide7

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.

opSpeculationType54

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.

opState20

The local CQG API state of the order.

This is a read-only property of eOrderLocalState type.

opStopPrice4

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.

opStrategyOrderGUID42

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

This is a read-only property of String type.

opSynthetic13

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.

opTimeActiveAt26

The time when the order will be automatically activated.

This is a read-only property of Date type.

opTraderID38The 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.

opTradingExpression47Specifies the trading expression.
opTrailingLimitPrice34

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.

opTrailingOffset32

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.

opTrailingStopPrice35

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.

opTriggerQuantity39

Trigger quantity of QTS order.

This is a read/write property of Long type.

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

opTriggerQuantityFractional65The same as opTriggerQuantity but data type. The data type is Decimal.
opUEName15

The user-friendly name of the order.

This is a read-only property of String type.

opUserName37

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

This is a read-only property of String type.

opVisibleQuantity9

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.

opVisibleQuantityFractional62The same as opVisibleQuantity but data type. The data type is Decimal.

Remarks

The properties that can be set for an order depend on the order type.

If the property is read/write it means that it can be set from CQGOrder.Properties.

If the property is read-only it means that it was either previously set during CQGCEL.CreateOrder call or is set by CQG Gateway.