public final class AlgoOrderOptions
extends java.lang.Object
Not all order options are applicable for all venues or account types. Setting an option where not allowed or not applicable will result in an order reject.
Constructor and Description |
---|
AlgoOrderOptions()
Constructs an instance without any options set.
|
Modifier and Type | Method and Description |
---|---|
AlgoOrderOptions |
setAggression(int value)
Enables the aggression option.
|
AlgoOrderOptions |
setClientData1(java.lang.String clientData)
Enables the client data 1 option.
|
AlgoOrderOptions |
setClientData2(java.lang.String clientData)
Enables the client data 2 option.
|
AlgoOrderOptions |
setClientData3(java.lang.String clientData)
Enables the client data 3 option.
|
AlgoOrderOptions |
setDiscretionOffset(int offset)
Enables the discretion offset option.
|
AlgoOrderOptions |
setEndTime(java.util.Date time)
Enables the end-time option.
|
AlgoOrderOptions |
setExcludedVenues(java.lang.String venues)
Enables the excluded Venues option.
|
AlgoOrderOptions |
setExpireTime(java.util.Date expire)
Enables the expire-time option.
|
AlgoOrderOptions |
setInvisible()
Enables the invisible option.
|
AlgoOrderOptions |
setIWouldPx(int price)
Enables the iWouldPx option.
|
AlgoOrderOptions |
setMaxFloor(int floor)
Enables the max-floor option.
|
AlgoOrderOptions |
setMaxMarketOrderSlippageAmount(int diff)
Enables the max market order slippage amount option.
|
AlgoOrderOptions |
setMinimumTriggerPercent(int mtp)
Enables the minimumTriggerPercent option.
|
AlgoOrderOptions |
setMinimumTriggerVol(int mtv)
Enables the minimumTriggerVol option.
|
AlgoOrderOptions |
setMinQuantity(int qty)
Enables the min-quantity option.
|
AlgoOrderOptions |
setPegDifference(int difference)
Enables the peg-difference option.
|
AlgoOrderOptions |
setPegType(PegType type)
Enables the peg-type option.
|
AlgoOrderOptions |
setQuickstart(QuickstartSetting qs)
Enables the quickstart option.
|
AlgoOrderOptions |
setRegularSessionOnly()
Enables the regularSessionOnly option.
|
AlgoOrderOptions |
setSaleAffirm()
Enables the sale affirm option.
|
AlgoOrderOptions |
setShortSaleAffirmLongQuantity(int quantity)
Enables the short-sale affirm long-quantity option.
|
AlgoOrderOptions |
setStartTime(java.util.Date time)
Enables the start-time option.
|
AlgoOrderOptions |
setSweepType(SweepType type)
Enables the sweepType option.
|
AlgoOrderOptions |
setTimeInForce(TimeInForce tif)
Enables the time-in-force option.
|
public AlgoOrderOptions()
public AlgoOrderOptions setTimeInForce(TimeInForce tif)
tif
- Time-in-force settingjava.lang.IllegalArgumentException
- setting a TIF value not appropriate for an Algo orderpublic AlgoOrderOptions setExpireTime(java.util.Date expire)
TimeInForce.GOOD_TILL_DATE
TIF option and is required for it. It determines the time when
the order should expire.expire
- expiration timeTimeInForce.GOOD_TILL_DATE
public AlgoOrderOptions setMaxFloor(int floor)
floor
- max floor valuejava.lang.IllegalArgumentException
- setting a negative or zero
max-floorpublic AlgoOrderOptions setMinQuantity(int qty)
qty
- min-quantity valuejava.lang.IllegalArgumentException
- setting a negative or zero
min-quantitypublic AlgoOrderOptions setDiscretionOffset(int offset)
offset
- discretion offset (scaled by Client.PRICE_SCALE
)public AlgoOrderOptions setIWouldPx(int price)
price
- iWouldPx (scaled by Client.PRICE_SCALE
)public AlgoOrderOptions setAggression(int value)
value
- aggressionpublic AlgoOrderOptions setStartTime(java.util.Date time)
time
- start timepublic AlgoOrderOptions setEndTime(java.util.Date time)
time
- end timepublic AlgoOrderOptions setSaleAffirm()
public AlgoOrderOptions setShortSaleAffirmLongQuantity(int quantity)
quantity
- long position being affirmedjava.lang.IllegalArgumentException
- setting a negative or zero valueOrderOptions.setSaleAffirm()
public AlgoOrderOptions setInvisible()
public AlgoOrderOptions setPegType(PegType type)
type
- peg-type valuepublic AlgoOrderOptions setPegDifference(int difference)
difference
- peg-difference value (scaled by Client.PRICE_SCALE
)public AlgoOrderOptions setMinimumTriggerVol(int mtv)
mtv
- minimum Trigger Volumejava.lang.IllegalArgumentException
- setting a Minimum Trigger Volume of zero or lesspublic AlgoOrderOptions setMinimumTriggerPercent(int mtp)
mtp
- minimum Trigger Percent (scaled by Client.PERCENT_SCALE
)java.lang.IllegalArgumentException
- setting a Minimum Trigger Percentage of zero or lesspublic AlgoOrderOptions setQuickstart(QuickstartSetting qs)
qs
- quickstart; overrides the strategy quickstart settings -- if set to enable the
order will not wait for market data before sending out child orders to the markets,
if disable, it will wait to achieve a minimum quorum, none results in strategy's
default behavior.public AlgoOrderOptions setSweepType(SweepType type)
qs
- sweepType; overrides the strategy sweepType settings -- if set to standard,
it will override the strategy configured option for a standard sweep. ISO setting will
trigger ISO on parent order.public AlgoOrderOptions setMaxMarketOrderSlippageAmount(int diff)
diff
- max slippage amount for market orders to diverge from NBBO when LSR
receives the order as the market moves away (scaled by Client.PRICE_SCALE
)public AlgoOrderOptions setExcludedVenues(java.lang.String venues)
venues
- comma separated list of exDestinations for the venues to
be excluded for the strategy or sequence of strategies. Whitespace is not
allowed.java.lang.IllegalArgumentException
- setting an empty or too large stringpublic AlgoOrderOptions setRegularSessionOnly()
public AlgoOrderOptions setClientData1(java.lang.String clientData)
clientData
- client data 1 valuejava.lang.IllegalArgumentException
- setting an empty or too large stringpublic AlgoOrderOptions setClientData2(java.lang.String clientData)
clientData
- client data 2 valuejava.lang.IllegalArgumentException
- setting an empty or too large stringpublic AlgoOrderOptions setClientData3(java.lang.String clientData)
clientData
- client data 3 valuejava.lang.IllegalArgumentException
- setting an empty or too large string
Securities are offered by Lime Trading Corp., member FINRA & SIPC,NFA. All investing incurs risk, including but not limited to loss of principal. Further information may be found on our Disclosures Page.
Please read the following documents Characteristics and Risks of Standardized Options before trading options.
Options involve risk and are not suitable for all investors as the special risks inherent to options trading may expose investors to potentially rapid and substantial losses. Options trading privileges are subject to Lime Trading Corp. review and approval. Hedging and protective strategies generally involve additional costs and do not assure a profit or guarantee against loss. With long options, investors may lose 100% of funds invested. Covered calls provide income, downside protection only to the extent of the premium received, and limit upside potential to the strike price plus premium received. Multi-leg option orders are not a standard option trade. There is no national best bid or offer for multi-leg orders. Multi-leg trades are executed on the exchanges at the discretion of specialists or market makers, who cannot be held to a net price on a multi-leg order. Therefore, you may not receive the national best bid or offer on each individual leg of an order. Multi-leg orders are executed as a single trade on the same exchange. Legs cannot be executed separately on different exchanges to get the national best bid or offer for each leg. Each individual leg of a multi-leg order can be subject to early exercise risk, possibly taking away the protection that the multi-leg position may provide. Partial or full assignment on a leg may originate a margin call or losses greater than you anticipated when you entered into the position. When a multi-leg order is canceled or filled, additional reporting may be required by the specialist or market maker. Reporting fills and cancels may cause delays and create risks, especially in fast moving markets. Other risks might be associated with multi-leg options trading.