public final class AlgoReplaceOptions
extends java.lang.Object
| Constructor and Description |
|---|
AlgoReplaceOptions()
Constructs an instance without any options set.
|
| Modifier and Type | Method and Description |
|---|---|
AlgoReplaceOptions |
setEndTime(java.util.Date time)
Enables the end-time option.
|
AlgoReplaceOptions |
setMaxMarketOrderSlippageAmount(int diff)
Enables the max market order slippage amount option.
|
AlgoReplaceOptions |
setMinimumTriggerPercent(int mtp)
Enables the minimumTriggerPercent option.
|
AlgoReplaceOptions |
setMinimumTriggerVol(int mtv)
Enables the minimumTriggerVol option.
|
AlgoReplaceOptions |
setQuickstart(QuickstartSetting qs)
Enables the quickstart option.
|
AlgoReplaceOptions |
setShortSaleAffirmLongQuantity(int quantity)
Enables the short-sale affirm long-quantity option.
|
AlgoReplaceOptions |
setStartTime(java.util.Date time)
Enables the start-time option.
|
public AlgoReplaceOptions()
public AlgoReplaceOptions setStartTime(java.util.Date time)
time - start timepublic AlgoReplaceOptions setEndTime(java.util.Date time)
time - end timepublic AlgoReplaceOptions setShortSaleAffirmLongQuantity(int quantity)
quantity - long position being affirmedjava.lang.IllegalArgumentExceptionOrderOptions.setSaleAffirm()public AlgoReplaceOptions setMinimumTriggerVol(int mtv)
mtv - minimum Trigger Volumejava.lang.IllegalArgumentException - setting a Minimum Trigger Volume of zero or lesspublic AlgoReplaceOptions setMinimumTriggerPercent(int mtp)
mtp - minimum Trigger Percent (scaled by Client.PRICE_SCALE)java.lang.IllegalArgumentException - setting a Minimum Trigger Percentage of zero or lesspublic AlgoReplaceOptions 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 AlgoReplaceOptions 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)
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.