| Modifier and Type | Method and Description |
|---|---|
Side |
AckOptions.side()
Side option.
|
static Side |
Side.valueOf(java.lang.String name)
Returns the enum constant of this type with the specified name.
|
static Side[] |
Side.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Modifier and Type | Method and Description |
|---|---|
void |
Callback.onBust(long eventId,
long orderId,
Side reversedSide,
long bustedPrice,
int quantityBusted,
int quantityLeft,
java.util.Date transactTime,
java.lang.String symbol,
FillOptions options)
Called when a previous fill on an US-Equities order is busted
(reversed).
|
void |
Callback.onCorrect(long eventId,
long orderId,
Side side,
long newFillPrice,
int newFilledQuantity,
int quantityLeft,
java.util.Date transactTime,
java.lang.String symbol,
FillOptions options)
Called when a fill correction occurs on an US-Equities order.
|
void |
Callback.onFill(long eventId,
long orderId,
Side side,
int liquidity,
long fillPrice,
int quantityFilled,
int quantityLeft,
java.util.Date transactTime,
java.lang.String symbol,
FillOptions options)
Called when a fill occurs on an US-Equities order.
|
void |
Callback.onOrderEcho(long eventId,
long orderId,
Side side,
long price,
int quantity,
java.lang.String route,
java.lang.String symbol)
Called when a new US-Equities order is placed via some
alternative mechanism into the trading-server (for example, via
Portal).
|
void |
Callback.onUSOptionsBust(long eventId,
long orderId,
Side reversedSide,
long bustedPrice,
int quantityBusted,
int quantityLeft,
java.util.Date transactTime,
USOptionsSymbol symbol,
FillOptions options)
Called when a previous fill on an US-Options order is busted
(reversed).
|
void |
Callback.onUSOptionsCorrect(long eventId,
long orderId,
Side side,
long newFillPrice,
int newFilledQuantity,
int quantityLeft,
java.util.Date transactTime,
USOptionsSymbol symbol,
FillOptions options)
Called when a fill correction occurs on an US-Options order.
|
void |
Callback.onUSOptionsFill(long eventId,
long orderId,
Side side,
int liquidity,
long fillPrice,
int quantityFilled,
int quantityLeft,
java.util.Date transactTime,
USOptionsSymbol symbol,
FillOptions options)
Called when a fill occurs on an US-Options order.
|
void |
Callback.onUSOptionsOrderEcho(long eventId,
long orderId,
Side side,
long price,
int quantity,
PositionEffect positionEffect,
java.lang.String route,
USOptionsSymbol symbol)
Called when a new US-Options order is placed via some
alternative mechanism into the trading-server (for example, via
Portal).
|
void |
Client.place(long orderId,
int quantity,
long price,
Side side,
java.lang.String symbol,
java.lang.String route)
Places a new US-Equities order.
|
void |
Client.place(long orderId,
int quantity,
long price,
Side side,
java.lang.String symbol,
java.lang.String route,
OrderOptions options)
Places a new US-Equities order.
|
void |
Client.placeAlgo(long orderId,
int quantity,
long price,
Side side,
java.lang.String symbol,
java.lang.String route,
java.lang.String strategy)
Places a new Algo order for a US-Equities security.
|
void |
Client.placeAlgo(long orderId,
int quantity,
long price,
Side side,
java.lang.String symbol,
java.lang.String route,
java.lang.String strategy,
AlgoOrderOptions options)
Places a new Algo order for a US-Equities security.
|
void |
Client.placeUSOptions(long orderId,
int quantity,
long price,
Side side,
PositionEffect positionEffect,
USOptionsSymbol symbol,
java.lang.String route)
Places a new US-Options order.
|
void |
Client.placeUSOptions(long orderId,
int quantity,
long price,
Side side,
PositionEffect positionEffect,
USOptionsSymbol symbol,
java.lang.String route,
USOptionsOrderOptions options)
Places a new US-Options order.
|
void |
Client.placeUSOptionsAlgo(long orderId,
int quantity,
long price,
Side side,
PositionEffect positionEffect,
USOptionsSymbol symbol,
java.lang.String route,
java.lang.String strategy)
Places a new Algo order for a US-Options security.
|
void |
Client.placeUSOptionsAlgo(long orderId,
int quantity,
long price,
Side side,
PositionEffect positionEffect,
USOptionsSymbol symbol,
java.lang.String route,
java.lang.String strategy,
USOptionsAlgoOrderOptions options)
Places a new Algo order for a US-Options security.
|
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.