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OECAPI Reference
Overview
OEC
XmlSerializableAttribute Class
XmlSerializableAttribute Constructor
OEC.API
ABAggregatedPosition Class
ABAggregatedPosition Properties
Contract Property
ContractSize Property
CostBasis Property
CurrencyCostBasis Property
CurrencyGain Property
CurrencyInitialMargin Property
CurrencyMaintenanceMargin Property
CurrencyMarketValue Property
CurrencyNetGain Property
CurrencyOTE Property
CurrencySettlePnL Property
CutOff Property
Date Property
Detailed Property
DisplayContractSymbol Property
Fills Property
Gain Property
InitialMargin Property
Long Property
MaintenanceMargin Property
MarketValue Property
Net Property
NetGain Property
OpenCommissions Property
OTE Property
PositionContract Property
Prev Property
RealizedCommissions Property
SettlePnL Property
Short Property
ABAggregatedPosition Methods
ABAggregatedPositionIDList Class
ABAggregatedPositionIDList Constructor
ABAggregatedPositionIDList Properties
ABAggregatedPositionIDList Methods
Account Class
Account Properties
AvgPositions Property
Balances Property
BaseCurrency Property
CH Property
DetailedPositions Property
IsComplianceRiskLimit Property
MarginAccountType Property
MarginCallExempt Property
ReadOnly Property
RiskLimitsType Property
Root Property
Spec Property
Subaccounts Property
TotalBalance Property
Trader Property
Type Property
Account Methods
CompareTo Method
AccountList Class
AccountList Constructor
AccountList Properties
AccountList Methods
AggregateBarDescription Class
AggregateBarDescription Properties
SubDescription Property
AggregateBarDescription Methods
ToString Method
AllocationBlock Class
AllocationBlock Constructor
AllocationBlock Properties
AvgPositions Property
Balances Property
DetailedPositions Property
Items Property
Rule Property
TotalBalance Property
TotalLots Property
Valid Property
Warning Property
AllocationBlock Methods
Add Method
GetAvgPositions Method
Insert Method
Set Method
AllocationBlockItem Class
AllocationBlockItem Properties
Account Property
Index Property
Lots Property
Valid Property
AllocationBlockItem Methods
AllocationBlockItems Class
AllocationBlockItems Properties
AllocationBlockItems Methods
Clear Method
GetEnumerator Method
IndexOf Method
Move Method
Remove Method
Sort Method
AllocationBlockList Class
AllocationBlockList Constructor
AllocationBlockList Properties
AllocationBlockList Methods
Add Method
Add Method (AllocationBlock)
Add Method (String, AllocationRule)
AvgPositionList Class
AvgPositionList Properties
AvgPositionList Methods
Bachelier Class
Bachelier Constructor
Bachelier Properties
Bachelier Methods
CalculateImpliedVolatility Method
CalculatePrice Method
CalculatePriceAndGreeks Method
Balance Class
Balance Properties
BeginningNetLiq Property
Cash Property
CostBasis Property
Currency Property
FutPnL Property
InitialMargin Property
LongCallOptionsValue Property
LongPutOptionsValue Property
MaintenanceMargin Property
NetLiq Property
NetLiquidatingValue Property
OpenPnL Property
OptPnL Property
PortfolioMargin Property
RealizedPnL Property
SettlePnL Property
ShortCallOptionsValue Property
ShortPutOptionsValue Property
Balance Methods
GetCashAt Method
MoneyToString Method
Balance Fields
Account Field
AllocationBlock Field
Spec Field
BalanceList Class
BalanceList Constructor
BalanceList Properties
BalanceList Methods
Bar Class
Bar Methods
ToString Method
Bar Fields
Close Field
CloseTimestamp Field
DownTicks Field
DownVolume Field
High Field
Low Field
Open Field
Settle Field
Ticks Field
Timestamp Field
UpTicks Field
UpVolume Field
Volume Field
Volume64 Field
BarDescription Class
BarDescription Properties
Interval Property
SubscriptionType Property
BarDescription Methods
Days Method
HoursMinutes Method
Momentum Method
Months Method
NLineBreak Method
Range Method
Seconds Method
Ticks Method
ToString Method
Volume Method
Weeks Method
BaroneAdesiWhaley Class
BaroneAdesiWhaley Constructor
BaroneAdesiWhaley Properties
BaroneAdesiWhaley Methods
CalculatePrice Method
CalculatePriceAndGreeks Method
Bars Class
Bars Constructor
Bars Properties
Bars Methods
BaseContract Class
BaseContract Properties
Commissions Property
CompoundType Property
ContinuousContractRule Property
ContractGroup Property
ContractKind Property
Contracts Property
ContractSize Property
Currency Property
DayClose Property
Exchange Property
First Property
HasOnlyFutureLegs Property
HasOptionLegs Property
InitialMargin Property
IsCompound Property
IsFuture Property
IsOption Property
MaintenanceMargin Property
Name Property
PriceFormat Property
PriceMultiplier Property
ProductCalendar Property
Properties Property
StartTime Property
StopTime Property
StrikeDisplayFactor Property
Symbol Property
TickSize Property
Type Property
BaseContract Methods
GetBaseNameBySymbol Method
GetContracts Method
GetNearestContract Method
GetNearestContracts Method
ToString Method
BaseContractList Class
BaseContractList Constructor
BaseContractList Properties
BaseContractList Methods
FindBySymbol Method
BjerksundStensland Class
BjerksundStensland Properties
BjerksundStensland Methods
CalculatePrice Method
BjerksundStensland1993 Class
BjerksundStensland1993 Constructor
BjerksundStensland1993 Properties
BjerksundStensland1993 Methods
BjerksundStensland2002 Class
BjerksundStensland2002 Constructor
BjerksundStensland2002 Properties
BjerksundStensland2002 Methods
Black76 Class
Black76 Constructor
Black76 Properties
Black76 Methods
BlackScholes Class
BlackScholes Constructor
BlackScholes Properties
BlackScholes Methods
CategoryList Class
CategoryList Constructor
CategoryList Properties
CategoryList Methods
Channel Class
Channel Properties
Channel Methods
ChannelList Class
ChannelList Constructor
ChannelList Properties
ChannelList Methods
ChatMessage Class
ChatMessage Properties
Incoming Property
Message Property
Timestamp Property
User Property
ChatMessages Class
ChatMessages Constructor
ChatMessages Properties
ChatMessages Methods
ClearingHouse Class
ClearingHouse Properties
ClearingHouse Methods
ClearingHouseList Class
ClearingHouseList Constructor
ClearingHouseList Properties
ClearingHouseList Methods
Command Class
Command Properties
AppSoftware Property
ExchangeOrderID Property
IsManual Property
ResultComments Property
ResultTimestamp Property
State Property
Timestamp Property
Type Property
TypeState Property
Version Property
Command Methods
ToString Method
CommandList Class
CommandList Constructor
CommandList Properties
CreateCommand Property
Pending Property
CommandList Methods
Commission Class
Commission Properties
Commissions Property
Type Property
Commission Methods
CommissionList Class
CommissionList Constructor
CommissionList Properties
CommissionList Methods
ContinuousContractRule Class
ContinuousContractRule Constructor
ContinuousContractRule Constructor (BaseContract, SplicingRule)
ContinuousContractRule Constructor (BaseContract, SplicingRule, SplicingRulePriceAdjustment)
ContinuousContractRule Properties
Adjustment Property
BaseContract Property
IsUserDefined Property
Rule Property
Splicing Property
Contract Class
Contract Properties
BaseContract Property
BaseSymbol Property
CanAutoLiquidate Property
Commissions Property
CompoundType Property
ContractGroup Property
ContractSize Property
Currency Property
CurrentPrice Property
DOM Property
ElectronicContract Property
Exchange Property
ExpirationDate Property
ExpirationMonth Property
ExpirationTime Property
HasExpiration Property
HasOnlyFutureLegs Property
HasOptionLegs Property
HasOptions Property
Histogram Property
ID Property
IsCompound Property
IsContinuous Property
IsEquityAsset Property
IsForex Property
IsFuture Property
IsMarginal Property
IsOption Property
IsSpread Property
IsTAS Property
Key Property
Legs Property
Month Property
MonthChar Property
MonthYear Property
Name Property
Options Property
ParentContract Property
Pit Property
PitContract Property
PositionContract Property
PositionSymbol Property
PriceFormat Property
PriceMultiplier Property
Put Property
RiskLimitsTypes Property
StartTime Property
StopTime Property
Strike Property
Suffix Property
Symbol Property
TickSize Property
Type Property
Year Property
Contract Methods
CompareTo Method
Equals Method
GetHashCode Method
GetInitialMargin Method
GetMaintenanceMargin Method
PriceToString Method
PriceToString Method (Double)
PriceToString Method (Double, CultureInfo)
StringToPrice Method
ToString Method
Contract.ContractKey Structure
ContractKey Methods
CompareTo Method
GetHashCode Method
ToString Method
ContractKey Fields
ContractID Field
Pit Field
ContractGroup Class
ContractGroup Properties
BaseContracts Property
Contracts Property
ContractGroup Methods
ContractGroupList Class
ContractGroupList Constructor
ContractGroupList Properties
ContractGroupList Methods
ContractKindList Class
ContractKindList Constructor
ContractKindList Properties
ContractKindList Methods
Add Method
AddRange Method
Remove Method
ContractList Class
ContractList Constructor
ContractList Properties
Item Property
Item Property (String)
Values Property
ContractList Methods
IEnumerable.GetEnumerator Method
GetByIndex Method
GetContract Method
GetContract Method (Int32)
GetContract Method (Int32, Boolean)
GetEnumerator Method
IEnumerable(Contract).GetEnumerator Method
ContractMonth Class
ContractMonth Properties
BaseContract Property
ExpirationDate Property
ExpirationMonth Property
Symbol Property
ContractMonth Methods
ContractSortKey Structure
ContractSortKey Constructor
ContractSortKey Methods
CompareTo Method
GetHashCode Method
ContractSortKey Fields
BaseSymbol Field
MonthYear Field
Currency Class
Currency Properties
CurrentPrice Property
Default Property
IsDefault Property
Currency Methods
CompareTo Method
CurrencyList Class
CurrencyList Constructor
CurrencyList Properties
CurrencyList Methods
DataFeedEntitlement Class
DataFeedEntitlement Properties
DOM Property
EntitlementType Property
Exchange Property
TopOfBook Property
DataFeedEntitlement Methods
DataFeedEntitlementList Class
DataFeedEntitlementList Constructor
DataFeedEntitlementList Properties
DataFeedEntitlementList Methods
DetailedPositionList Class
DetailedPositionList Properties
DetailedPositionList Methods
GetOpenPosition Method
DOM Class
DOM Properties
AskLevels Property
AskSizes Property
BidLevels Property
BidSizes Property
LastUpdate Property
Duration Class
Duration Properties
IsOpenEnd Property
Duration Methods
Amount Method
Amount Method (Int32, Boolean)
Amount Method (Int32, DateTime, Boolean)
Date Method
Date Method (DateTime)
Date Method (DateTime, DateTime, Boolean)
ToString Method
Update Method
Exchange Class
Exchange Properties
PaidData Property
Exchange Methods
ExchangeList Class
ExchangeList Constructor
ExchangeList Properties
ExchangeList Methods
ExtendedData Class
ExtendedData Methods
Clone Method
Fill Class
Fill Properties
Active Property
Comments Property
Commission Property
CommissionCurrency Property
Contract Property
ExtData Property
OsmChild Property
Price Property
Quantity Property
Timestamp Property
TradeDate Property
Type Property
Fill Methods
ToString Method
FillExtendedData Class
FillExtendedData Properties
Fill Property
OsmChild Property
FillExtendedData Methods
Clone Method
FillList Class
FillList Constructor
FillList Properties
AvgPrice Property
TotalQuantity Property
FillList Methods
ToString Method
ToString Method
ToString Method (MyFunc`2(Int32, String))
GeneralizedBlackScholes Class
GeneralizedBlackScholes Properties
GeneralizedBlackScholes Methods
CalculatePrice Method
CalculatePriceAndGreeks Method
Histogram Class
Histogram Properties
Count Property
MaxVolume Property
TotalVolume Property
WeighedAverage Property
Histogram Methods
GetPriceAt Method
GetVolumeAt Method
GetVolumeAtPrice Method
IAccountOrBlock Interface
IAccountOrBlock Properties
Account Property
All Property
AllocationBlock Property
AvgPositions Property
Balances Property
BaseCurrency Property
DetailedPositions Property
DisplayName Property
Key Property
MinQty Property
Parent Property
Spec Property
SummaryPositions Property
Top Property
TotalBalance Property
IcebergData Class
IcebergData Properties
ShowVolume Property
IcebergData Methods
Clone Method
ToString Method
IMultiAssetAccountOrBlock Interface
IMultiAssetAccountOrBlock Properties
AccountOrBlocks Property
Any Property
AvgPositions Property
DetailedPositions Property
Item Property
Item Property (AssetClass)
Item Property (Contract)
SummaryPositions Property
IMultiAssetAccountOrBlock Methods
Clone Method
GetMinQty Method
GetMinQty Method (AssetClass)
GetMinQty Method (Contract)
GetMinQty Method (OrderDraft)
RefreshAB Method
Test Method
ToSpecs Method
InterestRate Class
InterestRate Properties
CurrentRate Property
Default Property
IsDefault Property
InterestRate Methods
CompareTo Method
InterestRateList Class
InterestRateList Constructor
InterestRateList Properties
InterestRateList Methods
InvalidOrderPartsException Class
IPosition Interface
IPosition Properties
Account Property
Contract Property
ContractSize Property
CostBasis Property
CurrencyCostBasis Property
CurrencyGain Property
CurrencyInitialMargin Property
CurrencyMaintenanceMargin Property
CurrencyMarketValue Property
CurrencyNetGain Property
CurrencyOTE Property
CurrencySettlePnL Property
CutOff Property
Date Property
Detailed Property
DisplayContractSymbol Property
Fills Property
Gain Property
ID Property
InitialMargin Property
Long Property
MaintenanceMargin Property
MarketValue Property
Net Property
NetGain Property
OpenCommissions Property
OTE Property
PositionContract Property
Prev Property
RealizedCommissions Property
SettlePnL Property
Short Property
IPositionWrapper Interface
IPositionWrapper Properties
Account Property
Contract Property
ContractKind Property
ContractSize Property
CostBasis Property
CurrencyCostBasis Property
CurrencyGain Property
CurrencyHypoPnL Property
CurrencyInitialMargin Property
CurrencyMaintenanceMargin Property
CurrencyMarketValue Property
CurrencyNetGain Property
CurrencyOTE Property
CurrencySettlePnL Property
Date Property
Detailed Property
DisplayContractSymbol Property
ErrorDate Property
Fills Property
Gain Property
HypoPnL Property
InitialMargin Property
Long Property
MaintenanceMargin Property
MarketPrice Property
MarketValue Property
Net Property
NetGain Property
OpenCommissions Property
OTE Property
Parent Property
PositionContract Property
Prev Property
RealizedCommissions Property
SettlePnL Property
Short Property
Time Property
IPositionWrapper Methods
Reset Method
IPositionWrapperList Interface
IPositionWrapperList Properties
Item Property
Item Property (Contract)
Item Property (Position)
Leg Class
Leg Fields
Contract Field
Quantity Field
Weight Field
LegList Class
LegList Constructor
LegList Properties
LegList Methods
LoggedUserClient Class
LoggedUserClient Properties
ApplicationName Property
Host Property
LoginTime Property
UUID Property
LoggedUserClientList Class
LoggedUserClientList Constructor
LoggedUserClientList Properties
LoggedUserClientList Methods
LoggingConfiguration Class
LoggingConfiguration Properties
DataFeedLoggingInterval Property
DataFeedLogIndexNumber Property
Level Property
LoggingProperties Class
LoggingProperties Constructor
LoggingProperties Fields
LogSourceClientPropertyName Field
LogSourceLevelPropertyName Field
LogLevel Enumeration
ModifyOrderDraft Class
ModifyOrderDraft Properties
Account Property
Comments Property
Contract Property
Side Property
ModifyOrderDraft Methods
NewOrderDraft Class
NewOrderDraft Properties
NewOrderDraft Methods
GetInvalidParts Method
NewOrderDraft Type Conversions
Explicit Conversion (NewOrderDraft to String)
NewsMessage Class
NewsMessage Properties
Channel Property
Message Property
Timestamp Property
NewsMessages Class
NewsMessages Constructor
NewsMessages Properties
NewsMessages Methods
OECClient Class
OECClient Properties
Accounts Property
AllocationBlocks Property
BaseContracts Property
Channels Property
Chat Property
ClearingHouses Property
CompleteConnected Property
ConnectionClosed Property
ContractGroups Property
Contracts Property
Currencies Property
DataFeedEntitlements Property
EventBatchInterval Property
Exchanges Property
FxCurrencyUpdateInterval Property
Global Property
InAutoReconnect Property
InterestRates Property
LoggedUserClients Property
News Property
Orders Property
OsmAlgoList Property
PasswordExpirationDate Property
PriceHost Property
Properties Property
RemoteHostingEnabled Property
RiskLimits Property
ServerHost Property
Subscriptions Property
TrackUnhandledExceptions Property
Traders Property
Username Property
Users Property
UUID Property
WashAccounts Property
OECClient Methods
AcceptCommand Method
AcceptOrder Method
AddFill Method
AddFill Method (Order, Int32, Double, String)
AddFill Method (Order, Int32, Double, String, DateTime)
CancelFill Method
CancelOrder Method
CancelOrder Method (Order)
CancelOrder Method (Order, Boolean)
CancelSubscription Method
CompleteOrder Method
Connect Method
Connect Method (ServerInfo, NetworkCredential, ConnectionFeatures)
Connect Method (String, Int32, String, String, Boolean)
CreateDraft Method
CreateDraft Method
CreateDraft Method (String)
CreateDraft Method (Order)
CreateInstance Method
CreateOsmChildDraft Method
Disconnect Method
DisconnectClient Method
LoadOsmAlgoList Method
ModifyOrder Method
PostAllocate Method
RejectCommand Method
RejectOrder Method
RemoveContinuousContractRule Method
RequestBars Method
RequestBars Method (Contract, Duration, BarDescription)
RequestBars Method (Contract, DateTime, DateTime, TimeSpan)
RequestBars Method (Contract, DateTime, DateTime, SubscriptionType, Int32)
RequestBars Method (Contract, DateTime, DateTime, SubscriptionType, Int32, Boolean)
RequestBars Method (Contract, DateTime, Int32, SubscriptionType, Int32, Boolean)
RequestContracts Method
RequestHistory Method
RequestMarginCalculation Method
RequestProductCalendar Method
RequestRangeBars Method
RequestTickBars Method
RequestTicks Method
RequestTicks Method (Contract, DateTime, DateTime)
RequestTicks Method (Contract, DateTime, Int32)
RequestVolumeBars Method
SendLinkedOrders Method
SendLinkedOrders Method (OrderDraft, OrderDraft[])
SendLinkedOrders Method (OrderDraft, OSOGroupingMethod, OrderDraft[])
SendMessage Method
SendMessage Method (Trader, String)
SendMessage Method (User, String)
SendNewsMessage Method
SendOCOOrders Method
SendOrder Method
SendOrder Method (OrderDraft)
SendOrder Method (OrderDraft, Boolean)
SetLoggingConfig Method
SubmitAllocationBlocks Method
SubmitContinuousContractRule Method
Subscribe Method
SubscribeBars Method
SubscribeBars Method (Contract, DateTime, TimeSpan)
SubscribeBars Method (Contract, DateTime, SubscriptionType, Int32)
SubscribeBars Method (Contract, DateTime, SubscriptionType, Int32, Boolean)
SubscribeBars Method (Contract, Int32, SubscriptionType, Int32, Boolean)
SubscribeDOM Method
SubscribeHistogram Method
SubscribeHistory Method
SubscribeRangeBars Method
SubscribeTickBars Method
SubscribeTicks Method
SubscribeTicks Method (Contract, DateTime)
SubscribeTicks Method (Contract, Int32)
SubscribeVolumeBars Method
SymbolLookup Method
SymbolLookup Method (String)
SymbolLookup Method (SymbolLookupCriteria)
Unsubscribe Method
UnsubscribeDOM Method
UpdateOsmAlgoList Method
UsingUUID Method
ValidateAllocationBlock Method
OECClient Events
OnAccountRiskLimitChanged Event
OnAccountSummaryChanged Event
OnAllocationBlocksChanged Event
OnAvgPositionChanged Event
OnBalanceChanged Event
OnBarCollectionReceived Event
OnBarsReceived Event
OnBeginEvents Event
OnCommandUpdated Event
OnContinuousContractRuleChanged Event
OnContractChanged Event
OnContractRiskLimitChanged Event
OnContractsChanged Event
OnCurrencyPriceChanged Event
OnDetailedPositionChanged Event
OnDisconnected Event
OnDOMChanged Event
OnEndEvents Event
OnError Event
OnForciblyDisconnected Event
OnHistogramReceived Event
OnHistoryCollectionReceived Event
OnHistoryReceived Event
OnInterestRateChanged Event
OnLoggedUserClientsChanged Event
OnLoginComplete Event
OnLoginFailed Event
OnMarginCalculationCompleted Event
OnNewsMessage Event
OnOrderConfirmed Event
OnOrderFilled Event
OnOrderStateChanged Event
OnOsmAlgoListLoaded Event
OnOsmAlgoListUpdated Event
OnPitGroupsChanged Event
OnPortfolioMarginChanged Event
OnPostAllocation Event
OnPriceChanged Event
OnPriceTick Event
OnProductCalendarUpdated Event
OnRelationsChanged Event
OnRiskLimitDetailsReceived Event
OnSymbolLookupReceived Event
OnTicksReceived Event
OnTradersChanged Event
OnUserMessage Event
OnUserStatusChanged Event
OECError Class
OECError Fields
Trader Field
OECException Class
OnAccountRiskLimitChangedEvent Delegate
OnAccountSummaryChangedEvent Delegate
OnAllocationBlocksChangedEvent Delegate
OnBalanceChangedEvent Delegate
OnBarCollectionReceivedEvent Delegate
OnBarsReceivedEvent Delegate
OnBeginEndEventsEvent Delegate
OnCommandUpdatedEvent Delegate
OnConfigChangedEvent Delegate
OnContinuousContractRuleChangedEvent Delegate
OnContractChangedEvent Delegate
OnContractRiskLimitChangedEvent Delegate
OnContractsChangedEvent Delegate
OnCurrencyPriceChangedEvent Delegate
OnDisconnectedEvent Delegate
OnDOMChangedEvent Delegate
OnErrorEvent Delegate
OnForciblyDisconnectedEvent Delegate
OnHistogramReceivedEvent Delegate
OnHistoryCollectionReceivedEvent Delegate
OnHistoryReceivedEvent Delegate
OnInterestRateChangedEvent Delegate
OnLoggedUserClientsChangedEvent Delegate
OnLoginCompleteEvent Delegate
OnLoginFailedEvent Delegate
OnMarginCalculationCompletedEvent Delegate
OnNewsMessageEvent Delegate
OnOrderConfirmedEvent Delegate
OnOrderFilledEvent Delegate
OnOrderStateChangedEvent Delegate
OnOsmAlgoListLoadedEvent Delegate
OnOsmAlgoListUpdatedEvent Delegate
OnPortfolioMarginChangedEvent Delegate
OnPositionChangedEvent Delegate
OnPostAllocationEvent Delegate
OnPriceChangedEvent Delegate
OnProductCalendarUpdatedEvent Delegate
OnRiskLimitDetailsReceivedEvent Delegate
OnSymbolLookupEvent Delegate
OnTicksReceivedEvent Delegate
OnUserMessageEvent Delegate
OnUserStatusChangedEvent Delegate
OptionModel Class
OptionModel Properties
Expiration Property
IsPut Property
Strike Property
TimeToExpiration Property
OptionModel Methods
CalculateImpliedVolatility Method
CalculatePrice Method
CalculatePriceAndGreeks Method
OptionModel Fields
GreekFields Field
OptionModelExtensions Class
OptionModelExtensions Methods
IsFinite Method
IsNaN Method
NullNaN Method
Order Class
Order Properties
ABChildren Property
ABParent Property
Account Property
AllocationBlock Property
Commands Property
Comments Property
Contract Property
CurrentState Property
ExtData Property
Fills Property
Flags Property
Group Property
IsBuySide Property
IsFilled Property
IsFinalState Property
IsIceberg Property
IsMarketOrder Property
IsOsmChild Property
IsOsmRoot Property
IsTrailingStop Property
IsVolumeBasedStop Property
Linked Property
OCO Property
OsmRoot Property
Parent Property
ParentOrder Property
PostAllocationInstructions Property
Price Property
Price2 Property
Quantity Property
ReadOnly Property
Side Property
States Property
SubOrders Property
TicketNumber Property
Timestamp Property
Trader Property
Type Property
TypePriceString Property
Versions Property
Order Methods
ToString Method
OrderChild Class
OrderChild Properties
Order Property
OrderChild Methods
OrderDraft Class
OrderDraft Properties
Account Property
AllocationBlock Property
Comments Property
Contract Property
DeltaTicks Property
DeltaTicks2 Property
End Property
ExecInst Property
ExtData Property
Flags Property
IsManual Property
OsmRoot Property
PIN Property
Price Property
Price2 Property
Quantity Property
Side Property
Start Property
Type Property
OrderDraft Methods
ClearExtData Method
GetInvalidParts Method
GetPriceCount Method
GetPriceCount Method
GetPriceCount Method (OrderType)
SetIcebergData Method
SetTSData Method
SetVBSData Method
ToString Method
ToString Method
ToString Method (String)
ToString Method (String, IFormatProvider)
OrderList Class
OrderList Constructor
OrderList Properties
OrderList Methods
OrderParts Enumeration
PitGroup Class
PitGroup Properties
PitGroup Methods
PitGroupList Class
PitGroupList Constructor
PitGroupList Properties
PitGroupList Methods
PortfolioMargin Class
PortfolioMargin Properties
Current Property
PortfolioMargin.PortfolioMarginValues Class
PortfolioMarginValues Properties
InitialReq Property
InitialRisk Property
MaintenanceReq Property
MaintenanceRisk Property
NetOptionValue Property
RiskValue Property
Position Class
Position Properties
Account Property
Contract Property
ContractSize Property
CostBasis Property
CurrencyCostBasis Property
CurrencyGain Property
CurrencyInitialMargin Property
CurrencyMaintenanceMargin Property
CurrencyMarketValue Property
CurrencyNetGain Property
CurrencyOTE Property
CurrencyPrevGain Property
CurrencySettlePnL Property
CutOff Property
Date Property
Detailed Property
DisplayContractSymbol Property
Fills Property
Gain Property
InitialMargin Property
IsFlat Property
Long Property
MaintenanceMargin Property
MarketValue Property
Net Property
NetGain Property
OpenCommissions Property
OTE Property
PositionContract Property
Prev Property
PrevGain Property
RealizedCommissions Property
SettlePnL Property
Short Property
Position Methods
GetContractSize Method
GetContractSize Method (Contract, Account)
GetContractSize Method (Contract, AllocationBlock)
PositionFill Class
PositionFill Properties
AbsQuantity Property
Price Property
Quantity Property
SourceFill Property
SourcePreviousPosition Property
PositionFillList Class
PositionFillList Constructor
PositionFillList Properties
PositionFillList Methods
PositionIDList Class
PositionIDList Properties
PositionIDList Methods
PositionList Class
PositionList Properties
PositionList Methods
PositionTime Structure
PositionTime Constructor
PositionTime Constructor (DateTime)
PositionTime Constructor (DateTime, DateTime)
PositionTime Properties
UtcTimeClose Property
UtcTimeOpen Property
PositionTime Methods
CompareTo Method
PositionTime Fields
Empty Field
PostAllocationBlock Class
PostAllocationBlock Constructor
PostAllocationBlock Properties
IsAPS Property
Items Property
TotalLots Property
Valid Property
PostAllocationBlock Methods
CheckPostAllocationInstructions Method
PostAllocationBlockItem Class
PostAllocationBlockItem Properties
Account Property
AllocationPrice Property
Lots Property
Valid Property
PostAllocationBlockItems Class
PostAllocationBlockItems Constructor
PostAllocationBlockItems Properties
PostAllocationBlockItems Methods
PostAllocationInstructions Class
PostAllocationInstructions Properties
Item Property
State Property
Price Class
Price Properties
AskPrice Property
AskVol Property
BidPrice Property
BidVol Property
Change Property
ChangePercent Property
CumLastVol Property
Fields Property
Hidden Property
HighPrice Property
LastDateTime Property
LastPrice Property
LastVol Property
LowPrice Property
OpenInterest Property
OpenPrice Property
PendingSettlement Property
PendingSettlementDateTime Property
PnLOnly Property
PrevPrice Property
Settlement Property
SettlementDateTime Property
TheoreticalPrice Property
TotalVol Property
PriceIntern Class
PriceIntern Constructor
PriceIntern Constructor (Int32, Int32, Double, Double)
PriceIntern Constructor (Contract, Double, Double, Double)
PriceIntern Constructor (Int32, Int32, Double, Double, Double, Double)
ProductCalendar Class
ProductCalendar Properties
ProductCalendar Methods
ProhibitedOrderCommentException Class
PropertyList Class
PropertyList Constructor
PropertyList Properties
PropertyList Methods
ReadonlyContractKindList Class
ReadonlyContractKindList Constructor
ReadonlyContractKindList Properties
Count Property
ReadonlyContractKindList Methods
IEnumerable.GetEnumerator Method
GetEnumerator Method
Has Method
RiskLimitBoolValue Class
RiskLimitBoolValue Constructor
RiskLimitBoolValue Properties
Cleared Property
IsCleared Property
RiskLimitBoolValue Methods
Clone Method
CompareTo Method
GetEditString Method
ToString Method
Update Method
RiskLimitData Class
RiskLimitData Constructor
RiskLimitData Properties
ApproveLimit Property
IsEmpty Property
Limit Property
NewLimit Property
RiskLimitData Methods
Update Method
RiskLimitData Fields
Key Field
RiskLimitDataList Class
RiskLimitDataList Properties
RiskLimitDataList Methods
RiskLimitEntity Class
RiskLimitEntity Constructor
RiskLimitEntity Properties
AccountID Property
AccountType Property
ContractID Property
ContractKind Property
ExchangeID Property
Override Property
ProviderID Property
TraderCategoryID Property
Type Property
Underlying Property
RiskLimitEntity Methods
CompareTo Method
Equals Method
GetHashCode Method
RiskLimitIntValue Class
RiskLimitIntValue Constructor
RiskLimitIntValue Properties
Cleared Property
IsCleared Property
RiskLimitIntValue Methods
Clone Method
CompareTo Method
GetEditString Method
ToString Method
Update Method
RiskLimitMarginLevel Class
RiskLimitMarginLevel Constructor
RiskLimitMarginLevel Properties
Absolute Property
IsDeleted Property
PositionLimit Property
Value Property
RiskLimitMarginLevel Methods
Clone Method
CompareTo Method
ToString Method
RiskLimitMarginLevels Class
RiskLimitMarginLevels Constructor
RiskLimitMarginLevels Constructor
RiskLimitMarginLevels Constructor (IEnumerable(RiskLimitMarginLevel))
RiskLimitMarginLevels Properties
Cleared Property
Count Property
IsCleared Property
RiskLimitMarginLevels Methods
IEnumerable.GetEnumerator Method
Clone Method
CompareTo Method
GetEditString Method
GetEnumerator Method
GetHashCode Method
ToString Method
Update Method
RiskLimitRealValue Class
RiskLimitRealValue Constructor
RiskLimitRealValue Properties
Cleared Property
IsCleared Property
RiskLimitRealValue Methods
Clone Method
CompareTo Method
GetEditString Method
ToString Method
Update Method
RiskLimitsTypeList Class
RiskLimitsTypeList Constructor
RiskLimitsTypeList Properties
RiskLimitsTypeList Methods
RiskLimitValue Class
RiskLimitValue Properties
Cleared Property
IsCleared Property
IsDeleted Property
RiskLimitValue Methods
Clone Method
CompareTo Method
Equals Method
GetEditString Method
ToString Method
Update Method
SessionBoundariesBarDescription Class
SessionBoundariesBarDescription Properties
SessionBoundariesBarDescription Methods
ToString Method
SessionBoundariesBarDescription Fields
IsIgnoreSessionBoundaries Field
SimpleSymbolLookupCriteria Class
SimpleSymbolLookupCriteria Constructor
SimpleSymbolLookupCriteria Properties
AdditionalExpression Property
BaseContract Property
ByBaseContractsOnly Property
CompoundType Property
ContractGroup Property
ContractType Property
Exchange Property
OptionsRequired Property
OptionType Property
ParentContract Property
SimpleSymbolLookupCriteria Methods
ContractFilter Method
SimpleSymbolLookupCriteria Fields
ContractKinds Field
SoftwareErrorException Class
State Class
State Properties
Comments Property
OrderState Property
Timestamp Property
State Methods
ToString Method
StateList Class
StateList Constructor
StateList Properties
Current Property
StateList Methods
Strings Class
Strings Methods
AvgPriceToString Method
ExecutionTimeToText Method
FormatEquityOptionSide Method
FormatQuantity Method
FormatShortEquityOptionSide Method
FormatShortEquitySide Method
FormatSide Method
GetCurrencySign Method
GetPriceMask Method
Head Method
IsDefaultTime Method
MoneyToString Method
PriceToString Method
PriceToString Method (Int32, Int32, Double, Double)
PriceToString Method (Int32, Int32, Double, Double, CultureInfo)
QuantityFormattingRequired Method
Tail Method
TextToExecutionTime Method
UTCExecutionTimeToText Method
Strings Fields
BaseCurrencyMoneyFormat Field
ContractMonths Field
ContractTypeName Field
MoneyFormat Field
OrderTypeFmts Field
OrderTypeNames Field
Strings.KiloNumberFormatter Class
KiloNumberFormatter Methods
Format Method
Parse Method
Subscription Class
Subscription Properties
BarDescription Property
Duration Property
Interval Property
Subscription Methods
Subscription Fields
Amount Field
Contract Field
Currency Field
End Field
IgnoreSessionBoundaries Field
IntInterval Field
Start Field
Type Field
Updatable Field
SubscriptionList Class
SubscriptionList Constructor
SubscriptionList Properties
SubscriptionList Methods
SymbolLookupCriteria Class
SymbolLookupCriteria Constructor
SymbolLookupCriteria Properties
DesiredResultCount Property
Mode Property
SearchText Property
SymbolLookupCriteria Methods
ContractFilter Method
ContractFilter Method (Contract)
ContractFilter Method (IEnumerable(Contract), Predicate(Contract), Int32)
SymbolLookupCriteria Fields
SimpleSymbolSearch Field
SymbolLookupExpression Class
SymbolLookupExpression Constructor
SymbolLookupExpression Properties
Operator Property
RightOperand Property
Ticks Class
Ticks Properties
AskPriceList Property
BidPriceList Property
ExchangeList Property
PriceList Property
TimestampList Property
VolumeList Property
Ticks Fields
AskPrices Field
BidPrices Field
Exchanges Field
Prices Field
Timestamps Field
Types Field
Volumes Field
Volumes32 Field
Trader Class
Trader Properties
Accounts Property
Category Property
Orders Property
Properties Property
Trader Methods
TraderCategory Class
TraderCategory Properties
TraderCategory Methods
TraderList Class
TraderList Constructor
TraderList Properties
TraderList Methods
TrailingStopData Class
TrailingStopData Properties
Delta Property
ReferencePrice Property
TrailingStopData Methods
Clone Method
ToString Method
User Class
User Properties
Online Property
User Methods
UserList Class
UserList Constructor
UserList Properties
UserList Methods
Version Class
Version Properties
Command Property
Comments Property
DeltaTicks Property
DeltaTicks2 Property
End Property
ExecInst Property
ExtData Property
Flags Property
OsmRoot Property
Price Property
Price2 Property
Quantity Property
Start Property
TradingSession Property
Type Property
Version Methods
GetTypePriceString Method
ToString Method
Version Fields
MaximumEnd Field
MinimumStart Field
VersionList Class
VersionList Constructor
VersionList Properties
Current Property
VersionList Methods
VolPrice Class
VolPrice Constructor
VolPrice Properties
Price Property
TimeStamp Property
Volume Property
VolumeBasedStopData Class
VolumeBasedStopData Properties
TriggerVolume Property
VolumeBasedStopData Methods
Clone Method
ToString Method
OEC.API.Bases
BasicList(T) Class
BasicList(T) Constructor
BasicList(T) Properties
Count Property
Item Property
BasicList(T) Methods
IEnumerable(T).GetEnumerator Method
IEnumerable.GetEnumerator Method
DateTimeList Class
DateTimeList Constructor
DateTimeList Properties
FloatList Class
FloatList Constructor
FloatList Properties
IDKeyList(TKey, TSortKey, T) Class
IDKeyList(TKey, TSortKey, T) Constructor
IDKeyList(TKey, TSortKey, T) Constructor
IDKeyList(TKey, TSortKey, T) Constructor (IComparer(TSortKey))
IDKeyList(TKey, TSortKey, T) Properties
Item Property
Item Property (TSortKey)
Values Property
IDKeyList(TKey, TSortKey, T) Methods
IEnumerable(T).GetEnumerator Method
IEnumerable.GetEnumerator Method
IDList(T) Class
IDList(T) Constructor
IDList(T) Properties
IDList(T) Methods
IDList(TKey, T) Class
IDList(TKey, T) Constructor
IDList(TKey, T) Constructor
IDList(TKey, T) Constructor (IComparer(TKey))
IDList(TKey, T) Properties
IDList(TKey, T) Methods
IDObject Class
IDObject Properties
IDObject Methods
IComparable.CompareTo Method
GetHashCode Method
IDObject(T) Class
IDObject(T) Properties
ID Property
IDObject(T) Methods
IComparable.CompareTo Method
IKeyed(TKey) Interface
IKeyed(TKey) Properties
Key Property
INamed Interface
INamed Properties
IntList Class
IntList Constructor
IntList Properties
Item Property
Length Property
KeyedList(TKey, T) Class
KeyedList(TKey, T) Constructor
KeyedList(TKey, T) Constructor
KeyedList(TKey, T) Constructor (IComparer(TKey))
KeyedList(TKey, T) Properties
Count Property
First Property
Item Property
Keys Property
Last Property
Values Property
KeyedList(TKey, T) Methods
IEnumerable(T).GetEnumerator Method
IEnumerable.GetEnumerator Method
ContainsKey Method
GetByIndex Method
SortedValues Method
NamedList(T) Class
NamedList(T) Constructor
NamedList(T) Constructor
NamedList(T) Constructor (IComparer(String))
NamedList(T) Properties
NamedList(T) Methods
NamedObject Class
NamedObject Constructor
NamedObject Properties
IKeyed(String).Key Property
Name Property
NamedObject Methods
ToString Method
StringList Class
StringList Constructor
StringList Properties
Item Property
Length Property
UintList Class
UintList Constructor
UintList Properties
ValueList(T) Class
ValueList(T) Constructor
ValueList(T) Properties
Item Property
Length Property
OEC.API.MarginCalculator
HypoOrder Class
HypoOrder Constructor
HypoOrder Properties
Contract Property
Qty Property
Side Property
HypoOrderList Class
HypoOrderList Constructor
HypoOrderList Properties
HypoOrderList Methods
Add Method
HypoPosition Class
HypoPosition Constructor
HypoPosition Properties
Contract Property
MaxHypoNet Property
MinHypoNet Property
HypoPositionList Class
HypoPositionList Constructor
HypoPositionList Properties
Count Property
HypoPositionList Methods
IEnumerable.GetEnumerator Method
Add Method
GetEnumerator Method
MarginCalculatorRequest Class
MarginCalculatorRequest Constructor
MarginCalculatorRequest Constructor
MarginCalculatorRequest Constructor (Account)
MarginCalculatorRequest Properties
Account Property
Orders Property
Positions Property
RequestID Property
MarginCalculatorRequest Methods
Check Method
MarginCalculatorResponse Class
MarginCalculatorResponse Properties
InitialMarginRequirements Property
MaintenanceMarginRequirements Property
NetOptionValue Property
PreTradeCashRequirements Property
RequestID Property
RiskValue Property
OEC.API.Objects
ConnectionFeatures Class
ConnectionFeatures Constructor
ConnectionFeatures Properties
AutoReconnect Property
ForceLogin Property
ConnectionFeatures.Builder Class
Builder Constructor
ConnectionFeatures.Builder Constructor
ConnectionFeatures.Builder Constructor (ConnectionFeatures)
Builder Methods
Build Method
SetAutoReconnect Method
SetForceLogin Method
ServerInfo Class
ServerInfo Constructor
ServerInfo Properties
Host Property
Port Property
OEC.API.OSM
AlgoParam Class
AlgoParam Constructor
AlgoParam Constructor (String, Boolean)
AlgoParam Constructor (String, DateTime)
AlgoParam Constructor (String, Double)
AlgoParam Constructor (String, Int32)
AlgoParam Constructor (String, Int64)
AlgoParam Constructor (String, String)
AlgoParam Properties
BoolValue Property
DateTimeValue Property
DoubleValue Property
IntValue Property
LongValue Property
Name Property
StringValue Property
AlgoParam Methods
Clone Method
ToString Method
AlgoParams Class
AlgoParams Constructor
AlgoParams Properties
Item Property
AlgoParams Methods
IEnumerable.GetEnumerator Method
AddParam Method
AddParams Method
Clear Method
Clone Method
GetEnumerator Method
Remove Method
ToString Method
ChildOrder Class
ChildOrder Properties
OsmRoot Property
ChildOrder Methods
Clone Method
ToString Method
IAlgoParam Interface
IAlgoParam Properties
BoolValue Property
DateTimeValue Property
DoubleValue Property
IntValue Property
LongValue Property
Name Property
StringValue Property
IAlgoParams Interface
IAlgoParams Properties
Item Property
RootOrder Class
RootOrder Constructor
RootOrder Properties
AlgoName Property
AlgoParams Property
RootOrder Methods
Clone Method
ToString Method
OEC.API.OSM.Info
Algo Class
Algo Constructor
Algo Properties
AlgoName Property
OrderFlags Property
OrderTypes Property
Params Property
Algo Methods
Clone Method
SetOrderFlags Method
SetOrderTypes Method
ValidateRootDraft Method
ValidateRootOrder Method
Algo.AlgoParams Class
Algo.AlgoParams Constructor
AlgoParams Properties
Item Property
AlgoParams Methods
IEnumerable.GetEnumerator Method
AddParam Method
AddParam Method (AlgoParam)
AddParam Method (String, DataDomain, Boolean, String, XmlElement[])
AddParams Method
Clear Method
Clone Method
GetEnumerator Method
Remove Method
AlgoList Class
AlgoList Constructor
AlgoList Properties
Item Property
Items Property
AlgoList Methods
AddAlgo Method
Clear Method
Clone Method
Remove Method
ValidateRootDraft Method
ValidateRootOrder Method
AlgoParam Class
AlgoParam Constructor
AlgoParam Constructor (String, DataDomain, Boolean, String)
AlgoParam Constructor (String, DataDomain, Boolean, String, XmlElement[])
AlgoParam Constructor (String, Boolean, DataDomain, Boolean, String)
AlgoParam Constructor (String, Boolean, DataDomain, Boolean, String, XmlElement[])
AlgoParam Properties
DataDomain Property
Description Property
Enabled Property
Modifiable Property
Name Property
AlgoParam Methods
Clone Method
DataDomain Class
DataDomain Properties
DataType Property
Default Property
Units Property
DataDomain Methods
BoolDomain Method
BoolDomain Method (Boolean)
BoolDomain Method (String, Boolean)
Clone Method
DateTimeDomain Method
DateTimeDomain Method (DateTime)
DateTimeDomain Method (DateTime, DateTime, DateTime)
DoubleDomain Method
DoubleDomain Method (String, Double)
DoubleDomain Method (String, Double, Double, Double)
EnumDomain Method
IntDomain Method
IntDomain Method (String, Int32)
IntDomain Method (String, Int32, Int32, Int32)
LongDomain Method
LongDomain Method (String, Int64)
LongDomain Method (String, Int64, Int64, Int64)
StringDomain Method
StringDomain Method (String)
StringDomain Method (String, Int32, Int32)
ToString Method
ValidateParam Method
IAlgo Interface
IAlgo Properties
AlgoName Property
OrderFlags Property
OrderTypes Property
Params Property
IAlgo Methods
ValidateRootDraft Method
ValidateRootOrder Method
IAlgoList Interface
IAlgoList Properties
Item Property
Items Property
IAlgoList Methods
ValidateRootDraft Method
ValidateRootOrder Method
IAlgoParams Interface
IAlgoParams Properties
Item Property
OEC.API.UI
AssetClass Enumeration
OEC.Data
AccountType Enumeration
AllocationRule Enumeration
CommandState Enumeration
CommandType Enumeration
CommissionType Enumeration
CompoundType Enumeration
ContractKind Enumeration
ContractType Enumeration
DataFeedEntitlementType Enumeration
ExecInst Enumeration
FailReason Enumeration
FillType Enumeration
LoggedUserSessionCommandType Enumeration
MarginType Enumeration
OrderFlags Enumeration
OrderSide Enumeration
OrderState Enumeration
OrderType Enumeration
PostAllocationCheckResult Enumeration
PostAllocationState Enumeration
PriceFields Enumeration
RiskLimitsType Enumeration
SplicingRulePriceAdjustment Enumeration
SplicingRuleType Enumeration
SubscriptionType Enumeration
SymbolLookupCriteriaOptionType Enumeration
SymbolLookupMode Enumeration
SymbolLookupOperator Enumeration
OEC.Protocol
RiskLimit Class
RiskLimit Properties
IsEmpty Property
LimitType Property
ParentKey Property
RiskLimit Fields
AccountId Field
AccountType Field
Compliance Field
ContractId Field
ContractKind Field
ContractSymbol Field
ExchangeId Field
IsDeleted Field
Override Field
ProviderId Field
Status Field
Submitter Field
Underlying Field
UserCategory Field
RiskLimitMarginLevel Class
RiskLimitMarginLevel Constructor
RiskLimitMarginLevel Constructor
RiskLimitMarginLevel Constructor (RiskLimitOwner, Int32, Nullable(Int32), Nullable(Double), MarginType)
RiskLimitMarginLevel Properties
IsEmpty Property
LimitType Property
RiskLimitMarginLevel Fields
Level Field
Limit Field
Margin Field
MarginType Field
RiskLimits Class
RiskLimits Methods
GetLimitType Method
RiskLimits Fields
LiqOnlyLimitTypes Field
LockedLimitTypes Field
RiskLimitValue Class
RiskLimitValue Constructor
RiskLimitValue Constructor
RiskLimitValue Constructor (RiskLimitOwner, LimitType, Nullable(Double))
RiskLimitValue Properties
IsEmpty Property
LimitType Property
RiskLimitValue Fields
Type Field
Value Field
Frequently Asked Questions (FAQ)
Version History
OEC FIX
Overview
Setup
FIX MESSAGES
ADMINISTRATIVE MESSAGES
Heartbeat
TestRequest
ResendRequest
Reject
SequenceReset
Logon
Logout
APPLICATION MESSAGES
NewOrderSingle
ExecutionReport
NewOrderList
OrderCancelReplaceRequest
OrderCancelRequest
OrderCancelReject
OrderMassStatusRequest
OrderMassStatusAck
OrderStatusRequest
SecurityListRequest
SecurityList
SecurityDefinitionRequest
SecurityDefinition
RequestForPositions
RequestForPositionsAck
PositionReport
CollateralInquiryAck
CollateralInquiry
CollateralReport
MarginCalcRequest
MarginCalcReport
AllocationInstruction
AllocationInstructionAck
UserRequest
UserResponse
News
Email
COMPONENT BLOCKS
PegInstructions
PositionAmountData
CommissionData
UnderlyingInstrument
PositionQty
Instrument
OrderQtyData
InstrumentLeg
MarginCalcPositionQty
FIELDS
OEC FAST
Setup
MESSAGE TEMPLATES
ADMINISTRATIVE MESSAGES
Logon
Logon_Response
Logout
Heartbeat
APPLICATION MESSAGES
MarketDataRequest
MarketDataRequest_Cancel
MarketDataSnapshotFullRefresh
MarketDataIncrementalRefresh
MarketDataRequestReject
Other Solutions
OEC COM API
DDE
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