longbridge::trade::SubmitMultiLegOrderLeg Struct Reference

A leg of a multi-leg combination order to submit. More...

#include <types.hpp>

Public Attributes
std::string	symbol
	Option symbol, in ticker.region format (e.g. QQQ260731C764000.US) More...
Decimal	ratio_quantity

Detailed Description

A leg of a multi-leg combination order to submit.

Member Data Documentation

ratio_quantity

Decimal longbridge::trade::SubmitMultiLegOrderLeg::ratio_quantity

Leg ratio quantity — must be a positive number. The direction of each leg is implied by the strategy together with the order side, not by the sign of this value; a negative or zero ratio is rejected by the server with 602001.

symbol

std::string longbridge::trade::SubmitMultiLegOrderLeg::symbol

Option symbol, in ticker.region format (e.g. QQQ260731C764000.US)

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The documentation for this struct was generated from the following file:

• include/types.hpp