CWormsCrossingTradeReportPlacer Class

Responsible for placing new WORMS crossing trade reports. New instances of CWormsCrossingTradeReportPlacer are retrieved via the IWormsSession.GetCrossingTradeReportPlacer() function. The CWormsCrossingTradeReportPlacer automatically populates parameters that are marked in the documentation as "Not Required" with default values that are legitimate for most orders. Parameters marked as "Required" must be filled in by the user.

Inheritance Hierarchy

SystemObject
Woti.OrdersCWormsCrossingTradeReportPlacer

Namespace: Woti.Orders
Assembly: Woti (in Woti.dll) Version: 13.4.259.0

Syntax

C++

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[ClassInterfaceAttribute(ClassInterfaceType.None)]
[GuidAttribute("616A4AC5-70EE-486B-A0F6-8A3A355EB81D")]
public class CWormsCrossingTradeReportPlacer : IWormsCrossingTradeReportPlacer, 
	IDisposable

<ClassInterfaceAttribute(ClassInterfaceType.None)>
<GuidAttribute("616A4AC5-70EE-486B-A0F6-8A3A355EB81D")>
Public Class CWormsCrossingTradeReportPlacer
	Implements IWormsCrossingTradeReportPlacer, IDisposable

[ClassInterfaceAttribute(ClassInterfaceType::None)]
[GuidAttribute(L"616A4AC5-70EE-486B-A0F6-8A3A355EB81D")]
public ref class CWormsCrossingTradeReportPlacer : IWormsCrossingTradeReportPlacer, 
	IDisposable

The CWormsCrossingTradeReportPlacer type exposes the following members.

Properties

	Name	Description
	AccountType	Not required. Default ACT_Invalid gets translated to the account product's account type.
	Ask	Not required. Internal field. Default 0.
	AskSize	Not required. Internal field. Default 0.
	Bid	Not required. Internal field. Default 0.
	BidSize	Not required. Internal field. Default 0.
	CapacityType	Not required. Default CP_A.
	CheckCurrentMarket	If true, Place will fail if there is no market data for the symbol. Default false.
	Cmta	Not required. Default "" gets translated to the account product's CMTA.
	CommissionMode	Not required. Specifies the type of commission that the CommissionPrice field will be applied as.
	CommissionPerShareOrFlatFee	Obsolete. Not required. If true, the supplied commission price will be multiplied by the order's quantity to determine the total commission. Default true.
	CommissionPrice	Not required. If this order is billed, the billing system will override its commission settings and use this commission price instead. Default 0.
	ContraAccountType	Not required. Account type for the contra order. Default ACT_Invalid gets translated to the contra account product's account type.
	ContraCapacityType	Not required. Capacity type for the contra order. Will be copied from opposing side CapacityType if left as CP_Invalid
	ContraCmta	Not required. CMTA for the contra order. Default "" gets translated to the contra account product's CMTA.
	ContraFdid	Not required. FDID for the contra order. Default "" gets translated to the contra account product's FDID.
	ContraGiveUp	Not required. GiveUp for the contra order. Default "" gets translated to the contra account product's give-up.
	ContraMpid	Optional Mpid value used for TRF reporting the Contra order.
	ContraOccCustomerId	Not required. Default "".
	ContraPortfolio	Required. WORMS Portfolio for the contra order.
	ContraQuantity	Not required. Quantity of the contra order. If ContraQuantity is left as the default (-1), then the quantity of the Must Get Done order will also apply to the contra order.
	ContraSideType	Required. Side type for the contra order, should be opposite of the specified SideType value.
	ContraTradingAccount	Not required. Trading account for the contra order. Default "" gets translated to the contra account product's trading account.
	CoveredOption	Not required. Default false.
	CrossingOrderType	[Deprecated] See CrossingType
	CrossingType	Required. Specifies the type of crossing order: Customer Match, Facilitation, or Solicitation. When placing a facilitation order, the customer's order is the main order while the broker's order is the contra order. For equity crosses, CrossingType is ignored and forced to Solicitation by the WORMS system.
	ExternalSymbolId	Customer-specific symbol identifier
	Fdid	Not required. Default "" gets translated to the account product's FDID.
	GiveUp	Not required. Default "" gets translated to the account product's give-up.
	LastPrice	Not required. Internal field. Default 0.
	LiquidityType	Not required. Helps to define the fee that the exchange charges for putting this order on its books. Each exchange provides its own specifications for what valid values exist for this field. This value is used only by the WORMS billing system to calculate these exchange fees. Default "".
	Mpid	Optional Mpid value used for TRF reporting.
	Note	Not required. Internal field. Populates the Note (Extra info) field. Default "".
	OccCustomerId	Not required. Default "".
	OptionalFields	Not required. Struct that holds optional fields for the order
	OriginatingOrderId	Not required. Default "".
	ParentStagedContraOrderId	Not required. Default "". Parent staged Order for Order Side.
	ParentStagedOrderId	Not required. Default "". Parent staged Order for Order Side.
	Portfolio	Required. Specifies a WORMS portfolio name.
	Price	Required. Price of both orders. Override contra price using SetPrices.
	Quantity	Required. Quantity of the Must Get Done order. If ContraQuantity is left as the default (-1), then this is also the quantity of the contra order.
	RemoteId	Not required. Optional field for pass through Ids. Max Length = 64 characters
	Route	Required. Specifies a WORMS route name.
	SideType	Required. Side type for the main order, should be opposite of the contra side type.
	Solicited	Not required. Default false.
	Symbol	Required. Symbol representing the security attempting to be traded.
	TradingAccount	Not required. Default "" gets translated to the account product's trading account.
	TransactionTime	Not required. Default 0.
	UncoveredOption	Not required. Default false.
	Unsolicited	Not required. Default false.
	WaveId	Not required. Specify a wave ID to associate a group of orders with each other. Default "".

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Methods

	Name	Description
	AddValueToStringFieldMap3	Add a key-value pair to StringFieldMap3, which is used for Nasdaq ACT parameters
	BuildOptionSymbol(String, String, Double, Boolean, Double)	Populates the order placer with a standardized option symbol based on the supplied characteristics.
	BuildOptionSymbol(String, String, String, Boolean, Double)	Populates the order placer with a standardized option symbol based on the supplied characteristics.
	BuildOptionSymbol(String, String, ValueType, Boolean, Double)	Populates the order placer with a standardized option symbol based on the supplied characteristics.
	Dispose
	Place	Places a crossing trade report in the WORMS system. OrderLegSet and all other required fields must be populated before this is called.
	RetrieveDefaultPortfolio	Populates Portfolio with the default portfolio for the supplied Symbol and the Placer's Route.
	RetrieveDefaultRoute	Populates Route with the default route for the supplied Symbol.
	SetContraParentOrder	Provide the contra parent order (only for WotiGw)
	SetContraTRFFlags	Set TRF Flags (only IsFinraMember and ClearOrNoClear) for the contra side.
	SetMarketData	Fills the market data properties from the given arguments.
	SetParentOrder	Provide the parent order (only for WotiGw)
	SetPrices	Set prices for both the order side and the contra side.
	SetStringFieldMaps(IWormsEvent)	Copy the StringFieldMaps from the given event
	SetStringFieldMaps(IWormsOrder)	Copy the StringFieldMaps from the given order
	SetTRFFlags	Set TRF Flags for both the order side and the contra side.

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Remarks

Crossing trade reports are two trade reports bundled together, representing a cross done externally.

Reference

Woti.Orders Namespace