Supported Models

The TradingTechnologiesBrokerageModel supports trading Futures.

The TradingTechnologiesBrokerageModel supports several order types, some TimeInForce order properties, and order updates.

Order Types

The following table describes the available order types for each asset class that the TradingTechnologiesBrokerageModel supports:

Order Type	Futures
Market
Limit
Stop market
Stop limit

The TradingTechnologiesBrokerageModel enforces the following order rules:

• If you are buying (selling) with a StopMarketOrderstop_market_order or a StopLimitOrderstop_limit_order, the stop price of the order must be greater (less) than the current security price.
• If you are buying (selling) with a StopLimitOrderstop_limit_order, the limit price of the order must be greater (less) than the stop price.

Time In Force

The TradingTechnologiesBrokerageModel supports the DayDAY and GoodTilCanceledGOOD_TIL_CANCELED TimeInForce order properties.

public override void Initialize()
{
    // Set the default order properties
    DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled;
}

public override void OnData(Slice slice)
{
    // Use default order order properties
    LimitOrder(_symbol, quantity, limitPrice);
    
    // Override the default order properties
    LimitOrder(_symbol, quantity, limitPrice, 
               orderProperties: new OrderProperties
               { 
                   TimeInForce = TimeInForce.Day 
               });
}

def initialize(self) -> None:
    # Set the default order properties
    self.default_order_properties.time_in_force = TimeInForce.GOOD_TIL_CANCELED

def on_data(self, slice: Slice) -> None:
    # Use default order order properties
    self.limit_order(self._symbol, quantity, limit_price)
    
    # Override the default order properties
    order_properties = OrderProperties()
    order_properties.time_in_force = TimeInForce.DAY
    self.limit_order(self._symbol, quantity, limit_price, order_properties=order_properties)

Updates

The TradingTechnologiesBrokerageModel supports order updates.

The TradingTechnologiesBrokerageModel uses the FutureFillModel.

The TradingTechnologiesBrokerageModel uses the NullSlippageModel.

The TradingTechnologiesBrokerageModel uses the ConstantFeeModel with zero fees.

security.SetFeeModel(new ConstantFeeModel(0.0m));

security.set_fee_model(ConstantFeeModel(0))

The TradingTechnologiesBrokerageModel uses the FutureMarginModel.

The TradingTechnologiesBrokerageModel uses the FutureSettlementModel.

The TradingTechnologiesBrokerageModel uses the NullMarginInterestRateModel.

The default market of the TradierBrokerageModel is Market.CME.