Read Backtest

Orders

Introduction

Read out the orders of a backtest.

Request

Fetch the orders of a backtest for the project Id, backtest Id and steps provided. The /backtests/orders/read API accepts requests in the following format:

ReadBacktestOrdersRequest Model - Request to read orders from a backtest.
start integer
Starting index of the orders to be fetched. Required if end > 100.
end integer
Last index of the orders to be fetched. Note that end - start must be less than 100.
projectId integer
Id of the project from which to read the backtest.
backtestId string
Id of the backtest from which to read the orders.
Example 
{
  "start": 0,
  "end": 0,
  "projectId": 0,
  "backtestId": "string"
}

Responses

The /backtests/orders/read API provides a response in the following format:

200 Success

BacktestOrdersResponse Model - Contains orders and the number of orders of the backtest in the request criteria.
orders Order object
/.
length integer
Total number of returned orders.
Example 
{
  "orders": {
    "id": 0,
    "contingentId": 0,
    "brokerId": [
      "string"
    ],
    "symbol": {
      "value": "string",
      "id": "string",
      "permtick": "string"
    },
    "limitPrice": ,
    "stopPrice": 0,
    "stopTriggered": ,
    "price": 0,
    "priceCurrency": "string",
    "time": "2021-11-26T15:18:27.693Z",
    "createdTime": "2021-11-26T15:18:27.693Z",
    "lastFillTime": "2021-11-26T15:18:27.693Z",
    "lastUpdateTime": "2021-11-26T15:18:27.693Z",
    "canceledTime": "2021-11-26T15:18:27.693Z",
    "quantity": 0,
    "type": 0 = Market,
    "status": 0 = New,
    "tag": "string",
    "securityType": 0 = Base,
    "direction": 0 = Buy,
    "value": 0,
    "orderSubmissionData": {
      "bidPrice": 0,
      "askPrice": 0,
      "lastPrice": 0
    },
    "isMarketable": true,
    "properties": {
      "timeInForce": 0 = GoodTilCanceled
    },
    "events": [
      {
        "algorithmId": "string",
        "symbol": "string",
        "symbolValue": "string",
        "symbolPermtick": "string",
        "orderId": 0,
        "orderEventId": 0,
        "id": 0,
        "status": "new",
        "orderFeeAmount": 0,
        "orderFeeCurrency": "string",
        "fillPrice": 0,
        "fillPriceCurrency": "string",
        "fillQuantity": 0,
        "direction": "string",
        "message": "string",
        "isAssignment": true,
        "stopPrice": 0,
        "limitPrice": 0,
        "quantity": 0,
        "time": 0,
        "isInTheMoney": 
      }
    ],
    "trailingAmount": 0,
    "trailingPercentage": ,
    "groupOrderManager": {
      "id": 0,
      "quantity": 0,
      "count": 0,
      "limitPrice": 0,
      "orderIds": [
        "integer"
      ],
      "direction": 0
    },
    "triggerPrice": 0,
    "triggerTouched": 
  },
  "length": 0
}
Order Model - Order struct for placing new trade.
id integer
Order ID.
contingentId integer
Order Id to process before processing this order.
brokerId string Array
Brokerage Id for this order for when the brokerage splits orders into multiple pieces.
symbol Symbol object
Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security.
limitPrice nummber
Limit price of the Order.
stopPrice number
Stop price of the Order.
stopTriggered bool
Indicates if the stop price has been reached, so the limit order has been triggered.
price number
Price of the Order.
priceCurrency string
Currency for the order price.
time string($date-time)
Gets the utc time the order was created.
createdTime string($date-time)
Gets the utc time this order was created. Alias for Time.
lastFillTime string($date-time)
Gets the utc time the last fill was received, or null if no fills have been received.
lastUpdateTime string($date-time)
Gets the utc time this order was last updated, or null if the order has not been updated.
canceledTime string($date-time)
Gets the utc time this order was canceled, or null if the order was not canceled.
quantity number
Number of shares to execute.
type integer Enum
Order type. Options : ['0 = Market', '1 = Limit', '2 = StopMarket', '3 = StopLimit', '4 = MarketOnOpen', '5 = MarketOnClose', '6 = OptionExercise', '7 = LimitIfTouched', '8 = ComboMarket', '9 = ComboLimit', '10 = ComboLegLimit', '11 = TrailingStop']
status integer Enum
Status of the Order. Options : ['0 = New', '1 = Submitted', '2 = PartiallyFilled', '3 = Filled', '5 = Canceled', '6 = None', '7 = Invalid', '8 = CancelPending', '9 = UpdateSubmitted']
tag string
Tag the order with some custom data.
securityType integer Enum
Type of tradable security / underlying asset. Options : ['0 = Base', '1 = Equity', '2 = Option', '3 = Commodity', '4 = Forex', '5 = Future', '6 = Cfd', '7 = Crypto']
direction integer Enum
Order Direction Property based off Quantity. Options : ['0 = Buy', '1 = Sell', '2 = Hold']
value number
Gets the executed value of this order. If the order has not yet filled, then this will return zero.
orderSubmissionData OrderSubmissionData object
Stores time and price information available at the time an order was submitted.
isMarketable boolean
Returns true if the order is a marketable order.
properties OrderProperties object
Additional properties of the order.
events OrderEvent Array
The order events.
trailingAmount number
Trailing amount for a trailing stop order.
trailingPercentage bool
Determines whether the trailingAmount is a percentage or an absolute currency value.
groupOrderManager GroupOrderManager object
Manager of a group of orders.
triggerPrice number
The price which, when touched, will trigger the setting of a limit order at limitPrice.
triggerTouched bool
Whether or not the triggerPrice has been touched.
Example 
{
  "id": 0,
  "contingentId": 0,
  "brokerId": [
    "string"
  ],
  "symbol": {
    "value": "string",
    "id": "string",
    "permtick": "string"
  },
  "limitPrice": ,
  "stopPrice": 0,
  "stopTriggered": ,
  "price": 0,
  "priceCurrency": "string",
  "time": "2021-11-26T15:18:27.693Z",
  "createdTime": "2021-11-26T15:18:27.693Z",
  "lastFillTime": "2021-11-26T15:18:27.693Z",
  "lastUpdateTime": "2021-11-26T15:18:27.693Z",
  "canceledTime": "2021-11-26T15:18:27.693Z",
  "quantity": 0,
  "type": 0 = Market,
  "status": 0 = New,
  "tag": "string",
  "securityType": 0 = Base,
  "direction": 0 = Buy,
  "value": 0,
  "orderSubmissionData": {
    "bidPrice": 0,
    "askPrice": 0,
    "lastPrice": 0
  },
  "isMarketable": true,
  "properties": {
    "timeInForce": 0 = GoodTilCanceled
  },
  "events": [
    {
      "algorithmId": "string",
      "symbol": "string",
      "symbolValue": "string",
      "symbolPermtick": "string",
      "orderId": 0,
      "orderEventId": 0,
      "id": 0,
      "status": "new",
      "orderFeeAmount": 0,
      "orderFeeCurrency": "string",
      "fillPrice": 0,
      "fillPriceCurrency": "string",
      "fillQuantity": 0,
      "direction": "string",
      "message": "string",
      "isAssignment": true,
      "stopPrice": 0,
      "limitPrice": 0,
      "quantity": 0,
      "time": 0,
      "isInTheMoney": 
    }
  ],
  "trailingAmount": 0,
  "trailingPercentage": ,
  "groupOrderManager": {
    "id": 0,
    "quantity": 0,
    "count": 0,
    "limitPrice": 0,
    "orderIds": [
      "integer"
    ],
    "direction": 0
  },
  "triggerPrice": 0,
  "triggerTouched": 
}
Symbol Model - Represents a unique security identifier. This is made of two components, the unique SID and the Value. The value is the current ticker symbol while the SID is constant over the life of a security.
value string
The current symbol for this ticker.
id string
The security identifier for this symbol.
permtick string
The current symbol for this ticker.
Example 
{
  "value": "string",
  "id": "string",
  "permtick": "string"
}
OrderSubmissionData Model - Stores time and price information available at the time an order was submitted.
bidPrice number
The bid price at an order submission time.
askPrice number
The ask price at an order submission time.
lastPrice number
The current price at an order submission time.
Example 
{
  "bidPrice": 0,
  "askPrice": 0,
  "lastPrice": 0
}
OrderProperties Model - Additional properties of the order.
timeInForce object Enum
Defines the length of time over which an order will continue working before it is cancelled. Options : ['0 = GoodTilCanceled', '1 = Day', '2 = GoodTilDate']
Example 
{
  "timeInForce": 0 = GoodTilCanceled
}
OrderEvent Model - Change in an order state applied to user algorithm portfolio
algorithmId string
Algorithm Id, BacktestId or DeployId.
symbol string
Easy access to the order symbol associated with this event.
symbolValue string
The current symbol for this ticker; It is a user friendly symbol representation.
symbolPermtick string
The original symbol used to generate this symbol.
orderId integer
Id of the order this event comes from.
orderEventId integer
The unique order event id for each order.
id integer
The unique order event Id for each order.
status string Enum
Status of the Order. Options : ['new', 'submitted', 'partiallyFilled', 'filled', 'canceled', 'none', 'invalid', 'cancelPending', 'updateSubmitted']
orderFeeAmount number
The fee amount associated with the order.
orderFeeCurrency string
The fee currency associated with the order.
fillPrice number
Fill price information about the order.
fillPriceCurrency string
Currency for the fill price.
fillQuantity number
Number of shares of the order that was filled in this event.
direction string
Order direction.
message string
Any message from the exchange.
isAssignment boolean
True if the order event is an assignment.
stopPrice number
The current stop price.
limitPrice number
The current limit price.
quantity number
The current order quantity.
time integer
The time of this event in unix timestamp.
isInTheMoney bool
True if the order event's option is In-The-Money (ITM).
Example 
{
  "algorithmId": "string",
  "symbol": "string",
  "symbolValue": "string",
  "symbolPermtick": "string",
  "orderId": 0,
  "orderEventId": 0,
  "id": 0,
  "status": "new",
  "orderFeeAmount": 0,
  "orderFeeCurrency": "string",
  "fillPrice": 0,
  "fillPriceCurrency": "string",
  "fillQuantity": 0,
  "direction": "string",
  "message": "string",
  "isAssignment": true,
  "stopPrice": 0,
  "limitPrice": 0,
  "quantity": 0,
  "time": 0,
  "isInTheMoney": 
}
GroupOrderManager Model - Manager of a group of orders.
id integer
The unique order group Id.
quantity number
The group order quantity.
count integer
The total order count associated with this order group.
limitPrice number
The limit price associated with this order group if any.
orderIds integer Array
The order Ids in this group.
direction integer
Order Direction Property based off Quantity.
Example 
{
  "id": 0,
  "quantity": 0,
  "count": 0,
  "limitPrice": 0,
  "orderIds": [
    "integer"
  ],
  "direction": 0
}

401 Authentication Error

UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
www_authenticate string
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