OrderInfoFilters

Field Name Data Type Accepted Values/Examples
IncludeClerkReject bool Boolean flag to filter the order responses based on order type ClerkReject
IncludeExchangeKillOrder bool Boolean flag to filter the order responses based on order type ExchangeKillOrder
IncludeExecutions bool If set to True you get ExchangeAcceptOrder, ExchangeTradeOrder, ExchangeBustOrder events in a DataFrame with row by row format as response

If you wish to learn more about these order event types refer to the section Appendix A: Order Event Types

IncludeOrders bool If set to True you get UserSubmitOrder, UserSubmitStagedOrder, UserSubmitCompoundOrder, UserSubmitChange, UserSubmitCancel, UserSubmitAllocation, UserSubmitAllocationEx, ForeignExecution order events in a DataFrame with row by row format as response If you wish to learn more about these order event types refer to the section Appendix A: Order Event Types