IOrder

Definition
Represents a read only interface that exposes information regarding an order.

An IOrder object returned from calling an order method is dynamic in that its' properties will always reflect the current state of an order
An IOrder object passed in from the OnOrderUpdate() method is volatile in that its' properties remain static and do not change. DO NOT hold on to these references for the purpose of checking its' properties outside of the OnOrderUpdate() method. Check the IOrder object returned from the original call to the order method.
IOrder objects are NOT unique per order and therefore do not compare IOrder objects to each other to determine equality
To check for equality check the <IOrder>.Token property which is a guaranteed unique identifier for an order
The property <IOrder>.OrderId is NOT a unique value since it can change throughout an order's lifetime

Methods and Properties
Action	Possible values are: Action.Buy Action.BuyToCover Action.Sell Action.SellShort
AvgFillPrice	A double value representing the average fill price of an order
Filled	An int value representing the filled amount of an order
FromEntrySignal	A string representing the user defined fromEntrySignal parameter on an order
Instrument	An Instrument value representing the instrument of an order
LimitPrice	A double value representing the limit price of an order
LiveUntilCancelled	*A bool value representing if the order is live until cancelled by the user
Name	A string representing the name of an order which can be provided by the entry or exit signal name
Oco	A string representing the OCO (one cancels other) id of an order
OrderId	A string representing the broker issued order id value (this value can change)
OrderState	See table below
OrderType	Possible values are: OrderType.Limit OrderType.Market OrderType.Stop OrderType.StopLimit
Quantity	An int value representing the quantity of an order
StopPrice	A double value representing the stop price of an order
Time	A DateTime structure representing the last time the order changed state
TimeInForce	Possible values are: TimeInForce.Day TimeInForce.Gtc
Token	A string representing the unique id of an order
ToString()	A string representation of an order

OrderState Values
OrderState.Accepted	Order has been acknowledged by the broker
OrderState.Cancelled	Order has been cancelled
OrderState.Filled	Order has been filled
OrderState.PartFilled	Order has been part filled
OrderState.PendingCancel	An order cancellation request has been submitted
OrderState.PendingChange	An order change request has been submitted
OrderState.PendingSubmit	An order has been submitted
OrderState.Rejected	An order has been rejected
OrderState.Working	An order is working at the exchange
OrderState.Unknown	An unknown order state

* In a historical backtest, orders will always reach a "Working" state.
** In real-time, some stop orders may only reach "Accepted" state if they are simulated/held on a brokers server

Examples

private IOrder entryOrder = null;

protected override void OnBarUpdate()
{
if (entryOrder == null && Close[0] > Open[0])
entryOrder = EnterLong();
}

protected override void OnOrderUpdate(IOrder order)
{
    if (entryOrder != null && entryOrder.Token == order.Token)
    {
        Print(order.ToString());
        if (order.OrderState == OrderState.Filled)
            entryOrder = null;
     }
}

Tips
1. Not all connectivity providers support all MarketDataTypes.