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OrderBookData.md

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OrderBookData

Properties

Name Type Description Notes
exchange str Exchange to which the order is associated [optional]
product str Shows if the order was either Intraday, Delivery, CoverOrder or OneCancelsOther [optional]
price float Price at which the order was placed [optional]
quantity int Quantity with which the order was placed [optional]
status str Indicates the current status of the order. Valid order status’ are outlined in the table below [optional]
guid str [optional]
tag str Tag to uniquely identify an order [optional]
instrument_token str Identifier issued by Upstox used for subscribing to live market quotes [optional]
placed_by str Uniquely identifies the user [optional]
tradingsymbol str Shows the trading symbol of the instrument [optional]
order_type str Type of order. It can be one of the following MARKET refers to market order<br>LIMIT refers to Limit Order<br>SL refers to Stop Loss Limit<br>SL-M refers to Stop loss market [optional]
validity str Order validity (DAY- Day and IOC- Immediate or Cancel (IOC) order) [optional]
trigger_price float If the order was a stop loss order then the trigger price set is mentioned here [optional]
disclosed_quantity int The quantity that should be disclosed in the market depth [optional]
transaction_type str Indicates whether the order was a buy or sell order [optional]
average_price float Average price at which the qty got traded [optional]
filled_quantity int The total quantity traded from this particular order [optional]
pending_quantity int Pending quantity to be filled [optional]
status_message str Indicates the reason when any order is rejected, not modified or cancelled [optional]
status_message_raw str Description of the order's status as received from RMS [optional]
exchange_order_id str Unique order ID assigned by the exchange for the order placed [optional]
parent_order_id str In case the order is part of the second or third leg of a CO or OCO, the parent order ID is indicated here [optional]
order_id str Unique order ID assigned internally for the order placed [optional]
variety str Order complexity [optional]
order_timestamp str User readable timestamp at which the order was placed [optional]
exchange_timestamp str User readable time at which the order was placed or updated [optional]
is_amo bool Signifies if the order is an After Market Order [optional]
order_request_id str Apart from 1st order it shows the count of how many requests were sent [optional]
order_ref_id str The order reference ID for which the order must be modified [optional]

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