ComboLeg

Attribute

Description

int m_conId

The unique contract identifier specifying the security.

String m_action

The side (buy or sell) for the leg you are constructing.

int m_ratio

Select the relative number of contracts for the leg you are constructing. To help determine the ratio for a specific combination order, refer to the Interactive Analytics section of the User's Guide.

String m_exchange

The exchange to which the complete combination order will be routed.

int m_openClose

Specifies whether the order is an open or close order. Valid values are:

·          0 - Same as the parent security. This is the only option for retail customers.

·          1 - Open. This value is only valid for institutional customers.

·          2 - Close. This value is only valid for institutional customers.

·          Unknown - (3)

int m_shortSaleSlot

For institutional customers only.

·          0 - inapplicable (i.e. retail customer or not short leg)

·          1 - clearing broker

·          2 - third party. If this value is used, you must enter a designated location.

String m_designatedLocation

If shortSaleSlot == 2, the designatedLocation must be specified. Otherwise leave blank or orders will be rejected.