Volume Conditions

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Volume Condition will trigger in the event the contract’s volume remains above or below a given threshold.

Note: VolumeCondition orders must be SMART routed.

See VolumeCondition for more details on the VolumeCondition class.

volCond = order_condition.Create(OrderCondition.Volume)
volCond.conId = conId
volCond.exchange = exchange
volCond.isMore = isMore
volCond.volume = volume
volCond.isConjunctionConnection = isConjunction