SbeStopCondition

ActivationPrice

public decimal? ActivationPrice { get; set; }

value = sbeStopCondition.ActivationPrice
sbeStopCondition.ActivationPrice = value

The absolute value of the price when the one is reached the protective strategy is activated.

AlgoCode

public string AlgoCode { get; set; }

value = sbeStopCondition.AlgoCode
sbeStopCondition.AlgoCode = value

Algorithmic-execution code — the Algorithm book code (e.g. TWAP / VWAP / Iceberg / NBBO) the order is routed to. Null on a plain stop order.

AlgoEndAt

public DateTime? AlgoEndAt { get; set; }

value = sbeStopCondition.AlgoEndAt
sbeStopCondition.AlgoEndAt = value

UTC time the algo must finish by (then cancels the remainder).

AlgoParametersJson

public string AlgoParametersJson { get; set; }

value = sbeStopCondition.AlgoParametersJson
sbeStopCondition.AlgoParametersJson = value

JSON of per-algo parameters (slice count, display volume, participation rate, …). Algo-specific schema, opaque to the wire/condition.

AlgoStartAt

public DateTime? AlgoStartAt { get; set; }

value = sbeStopCondition.AlgoStartAt
sbeStopCondition.AlgoStartAt = value

UTC time the algo should start working.

ClosePositionPrice

public decimal? ClosePositionPrice { get; set; }

value = sbeStopCondition.ClosePositionPrice
sbeStopCondition.ClosePositionPrice = value

Close position price. means close by market.

Extra

public string Extra { get; set; }

value = sbeStopCondition.Extra
sbeStopCondition.Extra = value

A venue's own order condition, in whatever encoding that venue uses. The record layout names a fixed set of stop fields, and a venue that has more of them than that - QUIK's repo and negotiated-trade blocks, for one - would otherwise have nowhere to put the rest. The wire carries this through untouched; only the two ends that know the venue read it.

IsActivationPricePercent

public bool IsActivationPricePercent { get; set; }

value = sbeStopCondition.IsActivationPricePercent
sbeStopCondition.IsActivationPricePercent = value

When , ActivationPrice (or ActivationPrice) is a percent of the market price at registration time. The server snapshots the price and stores the resulting absolute trigger.

IsClosePositionPricePercent

public bool IsClosePositionPricePercent { get; set; }

value = sbeStopCondition.IsClosePositionPricePercent
sbeStopCondition.IsClosePositionPricePercent = value

When , ClosePositionPrice (or ClosePositionPrice) is a percent of the activation price; the limit price is computed at trigger time.

IsTrailing

public bool IsTrailing { get; set; }

value = sbeStopCondition.IsTrailing
sbeStopCondition.IsTrailing = value

Trailing stop-loss.

IsTrailingOffsetPercent

public bool IsTrailingOffsetPercent { get; set; }

value = sbeStopCondition.IsTrailingOffsetPercent
sbeStopCondition.IsTrailingOffsetPercent = value

When , the trailing offset is a percent of the high/low watermark; the stop price is recomputed on each tick.

TrailingOffset

public decimal? TrailingOffset { get; set; }

value = sbeStopCondition.TrailingOffset
sbeStopCondition.TrailingOffset = value

Trailing stop offset from extremum (for trailing stops).

Type

public FixStopOrderTypes? Type { get; set; }

value = sbeStopCondition.Type
sbeStopCondition.Type = value

Stop flavor (stop-loss / take-profit, with trailing variants), so the SBE wire preserves whether the order is a take-profit or a stop-loss instead of collapsing both to a stop.