Functions on OrderBookOrder

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.BlockOrderType→BlockorderType

Result: The BlockOrderType function returns the block order type of the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.CheckedPositionRestrictions→Number

Result: The CheckedPositionRestrictions function returns the number of checked position restrictions on the order in the order book.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.CheckedQuotaRestrictions→Number

Result: The CheckedQuotaRestrictions function returns the number of quota restrictions checked on the order in the order book.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.ClearingStatus→Clearing status

Result: The ClearingStatus function provides the clearing status of the order in the booking system.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.CostElementCurrency→Currency

Result: The CostElementCurrency function returns the currency of the cost element of the order.

Portfolio service module "Extended portfolio analysis" and "Cost service" module

OrderBookOrder.CostElementValue[CostSchemePosition;CostCategory;CostType;CostElement]→Number

CostSchemePosition (CostSchemePosition).

CostCategory (String): The cost category of the cost item, e.g. "Entry costs".

CostType (String): The cost type of the cost item, e.g. "Internal costs" or "External costs".

CostElement (String): The individual cost item, e.g. "brokerage fee" or "bank charges".

Result: The CostElementValue function returns the value of the cost element of the order.

Portfolio service module "Extended portfolio analysis" and "Cost service" module

OrderBookOrder.CostPositions→List(CostSchemePosition)

Result: TheCostPositionsfunction returns the assigned CostSchemePosition. Any costs recorded without cost service are also output.

Portfolio service module "Extended portfolio analysis" and "Cost service" module

OrderBookOrder.CreateAt→DateWithTime

Result: The CreateAt function returns the time at which the order was created in the system (e.g. the time at which a planned order was first saved).

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.CreatedBy→User

Result: The CreatedBy function returns the Infront Portfolio Manager user who initially created the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.CrossingCheck→Boolean

Result: The CrossingCheck function returns the result of the crossing check of an order.

"True." The crossing test was carried out and was successful.

"Wrong." The crossing check was carried out and was not successful.

"n/a": The crossing check was not carried out.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.CrossingCheckOverride→OrderExecutionInfo

Result: The CrossingCheckOverride function returns an object of the type "OrderExecutionInfo", which contains the comment entered for manually overriding the crossing check of an order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.Depot→Depot

Result: The Securities account function returns the securities account to which the order relates. Not defined for block orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.ExAnteHoldingPeriod→Number

Result: The ExAnteHoldingPeriod function returns the holding period for the order.

Portfolio service module "Extended portfolio analysis" and "Cost service" module

OrderBookOrder.ExAnteInvestmentAmount→Number

Result: The ExAnteInvestmentAmount function returns the investment amount of the order.

Portfolio service module "Extended portfolio analysis" and "Cost service" module

OrderBookOrder.ExAnteInvestmentHorizon→Number

Result: The ExAnteInvestmentHorizon function provides the investment horizon for the order.

Portfolio service module "Extended portfolio analysis" and "Cost service" module

OrderBookOrder.ExAntePrice→number

Result: The ExAntePrice function returns the order price delivered to the cost service.

Portfolio service module "Extended portfolio analysis" and "Cost service" module

OrderBookOrder.FillStatus→Fill-Status

Result: The FillStatus function provides information about the fill status of the order (if known).

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.holder→holder

Result: The holder function returns the holder to whom the order refers. Not defined for block orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.IsAllViolatedRestrictionsCommented→Boolean

Result: The IsAllViolatedRestrictionsCommented function specifies whether all restrictions violated by the order are commented. If no restrictions have been violated or no restrictions have been assigned to the portfolio, the function also returns "True".

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.IsCrossingCheckOverwritten→Boolean

Result: The IsCrossingCheckOverwritten function indicates whether the result of the crossing check of an order has been manually overridden.

"True." The negative crossing check was overwritten manually. The CrossingCheck function then returns "n/a", as this order is no longer taken into account when the check is repeated.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.IsOrderInAmount→Boolean

Result: The IsOrderInAmount function provides an indicator for amount orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.account→Account

Result: The Account function returns the clearing account to which the order relates. Not defined for block orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.warehouse→warehouse

Result: The Storage location function returns the storage location to which the order refers. Not defined for block orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.LastUpdateAt→DateWithTime

Result: The LastUpdateAt function returns the time of the last change to the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.MainOrder→OrderBookOrder

Result: The MainOrder function returns the higher-level order, e.g. the block order for a sub-order. In the case of individual orders, the individual order itself is delivered.

Module "Portfolio Service Extended Portfolio Analysis"

MakePlannedOrder(TransactionType;Security;Par value;Securities account;Account;Price;PriceCurrency)→OrderBookOrder

Result: The MakePlannedOrder function provides a virtual order with the status "Planned" for creating scenarios.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.MMUser→String

Result: The MMUser function returns the user who entered the order book entry.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderAmount→Number

Result: The OrderAmount function returns the order amount.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderIsShort→Boolean

Result: The OrderIsShort function returns "True" for short orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.Order_Type→Transaction_Type

Result: The Order_Type function returns the transaction type of the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderBookGetAverageExecutionInfosPrice[ExecutionType;Currency]→NumberWithTimeAndCurrency

Execution type (string): Possible values for this parameter are "Order", "Edit", "Expired", "PlaceOrder", "Change", "Cancel", "Fill", "Execute" and "Release".

Currency (string).

Result: The OrderBookGetAverageExecutionInfosPrice function returns the price of the (partially) settled execution records with the specified execution type and currency (currency code) for an order in the order book. If an error occurs, "n/a" is returned, an error message is available. Possible parameter errors include "Incorrect trade action type" or "Incorrect currency specification".

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderBookGetReleaseStatus→String

Result: The OrderBookGetReleaseStatus function returns the release status of the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderBookGetTask[task;release level]→OrderBookTask

Task (string).

Release level (number).

Result: The OrderBookGetTask function returns the task object for the order release.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderExecutionInfos→OrderExecutionInfo

Result: The OrderExecutionInfos function returns the OrderExecutionInfo for the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderInfo→OrderInformation

Result: The OrderInfo function returns the OrderInformation object for the order, if one exists. This object exists if the block order type is "Single order" or "Block order".

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderIsShort→Boolean

Result: The OrderIsShort function returns "True" for short orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.OrderStatus→OrderStatus

Result: The OrderStatus function returns the status of the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.PlacedBy→User

Result: The PlacedBy function returns the Infront Portfolio Manager user who is currently placing the order or the user from the OrderExecutionInfo.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.PriceEstimate→NumberWithTimeAndCurrency

Result: The PriceEstimate function provides the price indication for the order with the corresponding time stamp and currency. The "time" is the time of the last price determination, the "currency" is the evaluation currency (of the estimated price) from the portfolio rebalancing.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.Quantity→Number

Result: The Quantity function provides data on the nominal value of the order. A distinction must be made here between amount orders and unit orders. For amount orders, the exact amount is specified in OrderAmount , while Quantity contains a corresponding nominal value indication based on the price indication. A price indication should be given for amount orders. The currency of the order amount is then that of the price indication.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.QuantityCleared→Number

Result: The QuantityCleared function returns the proportion of the order that has been cleared in the booking system.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.QuantityFilled→number

Result: The QuantityFilled function provides information on the current fill level of the order (if known).

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.ReleasedBy →User

Result: The ReleasedBy function returns the user from the OrderExecutionInfo who (last) released the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.ReleaseOrderUsers→String

Result: The ReleaseOrderUsers function provides the list of users involved in the order release process.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.restrictions [evaluation date]→List (String)

Evaluation date (Date [Current date]).

Result: The Restrictions function provides the list of restrictions affected by the order on the evaluation date.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.RestrictionViolations→List(String)

Result: The Restriction violations function returns the list of restriction violations affected by the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.Session→Batch

Result: The Session function provides session information for the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.SubOrders→List(OrderBookOrder)

Result: The SubOrders function returns the list of associated individual order entries for block orders and the order itself for individual orders.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.SuggestionRef→String

Result: The SuggestionRef function provides the reference to an order suggestion for the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.ViolatedPositionRestrictions→number

Result: The ViolatedPositionRestrictions function returns the number of violated position restrictions on the order in the order book.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.ViolatedQuotaRestrictions→Number

Result: The ViolatedQuotaRestrictions function returns the number of violated quota restrictions on the order in the order book.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.ViolatedRestrictionsComment→List(String)

Result: The ViolatedRestrictionsComment function returns all comments entered for the restriction violations of the order.

Module "Portfolio Service Extended Portfolio Analysis"

OrderBookOrder.WP→Securities

Result: The WP function returns the security of the order.

Module "Portfolio Service Extended Portfolio Analysis"