OEC Application Programming Interface

OEC.API Namespace

This namespace contains all the object and container classes needed to work with OEC API.
See OECClient class for API overview

Namespace hierarchy

Classes

Class Description
Account Customer account
AccountList List of accounts - see OECClient.Accounts.
AllocationBlock represent AllocationBlock
AllocationBlockItem AllocationBlockItem element
AllocationBlockItems Represents AllocationBlock items collection
AllocationBlockList List of allocation blocks
AvgPositionList List of average positions for account by contract - see AvgPositions for details.
Balance Account cash balance and profit/loss summary.
BalanceList List of Balance items - see Account.Balances.
Bar Price bar - Open, High, Low, Close, Volume values and Timestamp. See RequestHistory
BaseContract Base Contract - parent of contracts with base symbol and different expiration dates.
BaseContractList List of BaseContract items. See OECClient.BaseContracts.
CategoryList List of trader categories
Channel News channel. See OECClient.Channels.
ChannelList List of channels - see OECClient.Channels.
ChatMessage A chat message.
ChatMessages List of chat messages in chronological order
ClearingHouse Clearing house
ClearingHouseList List of clearing houses - see ClearingHouses.
Command Order command: one of create, modify and cancel command of an Order
CommandList List of commands of an Order. See Order.Commands.
Commission Commission value of certain CommissionType.
CommissionList List of Commission objects indexed by type. See Commissions.
Contract A single contract - for example, ESH6.
ContractGroup Group of contracts
ContractGroupList List of contract groups - see OECClient.ContractGroups.
ContractKindList Set of unique contract kinds
ContractList List of contracts - see OECClient.Contracts
Currency Currency representation.
CurrencyList List of currencies - see OECClient.Currencies
CustomCompound Declaration of custom compound contract. It should be used in conjuction with complex equity options orders
CustomCompoundLeg Custom compound leg
CustomCompoundLegList The list of custom compound legs
DetailedPositionList List of detailed Position lists for an Account. See DetailedPositions.
DOM Depth of Market data for a Contract. See Contract.DOM.
EquityBalance Equity and equity options cash balance and profit/loss summary.
Exchange Exchange.
ExchangeList List of Exchange items - see OECClient.Exchanges
ExtendedData Order extended data.
Fill Order fill data.
FillExtendedData
FillList List of Order fills - see Order.Fills
FolderInfo Holds application folders data
Histogram Histogram for price/volume values
IcebergData Extended data for iceberg orders.
Leg Compound leg
ModifyOrderDraft Order draft for modify requests
NewOrderDraft An Order draft for a new order.
NewsMessage A news message.
NewsMessages List of news messages in chronological order
OECClient This class represents a client connection to the OEC Server and provides access to all API data and functionality.
OECError OEC Error
Order A client order.
OrderChild Base type for order subitems, like state, command, version or fill
OrderDraft Abstract Order draft.
OrderList List of orders - see OECClient.Orders.
PitGroup Routing group - see Order.Group.
PitGroupList List of routing groups - see OECClient.PitGroups
Position Position volume/price stats and Profit/Loss values per Account and Contract
PositionFill Fill of the detailed Position.
PositionFillList List of PositionFills
PositionIDList List of Positions indexed by Contract. See AvgPositionList
PositionList List of detailed Positions. See DetailedPositionList
Price Realtime price data for a contract
PriceIntern Utility class for formatting and parsing prices
PropertyList list of custom properties
QuoteDetails Quote Details
ReadonlyContractKindList Immutable set of unique contract kinds
Route Execution route
RouteList List of routes
SimpleSymbolLookupCriteria Simple set of Symbol Lookup criteria
State Order state history item.
StateList State history of an Order - see Order.States.
Strings Helper class with string transformations and formatting
Subscription Subscription
SubscriptionList List of subscriptions
SymbolLookupCriteria This class describes parameters of symbol lookup
SymbolLookupExpression SymbolLookupExpression should be used to create complex expressions of lookup criteria
Ticks Ticks object - contains array of timestamps and array of prices - one price per one timestamp. See RequestTicks
Trader Represents underlying trader, his accounts and orders
TraderCategory Trader category
TraderList List of traders - see OECClient.Traders
TrailingStopData Trailing-stop extended data.
User Representation of another user in OEC system
UserList List of related users - see OECClient.Users.
Version Order version - contains variable parameters of an order.
VersionList Version history of an Order - see Order.Versions.
VolPrice Volume/Price pair with a timestamp
VolumeBasedStopData Volume-Based Stop extended data.

Structures

Structure Description
ContractKey Composite unique key for contract
ContractSortKey Composite key to sort contract lists by symbol and expiration date

Delegates

Delegate Description
OnAccountSummaryChangedEvent Occurs when any summary value (p/l or balance related) is changed
OnBalanceChangedEvent Cash balance changed
OnBarsReceivedEvent History data (bars) received
OnBeginEndEventsEvent Event batch begin or end
OnCommandUpdatedEvent Command executed or failed
OnConfigChangedEvent Environment data changed
OnContractsChangedEvent New Contracts(Options) received
OnCurrencyPriceChangedEvent Currency price (conversion rate) was changed
OnDisconnectedEvent Occurs when connection is terminated
OnDOMChangedEvent DOM data updated
OnErrorEvent Error occured
OnHistogramReceivedEvent Histogram data received
OnHistoryReceivedEvent History data (bars) received
OnIndexComponentsReceivedEvent IndexComponents updated
OnLoginCompleteEvent Occurs when client is logged on and data are loaded
OnLoginFailedEvent Occurs when connection failed to be established
OnNewsMessageEvent News message was received
OnOrderConfirmedEvent Order was confirmed by server
OnOrderFilledEvent Order fill created or changed
OnOrderStateChangedEvent Order state was changed
OnOsmAlgoListLoadedEvent The list of OSM algorithms is loaded.
OnOsmAlgoListUpdatedEvent The list of OSM algorithms is updated.
OnPositionChangedEvent Occurs when any position value is changed
OnPriceChangedEvent Occurs when contract price changed
OnQuoteDetailsChangedEvent QuoteDetails updated
OnSymbolLookupEvent The list of found symbols for symbol lookup request
OnTicksReceivedEvent Ticks batch received
OnUserMessageEvent Chat message was received
OnUserStatusChangedEvent User online status was changed

Enumerations

Enumeration Description
CustomCompoundError Details of error in custom compounds
CustomCompoundOrderType Order type of custom compound
OrderParts Bitmask representing order properties. See GetInvalidParts.