File: WebAPI/trade_routing_2.proto
Historical orders request.
Limits:
1. The number of simultaneous requests in processing is 1 by default.
2. The request depth is limited, 30 days by default.
3. Subscription is not supported for this request.
Response: HistoricalOrdersReport
Type: sint64
Description: Only orders from specified business
date (inclusively) are to be returned (date only value in time format). Working
and parked orders of the current day are returned despite the
from_date,
to_date values. If order has not been cleared for several days, it will be
present in a report if one of those days hits the requested range. E.g., order
was filled on Friday, statement happened on Monday, if request is done for a
Saturday, order will be present in the report.
Note: Starting date must not be more than 30 days back from now.
Type: sint64
Description: Only orders till specified business date (inclusively) is to be returned (date only value in time format). Current business day if the field is omitted.
Type: sint32
Description: Filter orders by account. It is required to leave account_ids list empty to select all accounts of the user.
Source: trading_account_2.Account.account_id.
Type: bool
Description: If this field set to true, statuses on
orders with ORDER_TYPE_CROSS type will be included into responses. See
CrossOrderParameters message. Note that order statuses with cross order type are
excluded only if
include_cross_orders set to false (or empty) and
ORDER_TYPE_CROSS type is not included
into
order_snapshot_filter.order_types.
Type: OrderSnapshotFilter
Description: Only order statuses, transaction statuses that match the filter are included in a report. By default no filtration is done by the filter.
Type: uint32
Description: No more than specified number of order statuses will be returned. Zero or omitted means no limit. If there are more order statuses than specified, HistoricalOrdersReport.order_status_limit_reached is set in true in last report for the request.
Type: uint32
Description: No more than specified number of transaction statuses within all order statuses will be returned. Zero or omitted means no limit. If there are more transaction statuses than specified, HistoricalOrdersReport.transaction_status_limit_reached is set in true in last report for the request. Note: Limitation is aligned on order status. So, if next order status transaction count leads to limit violation whole order status is not included into the report.
Type: string
Description: If this field set (to the original order_id, not any modifies), only child orders associated with that parent order will be returned. Results do not include the parent order itself. See OrderStatus.chain_order_id. To get algo strategy child orders, set HistoricalOrdersRequest.include_algo_strategy_child_orders to true.
include_algo_strategy_child_orders
Type: bool
Description: If this field set to true, child orders of algo strategies will be included into responses. See TradeSubscription.include_algo_strategy_child_orders.