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Place Order

Place an Order

value TradeClient::place_order(Order &order)

Description

Submits an order for trading.

After a successful place_order call, the order object's id field contains the ID to use for later queries or cancellation. A successful response confirms submission, not execution. Execution is asynchronous. Call get_order or get_orders to check the order status.

⚠️

Note

  1. Market orders (MKT) and stop orders (STP) do not support pre-market or after-hours trading
  2. For shortable symbols, position locking is not currently supported. You cannot hold both long and short positions for the same symbol simultaneously
  3. Directly opening a reverse position is prohibited

Parameters

Order object, built using the OrderUtil utility class

Return

A web::json::value JSON object containing the order information when submission succeeds.

Building Contract Object Examples

#include "tigerapi/contract_util.h"

using namespace TIGER_API;

// US stock
Contract contract = ContractUtil::stock_contract(U("TIGR"), U("USD"));

// HK stock
Contract contract = ContractUtil::stock_contract(U("00700"), U("HKD"));

// Option
Contract contract = ContractUtil::option_contract(U("AAPL  240621C00190000"));
// or
Contract contract = ContractUtil::option_contract(U("AAPL"), U("20240621"), U("190"), U("CALL"));

// Futures
Contract contract = ContractUtil::future_contract(U("CL2312"), U("USD"));

Limit Order (LMT)

#include "tigerapi/trade_client.h"
#include "tigerapi/client_config.h"
#include "tigerapi/contract_util.h"
#include "tigerapi/order_util.h"

using namespace TIGER_API;

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

// Build stock contract
Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));

// Build limit order
Order order = OrderUtil::limit_order(
    config.account,  // Trading account
    contract,        // Contract object
    U("BUY"),        // Buy direction
    100,             // Quantity
    150.0            // Limit price
);

// Place order
value result = trade_client.place_order(order);
ucout << result.serialize() << std::endl;

// Get order ID
std::cout << "Order ID: " << order.id << std::endl;

Market Order (MKT)

#include "tigerapi/trade_client.h"
#include "tigerapi/client_config.h"
#include "tigerapi/contract_util.h"
#include "tigerapi/order_util.h"

using namespace TIGER_API;

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

// Build stock contract
Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));

// Build market order
Order order = OrderUtil::market_order(
    config.account,  // Trading account
    contract,        // Contract object
    U("BUY"),        // Buy direction
    100              // Quantity
);

// Place order
value result = trade_client.place_order(order);

Stop Order (STP)

#include "tigerapi/trade_client.h"
#include "tigerapi/client_config.h"
#include "tigerapi/contract_util.h"
#include "tigerapi/order_util.h"

using namespace TIGER_API;

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));

// Build stop order
Order order = OrderUtil::stop_order(
    config.account,  // Trading account
    contract,        // Contract object
    U("SELL"),       // Sell direction
    100,             // Quantity
    140.0            // Stop trigger price
);

value result = trade_client.place_order(order);

Stop Limit Order (STP_LMT)

#include "tigerapi/trade_client.h"
#include "tigerapi/client_config.h"
#include "tigerapi/contract_util.h"
#include "tigerapi/order_util.h"

using namespace TIGER_API;

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));

// Build stop limit order
Order order = OrderUtil::stop_limit_order(
    config.account,  // Trading account
    contract,        // Contract object
    U("SELL"),       // Sell direction
    100,             // Quantity
    139.0,           // Limit price
    140.0            // Stop trigger price
);

value result = trade_client.place_order(order);

Trailing Stop Order (TRAIL)

#include "tigerapi/trade_client.h"
#include "tigerapi/client_config.h"
#include "tigerapi/contract_util.h"
#include "tigerapi/order_util.h"

using namespace TIGER_API;

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));

// Trailing stop order - by trailing amount
Order order = OrderUtil::trail_order(
    config.account,  // Trading account
    contract,        // Contract object
    U("SELL"),       // Sell direction
    100,             // Quantity
    5.0,             // Trailing amount (aux_price)
    0                // Trailing percent (0 means not used)
);

// Trailing stop order - by percentage
Order order2 = OrderUtil::trail_order(
    config.account,
    contract,
    U("SELL"),
    100,
    0,               // aux_price, 0 means not used
    8.0              // trailing_percent 8%
);

value result = trade_client.place_order(order);

Place HK Stock Order

For Hong Kong stocks, the order quantity must be a multiple of the stock's lot size.

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

Contract contract = ContractUtil::stock_contract(U("00700"), U("HKD"));

Order order = OrderUtil::limit_order(
    config.account,
    contract,
    U("BUY"),
    100,           // Tencent has 100 shares per lot
    400.0
);

value result = trade_client.place_order(order);

Place Futures Order

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

Contract contract = ContractUtil::future_contract(U("CL2312"), U("USD"));

Order order = OrderUtil::limit_order(
    config.account,
    contract,
    U("BUY"),
    1,
    70.0
);

value result = trade_client.place_order(order);

Place Option Order

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

// Build contract using option identifier
Contract contract = ContractUtil::option_contract(U("AAPL  240621C00190000"));

Order order = OrderUtil::limit_order(
    config.account,
    contract,
    U("BUY"),
    1,
    2.5
);

value result = trade_client.place_order(order);

Price Correction for Orders

Use PriceUtil to adjust an order price to the contract's tick size. Tick-size requirements can vary by price tier, and the API rejects prices with invalid precision.

#include "tigerapi/trade_client.h"
#include "tigerapi/client_config.h"
#include "tigerapi/contract_util.h"
#include "tigerapi/order_util.h"
#include "tigerapi/price_util.h"

using namespace TIGER_API;

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

// Query contract to get tickSizes information
value contract_info = trade_client.get_contract(U("AAPL"), U("STK"));
value tick_sizes = contract_info[U("tickSizes")];

double price = 150.173;

// Check if price matches tick size specification
bool is_ok = PriceUtil::match_tick_size(price, tick_sizes);

// Fix price (default rounds down)
double fixed_price = PriceUtil::fix_price_by_tick_size(price, tick_sizes);
// fixed_price = 150.17

// Fix price (rounds up)
double fixed_price_up = PriceUtil::fix_price_by_tick_size(price, tick_sizes, true);
// fixed_price_up = 150.18

// Place order with corrected price
Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));
Order order = OrderUtil::limit_order(config.account, contract, U("BUY"), 1, fixed_price);
trade_client.place_order(order);

Order Object Properties

PropertyTypeDescription
idunsigned long longOrder ID
order_idlongExternal order ID
accountutility::string_tAccount ID
contractContractContract object (contains symbol, sec_type, market, currency)
actionutility::string_tTrade direction BUY/SELL
order_typeutility::string_tOrder type MKT/LMT/STP/STP_LMT/TRAIL
total_quantitylong longTotal order quantity
total_quantity_scalelongQuantity precision factor
limit_pricedoubleLimit price
aux_pricedoubleStop trigger price
trail_stop_pricedoubleTrailing stop price
trailing_percentdoubleTrailing stop percentage
percent_offsetdoublePercent offset
time_in_forceutility::string_tOrder validity period DAY/GTC/GTD
outside_rthboolAllows pre-market and after-hours trading
adjust_limitdoublePrice adjustment range
user_markutility::string_tUser remarks
expire_timetime_tExpiry time
statusutility::string_tOrder status
filled_quantitylong longFilled quantity
avg_fill_pricedoubleAverage fill price
realized_pnldoubleRealized P&L
commissiondoubleCommission
open_timetime_tOrder placement time
latest_timetime_tLatest fill time
update_timetime_tOrder update time
reasonutility::string_tOrder failure reason

Response Example

{
  "code": 0,
  "message": "success",
  "timestamp": 1785528000000,
  "data": {
    "id": 123458,
    "orderId": 789014,
    "subIds": []
  }
}

Iceberg Order (ICEBERG)

Iceberg orders support only US stocks. You can place them only during regular trading hours; pre-market orders are not supported.

#include "tigerapi/trade_client.h"
#include "tigerapi/order_util.h"

ClientConfig config(false, U("your_config_directory_path"));
TradeClient trade_client(config);

Contract contract = ContractUtil::stock_contract(U("AAPL"), U("USD"));

// Iceberg order (basic parameters)
Order order = OrderUtil::iceberg_order(
    config.account, contract, U("BUY"), 1000, 180.0, 100);

value result = trade_client.place_order(order);

// Iceberg order (full parameters)
Order full_order = OrderUtil::iceberg_order(
    config.account, contract, U("BUY"), 1000, 180.0,
    100,    // display_size
    50,     // min_display_size
    30,     // check_intervals (seconds)
    U("LIMIT_PRICE"),  // price_type: LIMIT_PRICE/ASK_PRICE/BID_PRICE/LATEST_PRICE
    start_time,  // effective start time (epoch ms)
    end_time     // effective end time (epoch ms)
);

value full_result = trade_client.place_order(full_order);

Updated 7 days ago

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