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Document TerminalLink IsCfdTrade and AdditionalProperties - #2619

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AlexCatarino merged 1 commit into
QuantConnect:masterfrom
AlexCatarino:document-terminal-link-cfd-order-property
Aug 13, 2026
Merged

Document TerminalLink IsCfdTrade and AdditionalProperties#2619
AlexCatarino merged 1 commit into
QuantConnect:masterfrom
AlexCatarino:document-terminal-link-cfd-order-property

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Description

Documents the order properties added by QuantConnect/Lean#9689.

  • Terminal Link / Bloomberg EMSX orders (Resources/brokerages/terminal-link/orders.php, shared by the Writing Algorithms and Cloud Platform pages):
    • IsCfdTrade: books the order as a contract for differences instead of a regular trade. It maps to the CFD option of the Booking Type drop-down on the EMSX trading ticket, sets EMSX_CFD_FLAG at the order level, and defaults to false, which is the EMSX default and the value for which the brokerage sends no element.
    • AdditionalProperties: a dictionary of EMSX element name to value, for elements no dedicated property covers. The dedicated properties take precedence, and elements the EMSX schema doesn't define are skipped rather than rejecting the order.
    • An example that sets both, plus a Python note that the dictionary cannot be replaced with a plain dict, so entries go in one by one, update bulk loads them and clear resets them.
  • FIX connections order properties: the same Lean PR retypes FixOrderProperties.AdditionalProperties to BaseExtendedDictionary<string, string>, so the data type and default value cells are updated and the same Python note follows the existing example.

The AdditionalProperties passthrough reaches the wire once QuantConnect/Lean.Brokerages.TerminalLink#136 merges and a new QuantConnect.Brokerages package ships; IsCfdTrade is documented from the same behavior.

Test Plan

  • php -l Resources/brokerages/terminal-link/orders.php reports no syntax errors.
  • Reviewed the rendered tables on both pages that include the resource, and confirmed the new example sits inside the existing $writingAlgorithms guard so the Cloud Platform page stays code free.

…rties

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
@AlexCatarino
AlexCatarino merged commit fe744ef into QuantConnect:master Aug 13, 2026
@AlexCatarino
AlexCatarino deleted the document-terminal-link-cfd-order-property branch August 13, 2026 13:31
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