Let TerminalLink submit orders on index securities - #9755
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Martin-Molinero merged 1 commit intoAug 26, 2026
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TerminalLinkBrokerageModel.CanSubmitOrder rejected every SecurityType.Index order, which blocked a supported EMSX workflow: booking a custom basket whose market data arrives through B-Pipe as an index by typing the index ticker into the EMSX security field and routing the ticket as a CFD/swap. PlaceOrder already sends EMSX_CFD_FLAG and the symbol mapper already resolves index tickers, so the pre-flight check was the only thing in the way. EMSX accepts an index ticker in the security field, so Index joins the supported security types rather than being gated on the CFD flag, which is an order-level booking type independent of the security by design. Closes QuantConnect#9747 Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Martin-Molinero
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Aug 26, 2026
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Description
TerminalLinkBrokerageModel.CanSubmitOrderrejected everySecurityType.Indexorder, which blocked a supported Bloomberg EMSX workflow: booking a custom basket (e.g. a Morgan Stanley basket swap) whose market data arrives through B-Pipe as an index, by typing the index ticker into the EMSX security field and routing the ticket as a CFD/swap.TerminalLinkBrokerage.PlaceOrderalready sendsEMSX_CFD_FLAG(fromTerminalLinkOrderProperties.IsCfdTrade) andTerminalLinkSymbolMapperalready resolves index tickers, so the engine-level pre-flight check was the only thing in the way.EMSX accepts an index ticker in the security field, so
Indexjoins_supportedSecurityTypesrather than being gated on the CFD flag — that flag is an order-level booking type that is independent of the security type by design, as its documentation states. The existingSecurity.IsTradableopt-in for indices still applies upstream of the brokerage model, so a data-only index is still rejected before it reaches here.Closes #9747
Related Issue
Closes #9747
Motivation and Context
Reported by a live Institution user whose order was invalidated with
BrokerageModel declared unable to submit order: ... The TerminalLinkBrokerageModel does not support Index security type.even though the order was explicitly flaggedIsCfdTrade = true. In a standard (non-LEAN) EMSX ticket this booking flow is normal and supported.Requires Documentation Change
No.
How Has This Been Tested?
TerminalLinkBrokerageModelTests: theSPX/SecurityType.Indexcase moved fromCannotSubmitOrder_ForUnsupportedSecurityTypestoCanSubmitOrder_ForSupportedSecurityTypes, plus a newCanSubmitOrder_ForIndex_BookedAsCfdTradecovering the reported workflow — an index order carryingTerminalLinkOrderProperties { IsCfdTrade = true }.Types of changes
Checklist:
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