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Fill Model Don't Account IOrderPropeties.OutsideRegularTradingHours #9476
Description
Expected Behavior
If the data susbcription includes extended market hours, but the order property OutsideRegularTradingHours is false, the orders can't be filled.
Actual Behavior
OutsideRegularTradingHours is not accounted for.
namespace QuantConnect.Algorithm.CSharp
{
public class GeekyRedDogfish : QCAlgorithm
{
public override void Initialize()
{
SetStartDate(2026, 5, 5);
SetEndDate(2026, 5, 5);
SetCash(100000);
AddEquity("SPY", Resolution.Minute, extendedMarketHours: true);
}
public override void OnData(Slice data)
{
foreach (var kvp in data.Bars)
{
var symbol = kvp.Key;
if (Time.TimeOfDay == new TimeSpan(9, 29, 0))
{
OrderProperties prop = new TradeStationOrderProperties
{
TimeInForce = TimeInForce.Day,
OutsideRegularTradingHours = false,
};
var stopOrder = StopMarketOrder(
symbol,
10,
1.0m,
tag: "my tag",
orderProperties: prop
);
}
}
}
}
}Potential Solution
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Activity
jaredbroad commentedon Oct 28, 2026
Work transferred from PR #9483
Respect outside regular hours in fill models by @aiSynergy37, branch
aiSynergy37:bug-9476-respect-regular-hours, head47d3e94a2.PR: #9483
The PR is being closed to tidy up the queue; the proposed change is recorded here for review and can be reopened or re-submitted once the approach is agreed.
Changed files (3 files, +92/-11):
Common/Orders/Fills/EquityFillModel.cs(+5/-5)Common/Orders/Fills/FillModel.cs(+55/-6)Tests/Common/Orders/Fills/EquityFillModelTests.StopMarketFill.cs(+32/-0)PR description
Description
Updates fill eligibility to respect order-level outside regular trading hours settings when the order properties expose that setting. This prevents extended-hours subscriptions from filling orders that explicitly disallow outside regular trading hours.
The shared exchange-open helper now applies the order property override before checking market hours, and short bars no longer use the large-bar boundary fallback when the exchange is closed at the order time.
Related Issue
Fixes #9476
Motivation and Context
A stop market order submitted during pre-market data could fill when the subscription had extended market hours enabled, even if the order property set
OutsideRegularTradingHours = false.Requires Documentation Change
No
How Has This Been Tested?
dotnet build Tests\QuantConnect.Tests.csproj --no-restore -v minimal /p:RunAnalyzers=falseTypes of Changes