If I placed an AMO (After Market Order) with a certain quantity, and at 9:30 the order was partially executed, then to modify that order, is it mandatory to pass the quantity as the pending quantity? Additionally, if I need to change a limit order to a market order for the partially executed order, can I do that?
Also, what happens to the average_price in this type of scenario?
What are you trying to modify at 09:30 AM? Quantity is an optional field and even if you want to edit quantity, you need to send total quantity and not the partial quantity. You can modify limit order to market order. Average price will change since there will be another trade.
You can modify limit order to market order. Average price will change since there will be another trade.