Typedefs | |
typedef char | ClientDuplicate |
Duplicate client instruction (for example: a new order that has already been sent through another medium). | |
typedef std::string | String |
Common string type for all text fields: | |
typedef SInt32 | Price |
Price in system ticks. | |
typedef SInt32 | Position |
Product protection position. | |
typedef SInt32 | SequenceNumber |
Internal sequence number. | |
typedef UInt32 | ClientId |
Client ID for the request. | |
typedef UInt32 | ClientOrderId |
Client order ID. | |
typedef UInt32 | RequestId |
The unique ID of a request. | |
typedef UInt32 | AccountNumber |
Additional client identifier. | |
typedef UInt32 | ProductLimit |
Product limit. | |
typedef UInt32 | StockOrderStatus |
Order status. | |
typedef UInt32 | Quantity |
Total order quantity. | |
typedef UInt32 | Heartbeat |
Heartbeat. | |
typedef UInt32 | LegPrice |
The trading price in system ticks for the leg. | |
typedef UInt64 | TestRequestId |
Test Request Id to be returned in Heartbeat. | |
typedef UInt64 | OrderId |
Exchange Order ID. | |
typedef UInt64 | ExecId |
Message ID. | |
typedef UInt64 | TradeId |
Trade ID for matched orders. |
typedef char ClientDuplicate |
Duplicate client instruction (for example: a new order that has already been sent through another medium).
typedef UInt32 LegPrice |
The trading price in system ticks for the leg.
For London underlying Stock/Stock Future this is the price of the underlying stock, in hundredths of a penny, to 2 decimal places, multiplied by 100 to remove the decimal point
typedef std::string String |
Common string type for all text fields:
messageText [40] Message from the Exchange. tradersReference [16] Traders' reference. stockReference [16] Identifier of the stock. securityId [15] The Security ID is used to identify a security. otherLegReferenceNo [14] Free text field that provides a identifying reference for the cash leg. clientInfo [14] Traders' free text. accountId [14] Additional client identifier. packageId [12] Trade Package Identifier. ownerOrderId [12] Unique client identifier for the stock order. secondaryOrderId [8] Order ID that is sent to the clearing system. riskId [5] The Risk Manager's ITM. traderId [5] The ITM who owns the fills. partyId [4] Member (member mnemonic) or Trader (ITM) to whom an order is allocated. matchingCode [3] Trade match password. tradeInputDevice [3] Automatic order injection model. accountType [2] Type of account (user defined).