ChangeReason Struct Reference

Defines why the order was changed. More...

Public Types
enum	Enum {   Undefined = 0, Delete = 1, Stopped = 2, Deal = 3,   Inactive = 4, Change = 5, Add = 6, ModifiedDuringAuction = 7,   ModifiedPrice, SystemDelete, ProxyDelete = 10, ActivatedStop = 12,   HiddenVolumeOrderRecalculated = 13, CoveredOptionDeleted = 14, LimitChangeDelete, PassiveToAggressive,   LinkedOrderLegDeleted = 17, LinkedOrderLegModified = 18, SystemDeleteDay, IssInactivate = 21,   Reload = 30, ReloadIntraday = 31, LinkedOrderLegTraded = 32, AuctionDelete = 34,   SystemDeleteDeltaProtection = 41, SystemDeleteQuantityProtection = 42, InternalCrossingDelete = 43, LowQuantityDelete = 44,   CreditLimitDelete = 45 }
	Defines why the order was changed. More...

Detailed Description

Defines why the order was changed.

Member Enumeration Documentation

enum Enum

Defines why the order was changed.

Enumerator
Undefined	Undefined.
Delete	Order deleted.
Stopped	Order book stopped.
Deal	Deal.
Inactive	Order inactivated.
Change	Order altered.
Add	Order added or activated.
ModifiedDuringAuction	Market order converted. Modified to EP during auction if an auction (market)
ModifiedPrice	order is modified during auction. Order price changed. Modified to EP at open if a auction (market) order is modified at open.
SystemDelete	Order deleted by central system. Deleted by system if the order is deleted by the central system.
ProxyDelete	Order deleted by proxy.
ActivatedStop	Stop order activated.
HiddenVolumeOrderRecalculated	Hidden volume order recalculated.
CoveredOptionDeleted	Covered option deleted. Deleted by MP_CALC (customer specific).
LimitChangeDelete	Order deleted due to new price limits and the order premium is outside the new limits.
PassiveToAggressive	Order converted from passive to aggressive due to locked market (customer specific).
LinkedOrderLegDeleted	Linked order leg deleted (customer specific).
LinkedOrderLegModified	Linked order leg modified (customer specific).
SystemDeleteDay	Order deleted by central system. Order removed or changed by remove day or date orders flag.
IssInactivate	Inactivated by system due to Instrument Session change.
Reload	Order reload at normal system start.
ReloadIntraday	Order reload at intraday Market Place restart.
LinkedOrderLegTraded	Linked order leg modified by the system due to a trade (customer specific).
AuctionDelete	Market (Auction) order deleted during auction.
SystemDeleteDeltaProtection	Order delete at market maker Delta Protection limit crossed.
SystemDeleteQuantityProtection	Order delete at market maker Quantity Protection limit crossed.
InternalCrossingDelete	Order deleted because trader is not allowed to trade with himself.
LowQuantityDelete	Order deleted by system due to low quantity.
CreditLimitDelete	Order deleted by system due to credit limits.