The Order Change Separate structure is sent out due to changes in quantity of orders residing in the order book. More...

Public Member Functions
std::string	toString () const
	Returns string representation.

Public Attributes
SeriesId	seriesId
	The series to which this order information relates.

OrderId	orderId
	Indicates the identifier of the order.

int64	mpQuantity
	Number of units (options, futures, forwards and so on) in an order related transaction.

int64	totalVolume
	Total number of units (options, futures, forwards and so on) in an order related transaction.

Side::Enum	side
	Bid or Ask.

ChangeReason::Enum	changeReason
	Defines why the order was changed.

std::string	exchangeClient
	Exchange client is the name of the participant's client.

std::string	customerInfo
	This is a free text field a customer may fill in when entering orders. More...

TradingCode	originatorTradingCode
	Information about user who created order.

TimeSpec	executionTimestamp
	Execution timestamp.

Detailed Description

The Order Change Separate structure is sent out due to changes in quantity of orders residing in the order book.

As with Order Change Combined, the size and total size fields describe the remaining volumes of the order.

Member Data Documentation

std::string customerInfo

This is a free text field a customer may fill in when entering orders.

If the order is traded, the customer information is returned in the trade record.