OrderInfo Struct Reference

The Order Info structure holding all information about the order. More...

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

Public Attributes
TimeSpec	timestampIn
	Accepted timestamp.
TimeSpec	timestampCreated
	Created timestamp.
SeriesId	seriesId
	The series to which this order information relates.
OrderId	orderId
	Indicates the identifier of the order.
Party	party
	This is the declared counter party for the other side of the trade.
TradingCode	tradingCode
	Contains the user identity.
int64	mpQuantity
	Number of units (options, futures, forwards and so on) in an order related transaction.
int32	premium
	Indicates the premium of the order.
uint32	blockSize
	Minimum number of units (options, futures, forwards and so on) in an order transaction.
uint16	validityTime
	Defines the validity period for an order transaction, i.e. More...
ExchangeOrderType::Enum	exchangeOrderType
	This is bit-coded field for exchange specific order types and attributes.
std::string	exClient
	Exchange client is the name of the participant's client.
std::string	customerInfo
	A free text field typically used to indicate to the participant their own order identifier.
OpenCloseRequest::Enum	openCloseRequest
	Describes how the requested position account should be updated.
Side::Enum	side
	Bid or Ask.
OrderType::Enum	orderType
	Order type declares characteristics about an order in terms of a bit map where each bit is assigned a specific property. More...
uint8	discretionValue
	If used with the exchange order type for auto aggression with discretion, this field specifies the discretionary value in ticks. More...
GiveUpMember	giveUpMember
	If Give up member is specified, the ownership of the order is transferred to that member in the clearing house.
std::string	exchangeInfo
	This is an exchange specific field and can be used for different purposes, e.g. as a free text field.
uint32	orderIndex
	The order index is a counter that is used as search criteria for querying the next segment of information.
uint16	transactionNumber
	A number used to distinguish between different transactions to the same central subsystem.
ChangeReason::Enum	changeReason
	Defines why the order was changed.
int64	totalVolume
	Current total volume of the order now that the night batch job have run.
int64	displayQuantity
	Current shown volume of the order in the market place now that the night batch jobs have run.
int64	origTotalVolume
	The totalVolume value of the order when it was originally entered or as last altered either by an alter order transaction (e.g. More...
int64	origShownQuantity
	The shown quantity of the order when it was originally entered or as last altered either by an alter order transaction (e.g. More...
OrderState::Enum	orderState
	Indicates the state current state of the order.

Detailed Description

The Order Info structure holding all information about the order.

Member Data Documentation

uint8 discretionValue

If used with the exchange order type for auto aggression with discretion, this field specifies the discretionary value in ticks.

OrderType::Enum orderType

Order type declares characteristics about an order in terms of a bit map where each bit is assigned a specific property.

int64 origShownQuantity

The shown quantity of the order when it was originally entered or as last altered either by an alter order transaction (e.g.

MO33) or by being traded with another order.

int64 origTotalVolume

The totalVolume value of the order when it was originally entered or as last altered either by an alter order transaction (e.g.

MO33) or by being traded with another order.

uint16 validityTime

Defines the validity period for an order transaction, i.e.

the amount of time an order will remain in the order book if not fully matched.