The Order Price Change structure is sent out due to changes in price 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. | |
int32 | premium |
Indicates the premium of the order. | |
TimeSpec | executionTimestamp |
Execution timestamp. | |
Side::Enum | side |
Bid or Ask. | |
ChangeReason::Enum | changeReason |
Defines why the order was changed. | |
The Order Price Change structure is sent out due to changes in price of orders residing in the order book.