OrderRecord Struct Reference

Order information. More...

Public Member Functions
	OrderRecord ()
	Initialize default instance.
std::string	toString () const
	String representation.

Public Attributes
uint32	syncNumber
	Synchronization number. For internal use only.
OrderId	orderId
	A unique identity for each order transaction. More...
SeriesId	seriesId
	A unique identity for each "Series" instrument. More...
OrderState::Enum	state
	Order state may be active or inactive (filled in callbacks).
std::string	clientOrderId
	Client order Id (max length is 15 chars).
std::string	symbol
	Instrument Series name is ASCII.
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...
ExchangeOrderType::Enum	exchangeOrderType
	This is bit-coded field for exchange specific order types and attributes.
Side::Enum	side
	Specifies what quotation side is requested.
Price	price
	The price of one Series (excluding transaction cost) a user is prepared to pay - or wants to receive.
int64	volume
	Total Volume.
int64	quantity
	Order quantity.
QuantityChangeType::Enum	deltaQuantity
	When changing quantities there are two options: delta and absolute. More...
int64	balanceQuantity
	If the field balanceQuantity is provided the system checks this quantity against the existing total volume of the order prior to applying the amendment. More...
OpenCloseRequest::Enum	openCloseRequest
	Describes how the requested position account should be updated.
OrderCondition::Enum	condition
	Condition for Executed Volume or for Validity Period.
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...

Detailed Description

Order information.

Member Data Documentation

int64 balanceQuantity

If the field balanceQuantity is provided the system checks this quantity against the existing total volume of the order prior to applying the amendment.

If the two match then the amendment is applied, if not, an error is returned.

Possible values: 0, no balance check is performed. More than 0, the remaining quantity must be the same as the balance quantity otherwise the transaction will be rejected. Less than 0, the transaction is rejected, a negative value is not allowed.

QuantityChangeType::Enum deltaQuantity

When changing quantities there are two options: delta and absolute.

Delta changes amend the quantity/total volume of an order by the given amount, positive to increase the quantity, negative to reduce the quantity. Absolute changes means that the quantity/total volume should be set to the value in the quantity/total volume field.

Note

By default it is absolute.

OrderId orderId

A unique identity for each order transaction.

Note

Assigned during the call to Session::enterOrder() on successful order entry.

OrderType::Enum orderType

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

Trading rules specific to the exchange defines which bit combinations are allowed. For example, a trading rule may state that a best order must also be a limit order, summing up to the value 17 of the Order Type field.

SeriesId seriesId

A unique identity for each "Series" instrument.

Note

Assigned during the call to Session::enterOrder() on successful order entry.

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.