OrderType Struct Reference

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

Public Types
enum	Enum {   Undefined = 0, Limit = 1, Market = 2, MarketToLimit = 3,   Passive = 4, OnlyBest = 8, Best = 16, OddLot = 32,   Imbalance = 64, OverrideMMP = 128 }

Detailed Description

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 Description 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. The following order types are available (bit field):

Member Enumeration Documentation

enum Enum

Enumerator
Undefined	Undefined.
Limit	Limit order.
Market	Market order (best possible price).
MarketToLimit	Market to Limit. This is a market order that is converted to a limit order when a price
Passive	has been assigned. Passive order.
OnlyBest	Only best order.
Best	Best order.
OddLot	Odd lot order.
Imbalance	Imbalance order.
OverrideMMP	Override quote.