OrderVar Struct Reference

Order record details. More...

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

Public Attributes
int64	mpQuantity
	Number of units (options, futures, forwards and so on) in an order related transaction.
int32	premium
	The price of one Series (excluding transaction cost) a user is prepared to pay - or wants to receive. More...
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	exchangeClient
	Exchange client is the name of the participant's client.
std::string	clientOrderId
	Client order Id (max length is 15 chars).
OpenCloseRequest::Enum	openCloseRequest
	Describes how the requested position account should be updated.
Side::Enum	side
	Specifies what quotation side is requested.
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...
StopCondition::Enum	stopCondition
	Condition to be met for a stop order to be activated.
uint8	value
	Specifies a general value. More...

Detailed Description

Order record details.

Member Data Documentation

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.

int32 premium

The price of one Series (excluding transaction cost) a user is prepared to pay - or wants to receive.

This is always an integer.

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.

uint8 value

Specifies a general value.

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