An Add Order Message indicates that a new order has been accepted by the Genium INET Trading system and was added to the displayable book. More...

Public Member Functions
std::string	toString () const
	Returns string representation.
Static Public Member Functions
static const char *	name ()
	string name of the message
Public Attributes
UInt32	nanoseconds
	Nanoseconds portion of the timestamp.
OrderId	orderId
	The identifier assigned to the new order.
OrderBookId	orderBookId
	Order book identifier.
Byte	side
	The type of order being added.
UInt32	orderBookPosition
	Rank within order book.
Quantity	quantity
	The visible quantity of the order.
Price4	price
	The display price of the new order.
Int16	orderAttributes
	Additional order attributes.
UInt8	lotType
	Lot Type.
Static Public Attributes
static const size_t	length
	message length

Detailed Description

An Add Order Message indicates that a new order has been accepted by the Genium INET Trading system and was added to the displayable book.

This message will be generated for unattributed orders.

Member Data Documentation

Quantity quantity

The visible quantity of the order.

Orders with an undisclosed quantity will have this field set to 0.