OrderReplaceMsg Struct Reference

!!! Order Replace Message is currently not used but is included in the ITCH specification !!! for future reference. More...

List of all members.

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.
Int32	newOrderBookPosition
	New Rank within order book.
Quantity	quantity
	The new visible quantity of the order.
Price4	price
	The new Price of the order.
Int16	orderAttributes
	Additional order attributes.
Static Public Attributes
static const size_t	length
	message length

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Detailed Description

!!! Order Replace Message is currently not used but is included in the ITCH specification !!! for future reference.

A replace of an existing order will be represented by an !!! Order Delete Message followed by an Order Add Message but the original order ID will remain. This message is sent whenever an existing order on the book has been modified. This will be the case when an order is modified through an alter action.