OrderModifiedMsg Struct Reference

Indicates that the displayed quantity or price of a displayed order has been updated. More...

Public Member Functions
bool	isPriorityRetained () const
	Checks flags and indicates whether Priority is Retained.
std::string	toString () const
	Returns string representation.

Static Public Member Functions
static const char *	name ()
	string name of the message

Public Attributes
UInt32	nanosecond
	Nanoseconds since last Time message.
OrderId	orderId
	Unique identifier of the order.
Quantity	newQuantity
	New displayed quantity of the order.
Price8	newPrice
	New limit price of the order.
Byte	flags
	Flags.
UInt32	instrumentID
	Instrument Identifier.
Price8	impliedPrice
	The field will populate the Implied / Price8 for an instrument only traded on Yield.
Public Attributes inherited from Message
UInt8	length
	Message Length.
Byte	type
	Message Type.

Detailed Description

Indicates that the displayed quantity or price of a displayed order has been updated.

The message will include an indication whether the order has retained or lost its time priority.