AddModifyOrder Struct Reference

Public Types
enum

Public Member Functions
	AddModifyOrder ()
	AddModifyOrder (const char *data, std::size_t dataSize)
void	deserialize (const char *data, std::size_t dataSize)
void	reset ()
std::string	toString () const

Public Attributes
MarketId	marketId
OrderId	orderId
short	orderSequenceId
Side::Enum	side
Price	price
int	quantity
bool	isImplied
bool	isRFQ
DateTime	orderEntryDateTime
AddModifyOrderExtraFlags::Enum	extraFlags
int	sequenceWithinMillis
DateTime	modificationTimestamp
DateTime	requestTradingEngineReceivedTimestamp

Detailed Description

Definition at line 36 of file AddModifyOrder.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType	'E'

Definition at line 39 of file AddModifyOrder.h.

Constructor & Destructor Documentation

AddModifyOrder() [1/2]

AddModifyOrder

(

)

Default constructor.

AddModifyOrder() [2/2]

AddModifyOrder	(	const char *	data,
		std::size_t	dataSize )

Initialize from raw message data.

Member Function Documentation

deserialize()

void deserialize	(	const char *	data,
		std::size_t	dataSize )

Deserialize from raw data.

reset()

void reset

(

)

Reset all fields to default values.

toString()

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

extraFlags

AddModifyOrderExtraFlags::Enum extraFlags

Least Significant Bit (Bit 0): IsModifyOrder - indicate this is to Modify existing order if set to 1. Bit 1 through 7: Reserved for future use. For backward compatibility, client should always look at each individual bit for the corresponding flag. Otherwise problems might occur when bits 1 through 7 start to be utilized.

Definition at line 80 of file AddModifyOrder.h.

isImplied

bool isImplied

Indicate if this is an implied order or not.

Definition at line 66 of file AddModifyOrder.h.

isRFQ

bool isRFQ

Indicate whether it is just an RFQ or not. Client should filter the order if it doesn't care about RFQ.

Definition at line 70 of file AddModifyOrder.h.

marketId

MarketId marketId

Unique identifier of the market.

Definition at line 45 of file AddModifyOrder.h.

modificationTimestamp

DateTime modificationTimestamp

This field can be used to get the order modification time. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later.

Definition at line 89 of file AddModifyOrder.h.

orderEntryDateTime

DateTime orderEntryDateTime

Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 73 of file AddModifyOrder.h.

orderId

OrderId orderId

Unique identifier of the order.

Definition at line 48 of file AddModifyOrder.h.

orderSequenceId

short orderSequenceId

Sequence ID of the order. When an order is modified, this will be incremented while OrderID remains the same. It is for legacy reason and can be ignored.

Definition at line 53 of file AddModifyOrder.h.

price

Price price

Price of the bid/offer. OrderPriceDenominator for the market should be applied to get the real price.

Definition at line 60 of file AddModifyOrder.h.

quantity

int quantity

Quantity.

Definition at line 63 of file AddModifyOrder.h.

requestTradingEngineReceivedTimestamp

DateTime requestTradingEngineReceivedTimestamp

This field can be used to get the time the trading engine received the request that triggers this message. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later. Note: This field could be set to different values or 0 for some scenarios. Please refer to the FAQs for more details.

Definition at line 97 of file AddModifyOrder.h.

sequenceWithinMillis

int sequenceWithinMillis

Can be used in conjunction with OrderEntryDateTime field for priority of orders within same milliseconds time.

Definition at line 84 of file AddModifyOrder.h.

side

Side::Enum side

Tells whether order represents bid or offer.

Definition at line 56 of file AddModifyOrder.h.