OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.10.0
API documentation
AddModifyOrder Struct Reference

#include <AddModifyOrder.h>

Public Types

enum  { messageType = 'E' }
 

Public Member Functions

 AddModifyOrder ()
 
 AddModifyOrder (const char *data, size_t dataSize)
 
void deserialize (const char *data, 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

Message type constant.

Enumerator
messageType 

Definition at line 39 of file AddModifyOrder.h.

Constructor & Destructor Documentation

Default constructor.

AddModifyOrder ( const char *  data,
size_t  dataSize 
)

Initialize from raw message data.

Member Function Documentation

void deserialize ( const char *  data,
size_t  dataSize 
)

Deserialize from raw data.

void reset ( )

Reset all fields to default values.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

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 77 of file AddModifyOrder.h.

bool isImplied

Indicate if this is an implied order or not.

Definition at line 63 of file AddModifyOrder.h.

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 67 of file AddModifyOrder.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file AddModifyOrder.h.

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 86 of file AddModifyOrder.h.

DateTime orderEntryDateTime

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

Definition at line 70 of file AddModifyOrder.h.

OrderId orderId

Unique identifier of the order.

Definition at line 45 of file AddModifyOrder.h.

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 50 of file AddModifyOrder.h.

Price price

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

Definition at line 57 of file AddModifyOrder.h.

int quantity

Quantity.

Definition at line 60 of file AddModifyOrder.h.

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 94 of file AddModifyOrder.h.

int sequenceWithinMillis

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

Definition at line 81 of file AddModifyOrder.h.

Side::Enum side

Tells whether order represents bid or offer.

Definition at line 53 of file AddModifyOrder.h.


The documentation for this struct was generated from the following file: