#include <OrderBook.h>
Public Types | |
| typedef OnixS::ICE::iMpact::MarketData::OrderId | OrderId |
Public Member Functions | |
| Order (OrderId inOrderId=OrderId(), const DateTime &inEntryDateTime=DateTime(), const Rational &inPrice=Rational(), int inQuantity=0, int inSequenceWithinMillis=0, short inOrderSequenceId=0, bool inIsImplied=false, bool inIsRFQ=false) | |
Public Attributes | |
| OrderId | orderId |
| DateTime | entryDateTime |
| Rational | price |
| int | quantity |
| int | sequenceWithinMillis |
| short | orderSequenceId |
| bool | isImplied |
| bool | isRFQ |
Definition at line 71 of file OrderBook.h.
Definition at line 73 of file OrderBook.h.
|
inlineexplicit |
Constructor.
Definition at line 100 of file OrderBook.h.
| DateTime entryDateTime |
Order entry date/time (milliseconds since 01-01-1970 00:00 GMT).
Definition at line 79 of file OrderBook.h.
| bool isImplied |
True if order is implied.
Definition at line 94 of file OrderBook.h.
| bool isRFQ |
True if order is Request For Quote.
Definition at line 97 of file OrderBook.h.
| OrderId orderId |
Order ID unique for market.
Definition at line 76 of file OrderBook.h.
| short orderSequenceId |
Legacy order modification count.
Definition at line 91 of file OrderBook.h.
| Rational price |
Raw exchange price (fixed point).
Definition at line 82 of file OrderBook.h.
| int quantity |
Order quantity.
Definition at line 85 of file OrderBook.h.
| int sequenceWithinMillis |
Sub-milliseconds ordering sequence.
Definition at line 88 of file OrderBook.h.