OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.6.0
API documentation
Order Struct Reference

#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

Detailed Description

Definition at line 71 of file OrderBook.h.

Member Typedef Documentation

Definition at line 73 of file OrderBook.h.

Constructor & Destructor Documentation

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 


Definition at line 100 of file OrderBook.h.

Member Data Documentation

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.

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