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

OrderId

typedef OnixS::ICE::iMpact::MarketData::OrderId OrderId

Definition at line 73 of file OrderBook.h.

Constructor & Destructor Documentation

Order()

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 )

inlineexplicit

Constructor.

Definition at line 100 of file OrderBook.h.

Member Data Documentation

entryDateTime

DateTime entryDateTime

Order entry date/time (milliseconds since 01-01-1970 00:00 GMT).

Definition at line 79 of file OrderBook.h.

isImplied

bool isImplied

True if order is implied.

Definition at line 94 of file OrderBook.h.

isRFQ

bool isRFQ

True if order is Request For Quote.

Definition at line 97 of file OrderBook.h.

orderId

OrderId orderId

Order ID unique for market.

Definition at line 76 of file OrderBook.h.

orderSequenceId

short orderSequenceId

Legacy order modification count.

Definition at line 91 of file OrderBook.h.

price

Rational price

Raw exchange price (fixed point).

Definition at line 82 of file OrderBook.h.

quantity

int quantity

Order quantity.

Definition at line 85 of file OrderBook.h.

sequenceWithinMillis

int sequenceWithinMillis

Sub-milliseconds ordering sequence.

Definition at line 88 of file OrderBook.h.