OnixS NASDAQ OMX Genium INET Handler for C++  0.13.0.0
Public Types | List of all members
ChangeReason Struct Reference

Defines why the order was changed. More...

Public Types

enum  Enum {
  Undefined = 0, Delete = 1, Stopped = 2, Deal = 3,
  Inactive = 4, Change = 5, Add = 6, ModifiedDuringAuction = 7,
  ModifiedPrice, SystemDelete, ProxyDelete = 10, ActivatedStop = 12,
  HiddenVolumeOrderRecalculated = 13, CoveredOptionDeleted = 14, LimitChangeDelete, PassiveToAggressive,
  LinkedOrderLegDeleted = 17, LinkedOrderLegModified = 18, SystemDeleteDay, IssInactivate = 21,
  Reload = 30, ReloadIntraday = 31, LinkedOrderLegTraded = 32, AuctionDelete = 34,
  SystemDeleteDeltaProtection = 41, SystemDeleteQuantityProtection = 42, InternalCrossingDelete = 43, LowQuantityDelete = 44,
  CreditLimitDelete = 45
}
 Defines why the order was changed. More...
 

Detailed Description

Defines why the order was changed.

Member Enumeration Documentation

enum Enum

Defines why the order was changed.

Enumerator
Undefined 

Undefined.

Delete 

Order deleted.

Stopped 

Order book stopped.

Deal 

Deal.

Inactive 

Order inactivated.

Change 

Order altered.

Add 

Order added or activated.

ModifiedDuringAuction 

Market order converted.

Modified to EP during auction if an auction (market)

ModifiedPrice 

order is modified during auction.

Order price changed. Modified to EP at open if a auction (market) order is modified at open.

SystemDelete 

Order deleted by central system. Deleted by system if the order is deleted by the central system.

ProxyDelete 

Order deleted by proxy.

ActivatedStop 

Stop order activated.

HiddenVolumeOrderRecalculated 

Hidden volume order recalculated.

CoveredOptionDeleted 

Covered option deleted. Deleted by MP_CALC (customer specific).

LimitChangeDelete 

Order deleted due to new price limits and the order premium is outside the new limits.

PassiveToAggressive 

Order converted from passive to aggressive due to locked market (customer specific).

LinkedOrderLegDeleted 

Linked order leg deleted (customer specific).

LinkedOrderLegModified 

Linked order leg modified (customer specific).

SystemDeleteDay 

Order deleted by central system. Order removed or changed by remove day or date orders flag.

IssInactivate 

Inactivated by system due to Instrument Session change.

Reload 

Order reload at normal system start.

ReloadIntraday 

Order reload at intraday Market Place restart.

LinkedOrderLegTraded 

Linked order leg modified by the system due to a trade (customer specific).

AuctionDelete 

Market (Auction) order deleted during auction.

SystemDeleteDeltaProtection 

Order delete at market maker Delta Protection limit crossed.

SystemDeleteQuantityProtection 

Order delete at market maker Quantity Protection limit crossed.

InternalCrossingDelete 

Order deleted because trader is not allowed to trade with himself.

LowQuantityDelete 

Order deleted by system due to low quantity.

CreditLimitDelete 

Order deleted by system due to credit limits.