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

This is bit-coded field for exchange specific order types and attributes. More...

Public Types

enum  Enum {
  Undefined = 0, Force = 1, ShortSell = 2, MarketBid = 4,
  PriceStabilization = 8, FixingDoubleSided = 16, MidMatch = 32, CentrePoint = 64,
  AlwaysInactive = 128, AutoAggressWithDiscretion, SessionState = 512, FillAndKillImmediately = 1024,
  FirmColor = 2048, AutoAggress = 4096, MinQty = 8192, FixingMidPrice = 16384
}
 This is bit-coded field for exchange specific order types and attributes. More...
 

Detailed Description

This is bit-coded field for exchange specific order types and attributes.

Member Enumeration Documentation

enum Enum

This is bit-coded field for exchange specific order types and attributes.

Enumerator
Undefined 

Undefined.

Force 

Force.

ShortSell 

Short sell order condition (exchange specific).

MarketBid 

Market bid order condition (exchange specific).

PriceStabilization 

Price stabilization order condition (exchange specific).

FixingDoubleSided 

Advanced Fixing Double Sided Quote.

MidMatch 

Mid-match order.

CentrePoint 

Centre Point.

AlwaysInactive 

Always centrally inactive order, not possible to activate.

Only valid for

AutoAggressWithDiscretion 

transactions to enter inactive orders (exchange specific).

Auto aggress with discretion. The discretionary value is entered in the value field.

SessionState 

Sleeping order on entry.

When the active Session State is changed to the one given in

FillAndKillImmediately 

the order, the order is triggered and entered into the order book.

Fill-and-kill immediately.

FirmColor 

Firm color disabled.

AutoAggress 

Convert to aggressive (if locked market).

MinQty 

Order with Minimum quantity restriction.

FixingMidPrice 

Advanced Fixing Mid price Order.