OnixS NASDAQ OMX Genium INET Handler for C++  0.13.0.0
Public Member Functions | Public Attributes | List of all members
OrderChangeCombined Struct Reference

When an order entered into the system is modified (such as traded) in any way before being added to the order book, a struct is sent in the same broadcast. More...

Public Member Functions

std::string toString () const
 Returns string representation.
 

Public Attributes

int64 mpQuantity
 Indicates the remaining quantity of the order, after this change was done. More...
 
int64 totalVolume
 For an iceberg order this is the total remaining volume. More...
 
uint8 itemNumber
 The item number of a block transaction that relates to this change.
 
Side::Enum side
 Bid or Ask.
 
ChangeReason::Enum changeReason
 Defines why the order was changed.
 

Detailed Description

When an order entered into the system is modified (such as traded) in any way before being added to the order book, a struct is sent in the same broadcast.

Two consecutive Order Change Combined items are generated in case of a Fill and Kill order with residual quantity. The first part states the remaining quantity after matching while the second part indicates that the rest of the quantity is deleted.

Member Data Documentation

int64 mpQuantity

Indicates the remaining quantity of the order, after this change was done.

A zero indicates the whole order was deleted.

int64 totalVolume

For an iceberg order this is the total remaining volume.

It includes the hidden and shown volumes. For normal orders this field is zero or equal to mpQuantity.