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

The Order Info structure holding all information about the order. More...

Public Member Functions

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

Public Attributes

TimeSpec timestampIn
 Accepted timestamp.
 
TimeSpec timestampCreated
 Created timestamp.
 
SeriesId seriesId
 The series to which this order information relates.
 
OrderId orderId
 Indicates the identifier of the order.
 
Party party
 This is the declared counter party for the other side of the trade.
 
TradingCode tradingCode
 Contains the user identity.
 
int64 mpQuantity
 Number of units (options, futures, forwards and so on) in an order related transaction.
 
int32 premium
 Indicates the premium of the order.
 
uint32 blockSize
 Minimum number of units (options, futures, forwards and so on) in an order transaction.
 
uint16 validityTime
 Defines the validity period for an order transaction, i.e. More...
 
ExchangeOrderType::Enum exchangeOrderType
 This is bit-coded field for exchange specific order types and attributes.
 
std::string exClient
 Exchange client is the name of the participant's client.
 
std::string customerInfo
 A free text field typically used to indicate to the participant their own order identifier.
 
OpenCloseRequest::Enum openCloseRequest
 Describes how the requested position account should be updated.
 
Side::Enum side
 Bid or Ask.
 
OrderType::Enum orderType
 Order type declares characteristics about an order in terms of a bit map where each bit is assigned a specific property. More...
 
uint8 discretionValue
 If used with the exchange order type for auto aggression with discretion, this field specifies the discretionary value in ticks. More...
 
GiveUpMember giveUpMember
 If Give up member is specified, the ownership of the order is transferred to that member in the clearing house.
 
std::string exchangeInfo
 This is an exchange specific field and can be used for different purposes, e.g. as a free text field.
 
uint32 orderIndex
 The order index is a counter that is used as search criteria for querying the next segment of information.
 
uint16 transactionNumber
 A number used to distinguish between different transactions to the same central subsystem.
 
ChangeReason::Enum changeReason
 Defines why the order was changed.
 
int64 totalVolume
 Current total volume of the order now that the night batch job have run.
 
int64 displayQuantity
 Current shown volume of the order in the market place now that the night batch jobs have run.
 
int64 origTotalVolume
 The totalVolume value of the order when it was originally entered or as last altered either by an alter order transaction (e.g. More...
 
int64 origShownQuantity
 The shown quantity of the order when it was originally entered or as last altered either by an alter order transaction (e.g. More...
 
OrderState::Enum orderState
 Indicates the state current state of the order.
 

Detailed Description

The Order Info structure holding all information about the order.

Member Data Documentation

uint8 discretionValue

If used with the exchange order type for auto aggression with discretion, this field specifies the discretionary value in ticks.

OrderType::Enum orderType

Order type declares characteristics about an order in terms of a bit map where each bit is assigned a specific property.

int64 origShownQuantity

The shown quantity of the order when it was originally entered or as last altered either by an alter order transaction (e.g.

MO33) or by being traded with another order.

int64 origTotalVolume

The totalVolume value of the order when it was originally entered or as last altered either by an alter order transaction (e.g.

MO33) or by being traded with another order.

uint16 validityTime

Defines the validity period for an order transaction, i.e.

the amount of time an order will remain in the order book if not fully matched.