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

Order information. More...

Public Member Functions

 OrderRecord ()
 Initialize default instance.
 
std::string toString () const
 String representation.
 

Public Attributes

uint32 syncNumber
 Synchronization number. For internal use only.
 
OrderId orderId
 A unique identity for each order transaction. More...
 
SeriesId seriesId
 A unique identity for each "Series" instrument. More...
 
OrderState::Enum state
 Order state may be active or inactive (filled in callbacks).
 
std::string clientOrderId
 Client order Id (max length is 15 chars).
 
std::string symbol
 Instrument Series name is ASCII.
 
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...
 
ExchangeOrderType::Enum exchangeOrderType
 This is bit-coded field for exchange specific order types and attributes.
 
Side::Enum side
 Specifies what quotation side is requested.
 
Price price
 The price of one Series (excluding transaction cost) a user is prepared to pay - or wants to receive.
 
int64 volume
 Total Volume.
 
int64 quantity
 Order quantity.
 
QuantityChangeType::Enum deltaQuantity
 When changing quantities there are two options: delta and absolute. More...
 
int64 balanceQuantity
 If the field balanceQuantity is provided the system checks this quantity against the existing total volume of the order prior to applying the amendment. More...
 
OpenCloseRequest::Enum openCloseRequest
 Describes how the requested position account should be updated.
 
OrderCondition::Enum condition
 Condition for Executed Volume or for Validity Period.
 
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...
 

Detailed Description

Order information.

Member Data Documentation

int64 balanceQuantity

If the field balanceQuantity is provided the system checks this quantity against the existing total volume of the order prior to applying the amendment.

If the two match then the amendment is applied, if not, an error is returned.

Possible values: 0, no balance check is performed. More than 0, the remaining quantity must be the same as the balance quantity otherwise the transaction will be rejected. Less than 0, the transaction is rejected, a negative value is not allowed.

QuantityChangeType::Enum deltaQuantity

When changing quantities there are two options: delta and absolute.

Delta changes amend the quantity/total volume of an order by the given amount, positive to increase the quantity, negative to reduce the quantity. Absolute changes means that the quantity/total volume should be set to the value in the quantity/total volume field.

Note
By default it is absolute.
OrderId orderId

A unique identity for each order transaction.

Note
Assigned during the call to Session::enterOrder() on successful order entry.
OrderType::Enum orderType

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

Trading rules specific to the exchange defines which bit combinations are allowed. For example, a trading rule may state that a best order must also be a limit order, summing up to the value 17 of the Order Type field.

SeriesId seriesId

A unique identity for each "Series" instrument.

Note
Assigned during the call to Session::enterOrder() on successful order entry.
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.