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

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

Public Types

enum  Enum {
  Undefined = 0, Limit = 1, Market = 2, MarketToLimit = 3,
  Passive = 4, OnlyBest = 8, Best = 16, OddLot = 32,
  Imbalance = 64, OverrideMMP = 128
}
 

Detailed Description

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 Description 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. The following order types are available (bit field):

Member Enumeration Documentation

enum Enum
Enumerator
Undefined 

Undefined.

Limit 

Limit order.

Market 

Market order (best possible price).

MarketToLimit 

Market to Limit.

This is a market order that is converted to a limit order when a price

Passive 

has been assigned.

Passive order.

OnlyBest 

Only best order.

Best 

Best order.

OddLot 

Odd lot order.

Imbalance 

Imbalance order.

OverrideMMP 

Override quote.