The Order Change Separate structure is sent out due to changes in quantity of orders residing in the order book. More...
Public Member Functions | |
std::string | toString () const |
Returns string representation. | |
Public Attributes | |
SeriesId | seriesId |
The series to which this order information relates. | |
OrderId | orderId |
Indicates the identifier of the order. | |
int64 | mpQuantity |
Number of units (options, futures, forwards and so on) in an order related transaction. | |
int64 | totalVolume |
Total number of units (options, futures, forwards and so on) in an order related transaction. | |
Side::Enum | side |
Bid or Ask. | |
OrderChangeReason::Enum | orderChangeReason |
Defines why the order was changed. | |
TradingCode | originatorTradingCode |
Information about user who created order. | |
TimeSpec | executionTimestamp |
Execution timestamp. | |
The Order Change Separate structure is sent out due to changes in quantity of orders residing in the order book.
As with Order Change Combined, the size and total size fields describe the remaining volumes of the order.