OnixS SGX Derivatives Handler for C++  2.17.0.0
Public Member Functions | Public Attributes | List of all members
OrderChangeSeparate Struct Reference

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.
 

Detailed Description

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.