OrderPriceChange Struct Reference

The Order Price Change structure is sent out due to changes in price 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.
int32	premium
	Indicates the premium of the order.
TimeSpec	executionTimestamp
	Execution timestamp.
Side::Enum	side
	Bid or Ask.
OrderChangeReason::Enum	orderChangeReason
	Defines why the order was changed.

Detailed Description

The Order Price Change structure is sent out due to changes in price of orders residing in the order book.