Order record details. More...
Public Member Functions | |
std::string | toString () const |
Returns string representation. | |
Public Attributes | |
int64 | mpQuantity |
Number of units (options, futures, forwards and so on) in an order related transaction. | |
int32 | premium |
The price of one Series (excluding transaction cost) a user is prepared to pay - or wants to receive. This is always an integer. | |
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... | |
ExchangeOrderType::Enum | exchangeOrderType |
This is bit-coded field for exchange specific order types and attributes. | |
std::string | exchangeClient |
Exchange client is the name of the participant's client. | |
std::string | clientOrderId |
Client order Id (max length is 15 chars). | |
OpenCloseRequest::Enum | openCloseRequest |
Describes how the requested position account should be updated. | |
Side::Enum | side |
Specifies what quotation side is requested. | |
uint8 | tradeReportType |
Trade Report Type. More... | |
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... | |
StopCondition::Enum | stopCondition |
Condition to be met for a stop order to be activated. | |
Order record details.
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.
uint8 tradeReportType |
Trade Report Type.
Defines the type of Trade Report. The available types can be retrieved by Query Trade Report. This field also contains the session type for Session State Orders. The available types can be retrieved by Query State Type.
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.