AddModifyOrderEventArgs Class 
| AddModifyOrderEventArgs Class | Table of Content | ExtraFlags Property |
| AddModifyOrderEventArgs Properties |
The AddModifyOrderEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| ExtraFlags |
Least Significant Bit (Bit 0): IsModifyOrder - indicate this is to
Modify existing order if set to 1. Bit 1 through 7: Reserved for
future use. For backward compatibility, client should always look at
each individual bit for the corresponding flag. Otherwise problems
might occur when bits 1 through 7 start to be utilized.
|
| FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| IsImplied |
Indicate if this is an implied order or not.
|
| IsRFQ |
Indicate whether it is just an RFQ or not. Client should filter the
order if it doesn't care about RFQ.
|
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| MarketId |
Unique identifier of the market.
|
| ModificationTimestamp |
This field can be used to get the order modification time. The format
is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part
is currently 000 and might be supported later.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| OrderEntryDateTime |
Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
|
| OrderId |
Unique identifier of the order.
|
| OrderSequenceId |
Sequence ID of the order. When an order is modified, this will be
incremented while OrderID remains the same. It is for legacy reason
and can be ignored.
|
| Price |
Price of the bid/offer. OrderPriceDenominator for the market should be
applied to get the real price.
|
| Quantity |
Quantity.
|
| ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| RequestTradingEngineReceivedTimestamp |
This field can be used to get the time the trading engine received the
request that triggers this message. The format is nanoseconds since
Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and
might be supported later. Note: This field could be set to different
values or `0` for some scenarios. Please refer to the FAQs for more
details.
|
| SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| SequenceNumber |
Each message is assigned a sequence number that increases monotonically on the server side. To save
bandwidth, the sequence number is a field in the block header, instead of every message. The sequence number
for the first message is used in the header, and the client is expected to derive the sequence numbers for
subsequent messages in the block. In the case of a heartbeat which includes only header in the block, the
expected next sequence number is used.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| SequenceWithinMillis |
Can be used in conjunction with `OrderEntryDateTime` field for
priority of orders within same milliseconds time.
|
| SessionNumber |
The session number is used so that a client can easily detect when a new session has started after the daily
maintenance window or failure on the server side. It should stay the same for a given multicast channel until a
new session has started. It should be noted that the same number can be used by different multicast channels.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| Side |
Tells whether order represents bid or offer.
|
See Also