AddModifyOrderEventArgs Class 
| AddModifyOrderEventArgs Class | Table of Content | IsImplied 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>.) |
| FeedId |
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| IsBundled |
Bundle marker. This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| IsImplied |
Indicates whether this is an implied order or not.
|
| IsModifyOrder |
Flag indicates that is modify order.
|
| IsRFQ |
Indicates whether it's just an RFQ or not.
|
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.) |
| MarketId |
Unique identifier of a 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 |
Date time of the order entry.
|
| 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.
|
| Quantity |
Quantity.
|
| ReceivingTime |
Time when the UDP packet was received by Handler.
(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 |
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(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 |
This field can be used in conjunction with the "OrderEntryDateTime" field to determine the priority of orders that are processed within the same millisecond.
|
| 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