AddModifyOrderEventArgsBuilder Constructor | Table of Content | ExtraFlags Property |
AddModifyOrderEventArgsBuilder Properties |
The AddModifyOrderEventArgsBuilder type exposes the following members.
Name | Description | |
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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.
| |
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.
| |
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.
| |
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.
| |
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.
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SequenceWithinMillis |
Can be used in conjunction with `OrderEntryDateTime` field for
priority of orders within same milliseconds time.
| |
Side |
Tells whether order represents bid or offer.
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