forwardOnixS.NET.ICE.iMpact   Table of ContentAddModifyOrderEventArgs Propertiesforward
AddModifyOrderEventArgs Class
Attributes of the AddModifyOrderReceived event.
Inheritance Hierarchy

Namespace:  OnixS.NET.ICE.iMpact
Assembly:  OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64.dll) Version: 4.7.1.0
Syntax
C#
public class AddModifyOrderEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>

The AddModifyOrderEventArgs type exposes the following members.

Properties
  NameDescription
Public propertyBlockSequenceNumber
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public propertyFeedId
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public propertyIsBundled
Bundle marker. This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public propertyIsImplied
Indicates whether this is an implied order or not.
Public propertyIsModifyOrder
Flag indicates that is modify order.
Public propertyIsRFQ
Indicates whether it's just an RFQ or not.
Public propertyLatency
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public propertyMarketId
Unique identifier of a market.
Public propertyModificationTimestamp
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.
Public propertyNumberOfMessages
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public propertyOrderEntryDateTime
Date time of the order entry.
Public propertyOrderId
Unique identifier of the order.
Public propertyOrderSequenceId
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.
Public propertyPrice
Price of the bid/offer.
Public propertyQuantity
Quantity.
Public propertyReceivingTime
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public propertyRequestTradingEngineReceivedTimestamp
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.
Public propertySentTime
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public propertySequenceNumber
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>.)
Public propertySequenceWithinMillis
This field can be used in conjunction with the "OrderEntryDateTime" field to determine the priority of orders that are processed within the same millisecond.
Public propertySessionNumber
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>.)
Public propertySide
Tells whether order represents bid or offer.
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Methods
  NameDescription
Public methodDispose (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodToString
Returns the string representation of the object.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::AddModifyOrder>.)
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See Also