AddModifyOrder Struct Reference

This class represents the Add/Modify Order Message. More...

Public Types
enum	{ messageType = 'E' }
	Message type constant.

Public Member Functions
	AddModifyOrder ()
	Default constructor.
std::string	toString () const
	Returns string representation.

Public Attributes
MarketId	marketId
	Unique identifier of the market.
OrderId	orderId
	Unique identifier of the order.
short	orderSequenceId
	Sequence ID of the order. More...
Side::Enum	side
	Tells whether order represents bid or offer.
Price	price
	Price of the bid/offer. More...
int	quantity
	Quantity.
bool	isImplied
	Indicate if this is an implied order or not.
bool	isRFQ
	Indicate whether it is just an RFQ or not. More...
DateTime	orderEntryDateTime
	Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
AddModifyOrderExtraFlags::Enum	extraFlags
	Least Significant Bit (Bit 0): IsModifyOrder - indicate this is to Modify existing order if set to 1. More...
int	sequenceWithinMillis
	Can be used in conjunction with OrderEntryDateTime field for priority of orders within same milliseconds time. More...
DateTime	modificationTimestamp
	This field can be used to get the order modification time. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Add/Modify Order Message.

Member Data Documentation

AddModifyOrderExtraFlags::Enum extraFlags

Least Significant Bit (Bit 0): IsModifyOrder - indicate this is to Modify existing order if set to 1.

Bit 1 thru 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 thru 7 start to be utilized.

bool isRFQ

Indicate whether it is just an RFQ or not.

Client should filter the order if it doesn't care about RFQ.

DateTime 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.

short 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

Price of the bid/offer.

OrderPriceDenominator for the market should be applied to get the real price.

int sequenceWithinMillis

Can be used in conjunction with OrderEntryDateTime field for priority of orders within same milliseconds time.