Order Struct Reference

/brief Defines data for single entry of full order depth book. More...

Public Types
typedef OnixS::ICE::iMpact::MarketData::OrderId	OrderId

Public Member Functions
	Order (OrderId inOrderId=OrderId(), const DateTime &inEntryDateTime=DateTime(), const Rational &inPrice=Rational(), int inQuantity=0, int inSequenceWithinMillis=0, short inOrderSequenceId=0, bool inIsImplied=false, bool inIsRFQ=false)
	Constructor.

Public Attributes
OrderId	orderId
	Order ID unique for market.
DateTime	entryDateTime
	Order entry date/time (milliseconds since 01-01-1970 00:00 GMT).
Rational	price
	Raw exchange price (fixed point).
int	quantity
	Order quantity.
int	sequenceWithinMillis
	Sub-milliseconds ordering sequence.
short	orderSequenceId
	Legacy order modification count.
bool	isImplied
	True if order is implied.
bool	isRFQ
	True if order is Request For Quote.

Detailed Description

/brief Defines data for single entry of full order depth book.