Trading Event: An order hitting a quote. More...

Inheritance diagram for NewOrder:

Public Member Functions
	NewOrder ()

	NewOrder (ProtoByteBuffer buffer)

	NewOrder (int sequenceID, int feedID, int marketID, bool isBaseSpecified, Side side, MFFloat price, MFFloat amount, OrderType ordType, string partyID, string clOrdID, string orderID, string execID, string quoteID, string quoteReqID, long tradeDate, long settlDate, long timeHandler, long timeApiServer, long timeApiClient, long timeExchange, string detail)

override bool	Equals (Object rhs)

override int	GetHashCode ()

override string	ToString ()

Public Attributes
MFFloat	amount
	A currency amount/size, in MFFloat format. More...

string	clOrdID
	Client-provided order ID. More...

string	detail

string	execID

int	feedID
	A unique identifier for the feed. More...

bool	isBaseSpecified

int	marketID
	A market ID, which identifies a unique financial instrument. More...

string	orderID
	Internal order ID. More...

OrderType	ordType
	Default is previously quoted, but some venues would send limit as well. More...

string	partyID

MFFloat	price
	A currency price, in MFFloat format. More...

string	quoteID

string	quoteReqID

int	sequenceID
	User sequence id. More...

long	settlDate

Side	side

long	timeApiClient
	Timestamp at the client API (taken on the client host). More...

long	timeApiServer
	Timestamp in the client handler within Whisperer. More...

long	timeExchange
	Timestamp provided by the exchange. More...

long	timeHandler
	Timestamp exiting the feed handler within Whisperer. More...

long	tradeDate

Detailed Description

Trading Event: An order hitting a quote.

Constructor & Destructor Documentation

◆ NewOrder() [1/3]

NewOrder ( )

◆ NewOrder() [2/3]

NewOrder ( ProtoByteBuffer buffer )

◆ NewOrder() [3/3]

NewOrder	(	int	sequenceID,
		int	feedID,
		int	marketID,
		bool	isBaseSpecified,
		Side	side,
		MFFloat	price,
		MFFloat	amount,
		OrderType	ordType,
		string	partyID,
		string	clOrdID,
		string	orderID,
		string	execID,
		string	quoteID,
		string	quoteReqID,
		long	tradeDate,
		long	settlDate,
		long	timeHandler,
		long	timeApiServer,
		long	timeApiClient,
		long	timeExchange,
		string	detail
	)

Member Function Documentation

◆ Equals()

override bool Equals ( Object rhs )

◆ GetHashCode()

override int GetHashCode ( )

◆ ToString()

override string ToString ( )

Member Data Documentation

◆ sequenceID

int sequenceID

User sequence id.

◆ feedID

int feedID

A unique identifier for the feed.

◆ marketID

int marketID

A market ID, which identifies a unique financial instrument.

◆ isBaseSpecified

bool isBaseSpecified

◆ side

Side side

◆ price

MFFloat price

A currency price, in MFFloat format.

◆ amount

MFFloat amount

A currency amount/size, in MFFloat format.

◆ ordType

OrderType ordType

Default is previously quoted, but some venues would send limit as well.

◆ partyID

string partyID

◆ clOrdID

string clOrdID

Client-provided order ID.

◆ orderID

string orderID

Internal order ID.

◆ execID

string execID

◆ quoteID

string quoteID

◆ quoteReqID

string quoteReqID

◆ tradeDate

long tradeDate

◆ settlDate

long settlDate

◆ timeHandler

long timeHandler

Timestamp exiting the feed handler within Whisperer.

◆ timeApiServer

long timeApiServer

Timestamp in the client handler within Whisperer.

◆ timeApiClient

long timeApiClient

Timestamp at the client API (taken on the client host).

◆ timeExchange

long timeExchange

Timestamp provided by the exchange.

◆ detail

string detail

Public Member Functions

Public Attributes