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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member Summary | |
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string | legId
As given in the OrderLeg event. |
string | orderId
As given in the NewMultiLegOrder event. |
string | serviceId
As given in the NewMultiLegOrder event. |
string | symbol
As given in the NewMultiLegOrder event, unless the market has modified it. |
float | price
The requested price active in the market for this leg. This is only changed if an amendment has been accepted by the market. Does not necessarily reflect the actual price traded. |
string | side
The side active in the market for this leg. |
string | type
The type of order active in the market for this leg. |
float | quantity
Total amount of the leg, including any already traded (either as a fill of the current order or previous orders if the service monitor manages chained orders). |
boolean | inMarket
Whether the leg is known to the market and is valid. Successfully cancelling an order will make this false. |
boolean | isVisible
Whether the leg is visible to other market participants (e.g. stop orders are "hidden" until triggered). |
boolean | modifiable
Whether the leg may be modified. It is assumed that a service only allows one outstanding modification. |
boolean | cancelled
Whether the leg has been cancelled, either by being rejected before entering the market, cancelled by the user, an administrator or the market systems (e.g. reached expiry time). |
boolean | orderChangeRejected
Whether the most recent cancel or amendment of this leg was rejected. |
boolean | externallyModified
Whether the leg was modified or cancelled by an entity other than the one who placed the order. |
boolean | unknownState
Whether the leg is in an unknown state - this is an error condition. |
boolean | corrected
Whether this update represents a correction to a previous update (e.g. a bust or price correction for this leg). |
boolean | final
Whether this leg is in a "final" state, i.e. has the leg order fully traded? Note that the final flag may move from true to false if the order is corrected after becoming final. |
boolean | settled
Whether this leg is in a "settled" state. A settled order is both final and guaranteed to remain final - that is, the service guarantees not to send any more updates for a settled leg. |
string | marketLegId
The order identifier supplied by the market for this leg, typically unique across the market - may be required if another system is to control the order. |
float | qtyExecuted
The total quantity executed on this leg. |
float | qtyRemaining
The quantity remaining for this leg. Typically, but not necessarily, qtyRemaining = quantity - qtyExecuted. |
float | lastQtyExecuted
The quantity traded in the last execution on this leg. |
float | lastPriceExecuted
The price of the last execution on this leg. |
float | avgPrice
The volume-weighted average price across all executions on this leg. undefined if qtyExecuted is 0. |
string | status
A free-form string describing what has happened to the leg - may contain an error message (e.g. "User is not allowed to place orders"). |
dictionary<string, string > | extraParams
Extra parameters that do not map into any of the above. |
Member Detail |
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float avgPriceThe volume-weighted average price across all executions on this leg. undefined if qtyExecuted is 0.
boolean cancelledWhether the leg has been cancelled, either by being rejected before entering the market, cancelled by the user, an administrator or the market systems (e.g. reached expiry time).
boolean correctedWhether this update represents a correction to a previous update (e.g. a bust or price correction for this leg).
boolean externallyModifiedWhether the leg was modified or cancelled by an entity other than the one who placed the order.
dictionary<string, string > extraParamsExtra parameters that do not map into any of the above.
boolean finalWhether this leg is in a "final" state, i.e. has the leg order fully traded? Note that the final flag may move from true to false if the order is corrected after becoming final.
boolean inMarketWhether the leg is known to the market and is valid. Successfully cancelling an order will make this false.
boolean isVisibleWhether the leg is visible to other market participants (e.g. stop orders are "hidden" until triggered).
float lastPriceExecutedThe price of the last execution on this leg.
float lastQtyExecutedThe quantity traded in the last execution on this leg.
string legIdAs given in the OrderLeg event.
string marketLegIdThe order identifier supplied by the market for this leg, typically unique across the market - may be required if another system is to control the order.
boolean modifiableWhether the leg may be modified. It is assumed that a service only allows one outstanding modification.
boolean orderChangeRejectedWhether the most recent cancel or amendment of this leg was rejected.
string orderIdAs given in the NewMultiLegOrder event.
float priceThe requested price active in the market for this leg. This is only changed if an amendment has been accepted by the market. Does not necessarily reflect the actual price traded.
float qtyExecutedThe total quantity executed on this leg.
float qtyRemainingThe quantity remaining for this leg. Typically, but not necessarily, qtyRemaining = quantity - qtyExecuted.
float quantityTotal amount of the leg, including any already traded (either as a fill of the current order or previous orders if the service monitor manages chained orders).
string serviceIdAs given in the NewMultiLegOrder event.
boolean settledWhether this leg is in a "settled" state. A settled order is both final and guaranteed to remain final - that is, the service guarantees not to send any more updates for a settled leg.
string sideThe side active in the market for this leg.
string statusA free-form string describing what has happened to the leg - may contain an error message (e.g. "User is not allowed to place orders").
string symbolAs given in the NewMultiLegOrder event, unless the market has modified it.
string typeThe type of order active in the market for this leg.
boolean unknownStateWhether the leg is in an unknown state - this is an error condition.
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |