com.apama.mlom
Event OrderLeg


Represents a single leg of a multi-legged order when submitting or modifying an order.

All subsequent operations and responses related to this leg are keyed on the legId used when the order was submitted.
Member summary
 stringlegId

Unique (within a correlator) identifier, supplied by the application or block.
 stringsymbol

The symbol, stock code, bond, currency pair or other instrument to be traded on this leg.
 floatprice

The price for this leg. Unless specified otherwise by an extraParams value, this is assumed to be in the default currency, or the base currency for FX trades.
 stringside

The side for this leg: "BUY", "SELL", "SELL SHORT", "BUY LONG", etc. Acceptable values are service-specific.
 stringtype

The order type for this leg: "MARKET", "LIMIT", "STOP", etc. Acceptable values are service-specific.
 floatquantity

The quantity to be traded on this leg. This may be an absolute number of shares, a number of lots, or some other service- specific representation. Some services will reject orders with non-integer quantities.
 dictionary<string, string>extraParams

Extra parameters that do not map into any of the above.
 
Member detail

extraParams

            dictionary<string, string> extraParams
        
Extra parameters that do not map into any of the above.

Convention is that keys are in TitleCase, e.g. "StopPrice", "Account", etc. although other conventions may apply, particularly where extraParams keys are mapped directly to identifiers used by the underlying exchange.

legId

            string legId
        
Unique (within a correlator) identifier, supplied by the application or block.

You may use the GetID/ID request/response events from the com.apama.oms package to generate a unique identifier. This is a free form string and has no restriction on range other than uniqueness.

price

            float price
        
The price for this leg. Unless specified otherwise by an extraParams value, this is assumed to be in the default currency, or the base currency for FX trades.

quantity

            float quantity
        
The quantity to be traded on this leg. This may be an absolute number of shares, a number of lots, or some other service- specific representation. Some services will reject orders with non-integer quantities.

side

            string side
        
The side for this leg: "BUY", "SELL", "SELL SHORT", "BUY LONG", etc. Acceptable values are service-specific.

symbol

            string symbol
        
The symbol, stock code, bond, currency pair or other instrument to be traded on this leg.

type

            string type
        
The order type for this leg: "MARKET", "LIMIT", "STOP", etc. Acceptable values are service-specific.