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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |
Member Summary | |
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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 order. 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 order. |
string | type
The type of order active in the market for this leg. |
float | quantity
Total amount of the order, including any already traded (either as a fill of the current order or previous orders if the service monitor manages chained orders). |
float | lastPrice
The price of the last execution on this order. |
float | avgPrice
The volume-weighted average price across all executions on this order. undefined if qtyExecuted is 0. |
float | qtyExecuted
The total quantity executed on this order. |
float | qtyRemaining
The quantity remaining for this order. Typically, but not necessarily, qtyRemaining = quantity - qtyExecuted. |
integer | numLegs
The number of legs associated with this order. |
integer | legsInMarket
The number of legs with inMarket = true. |
integer | legsVisible
The number of legs with isVisible = true. |
integer | legsModifiable
The number of legs with modifiable = true. |
integer | legsCancelled
The number of legs with cancelled = true. |
integer | legsOrderChangeRejected
The number of legs with orderChangeRejected = true. |
integer | legsExternallyModified
The number of legs with externallyModified = true. |
integer | legsUnknownState
The number of legs with unknownState = true. |
integer | legsCorrected
The number of legs with corrected = true. |
integer | legsFinal
The number of legs with final = true. |
integer | legsSettled
The number of legs with settled = true. If legsSettled = numLegs there will be no more updates for this order of any of its legs. |
string | marketOrderId
The order identifier supplied by the market, typically unique across the market - may be required if another system is to control the order. |
string | status
A free-form string describing what has happened to the order - 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 order. undefined if qtyExecuted is 0.
dictionary<string, string > extraParamsExtra parameters that do not map into any of the above.
float lastPriceThe price of the last execution on this order.
integer legsCancelledThe number of legs with cancelled = true.
integer legsCorrectedThe number of legs with corrected = true.
integer legsExternallyModifiedThe number of legs with externallyModified = true.
integer legsFinalThe number of legs with final = true.
integer legsInMarketThe number of legs with inMarket = true.
integer legsModifiableThe number of legs with modifiable = true.
integer legsOrderChangeRejectedThe number of legs with orderChangeRejected = true.
integer legsSettledThe number of legs with settled = true. If legsSettled = numLegs there will be no more updates for this order of any of its legs.
integer legsUnknownStateThe number of legs with unknownState = true.
integer legsVisibleThe number of legs with isVisible = true.
string marketOrderIdThe order identifier supplied by the market, typically unique across the market - may be required if another system is to control the order.
integer numLegsThe number of legs associated with this order.
string orderIdAs given in the NewMultiLegOrder event.
float priceThe requested price active in the market for this order. 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 order.
float qtyRemainingThe quantity remaining for this order. Typically, but not necessarily, qtyRemaining = quantity - qtyExecuted.
float quantityTotal amount of the order, 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.
string sideThe side active in the market for this order.
string statusA free-form string describing what has happened to the order - 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.
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SUMMARY: IMPORT | CONSTANT | MEMBER | ACTION | DETAIL: IMPORT | CONSTANT | MEMBER | ACTION |