OrderUpdate#

struct OrderUpdate#

Update relating to current status of an order.

Public Members

uint16_t stream_id = {}#

Stream identifier.

std::string_view account#

Account name.

uint64_t order_id = {}#

Order identifier.

std::string_view exchange#

Exchange.

std::string_view symbol#

Symbol.

Side side = {}#

Side.

PositionEffect position_effect = {}#

Position effect.

MarginMode margin_mode = {}#

Margin mode.

double max_show_quantity = NaN#

Quantity visible to market (base currency, requires exchange support)

OrderType order_type = {}#

Order type.

TimeInForce time_in_force = {}#

Time in force.

Mask<ExecutionInstruction> execution_instructions#

Execution instructions.

std::chrono::nanoseconds create_time_utc = {}#

Created timestamp (UTC)

std::chrono::nanoseconds update_time_utc = {}#

Updated timestamp (UTC)

std::string_view external_account#

External account name.

std::string_view external_order_id#

External order identifier.

std::string_view client_order_id#

Client order identifier.

OrderStatus order_status = {}#

Order status.

double quantity = NaN#

Quantity (base currency, total, indicative)

double price = NaN#

Price.

double stop_price = NaN#

Stop price (depends on order_type and time_in_force)

double risk_exposure = NaN#

Risk exposure.

double risk_exposure_change = NaN#

Risk exposure change.

double remaining_quantity = NaN#

Quantity (base currency, remaining)

double traded_quantity = NaN#

Quantity (base currency, total traded)

double average_traded_price = NaN#

Average price (total traded)

double last_traded_quantity = NaN#

Traded quantity (base currency, last trade)

double last_traded_price = NaN#

Traded price (last trade)

Liquidity last_liquidity = {}#

Liquidity indicator (last trade)

std::string_view routing_id#

Routing identifier.

uint32_t max_request_version = {}#

Last request version.

uint32_t max_response_version = {}#

Last response version.

uint32_t max_accepted_version = {}#

Last accepted version.

UpdateType update_type = {}#

Update type.

std::chrono::nanoseconds sending_time_utc = {}#

Exchange sending timestamp (UTC)

std::string_view user#

User name (optional, only relevant for drop-copy)

uint32_t strategy_id = {}#

Strategy identifier (optional)