Public Member Functions |
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| RTOrder () |
| | Default constructor.
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virtual | ~RTOrder () |
| | Destructor.
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void | original_qty (int original_qty) |
| | Original Order Qty.
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int | original_qty () const |
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void | remaining_qty (int remaining_qty) |
| | Remaining Order Qty.
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int | remaining_qty () const |
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void | last_qty (int last_qty) |
| | Filled Order Qty.
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int | last_qty () const |
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int | total_fill_qty () const |
| | Total Filled Order Qty.
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void | total_fill_qty (int val) |
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void | stop_price (int stop_price) |
| | Stop price for Stop and StopLimit orders.
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int | stop_price () const |
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void | price (int price) |
| | Limit Price for Limit orders.
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int | price () const |
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void | last_price (int last_price) |
| | The Price of last Fill on this order.
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int | last_price () const |
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const std::string & | symbol () const |
| | Instrument Symbol.
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void | symbol (const std::string &symbol) |
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const std::string & | sec_id () const |
| | Instrument SecurityID.
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void | sec_id (const std::string &sec_id) |
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const std::string & | currency () const |
| | Instrument Currency.
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void | currency (const std::string &val) |
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const std::string & | trader_id () const |
| | Originator ID.
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void | trader_id (const std::string &lp) |
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TimeInForce | tif () const |
| | Order Time In Force.
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void | tif (TimeInForce time_in_force) |
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OrderSide | side () const |
| | Order Side.
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void | side (OrderSide side) |
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OrderType | type () const |
| | Order Type.
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void | type (OrderType type) |
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OrderState | state () const |
| | Order State.
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void | state (OrderState state) |
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OrderState | state_prev () const |
| | Previous Order State.
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void | state_prev (OrderState val) |
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bool | state_is_active () |
| | Returns true if order state.
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void | state_prev_store () |
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void | state_restore () |
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void | state_prev_clean () |
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const std::string & | cl_id () const |
| | Client Order ID.
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void | cl_id (const std::string &id) |
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const std::string & | orig_cl_id () const |
| | Original client order ID.
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void | orig_cl_id (const std::string &id) |
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const std::string & | text () const |
| | Text.
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void | text (const std::string &id) |
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const std::string & | exchange_id () const |
| | Exchange Order ID.
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void | exchange_id (const std::string &exchange_id) |
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const std::string & | orig_exchange_id () const |
| | Original Exchange Order ID.
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void | orig_exchange_id (const std::string &orig_exchange_id) |
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char | exchange_char () const |
| | Exchange char.
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void | exchange_char (char val) |
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time_t | init_time () const |
| | Order init time.
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void | init_time (time_t t) |
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time_t | last_time () const |
| | Last order update time.
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void | last_time (time_t t) |
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time_t | effective_time () const |
| | Effective time (valid for Good Till Date orders).
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void | effective_time (time_t t) |
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const std::string & | account () const |
| | Account.
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void | account (const std::string &account) |
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const std::string & | sender_sub_id () const |
| | Sender Sub ID.
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void | sender_sub_id (const std::string &sender_sub_id) |
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const std::string & | cl_ordid_in_cancel () const |
| | Client Order ID in Cancel.
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void | cl_ordid_in_cancel (const std::string &cl_ordid_in_cancel) |
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replace_order_type_t | replace_order_type () const |
| | Replace order Type.
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void | replace_order_type (replace_order_type_t type) |
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ExchangeType | exchange_type () const |
| | get exchange profile info.
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void | exchange_type (ExchangeType type) |
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const std::string & | exchange_name () const |
| | Exchange Name.
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void | exchange_name (const std::string &id) |
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std::string | market_exchange_name () const |
| | Market Exchange Name (valid if there are several destination).
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void | market_exchange_name (std::string val) |
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std::string | security_sub_type () const |
| | Security Sub Type.
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void | security_sub_type (const std::string &sst) |
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int | denominator () const |
| | Instrument Denominator.
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void | denominator (const int denominator) |
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const std::string & | root_exchange_id () |
| | Root Exchange Order ID (for chain of replaces).
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void | root_exchange_id (const std::string &value) |
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const std::string & | underlying_symbol () |
| | Underlying Symbol.
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void | underlying_symbol (const std::string &value) |
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void | max_show (int val) |
| | The MaxShow field.
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int | max_show () const |
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bool | is_automated_trading_system () |
| | Automated Trading System originator indicator.
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void | is_automated_trading_system (bool val) |
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const std::string & | trader_location () |
| | Trader location Code.
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void | trader_location (const std::string &value) |
Protected Attributes |
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std::string | security_sub_type_ |
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std::string | adapter_name_ |
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std::string | exchange_name_ |
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std::string | market_exchange_name_ |
| | destination name for clients
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ExchangeType | exch_type_ |
| | destination id on market if adapter is multi-address
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CoreModeType | exch_mode_ |
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std::string | trader_id_ |
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std::string | cl_id_ |
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std::string | orig_cl_id_ |
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std::string | exchange_id_ |
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std::string | orig_exchange_id_ |
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char | exchange_char_ |
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OrderType | type_ |
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TimeInForce | time_in_force_ |
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OrderState | state_ |
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OrderState | state_prev_ |
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OrderSide | side_ |
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replace_order_type_t | replace_type_ |
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int | price_ |
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int | stop_price_ |
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int | last_price_ |
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int | original_qty_ |
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int | remaining_qty_ |
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int | last_qty_ |
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int | total_fill_qty_ |
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time_t | init_time_ |
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time_t | last_time_ |
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time_t | effective_time_ |
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std::string | text_ |
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std::string | sender_sub_id_ |
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std::string | on_behalf_of_comp_id_ |
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std::string | cl_ordid_in_cancel_ |
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std::string | account_ |
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std::string | symbol_ |
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std::string | sec_id_ |
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std::string | currency_ |
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int | denominator_ |
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std::string | root_exchange_id_ |
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std::string | underlying_symbol_ |
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int | max_show_ |
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bool | is_automated_trading_system_ |
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std::string | trader_location_ |
1.6.3
