Definition of an order to provide when submitting. More...

#include <order.h>

Public Types
enum class	Instruction { Work = 0 , Hold = 1 }

Public Attributes
uint64_t	request_id = 0

uint64_t	price_subscription_id = 0

OrderType	type = OrderType::NotSet

uint64_t	expire_date = 0

OrderSide	side = OrderSide::NotSet

TimeInForce	tif = TimeInForce::NotSet

uint64_t	account_id = 0

uint32_t	order_tag_default_id = 0

char	clearing_acct_override [128] = {0}

double	price = NAN

double	trigger_price = NAN

double	quantity = NAN

double	display_quantity = NAN

double	minimum_quantity = NAN

char	text [128] = { 0 }

char	text_a [128] = { 0 }

char	text_b [128] = { 0 }

char	text_c [128] = { 0 }

char	text_tt [128] = { 0 }

char	sender_sub_id [128] = { 0 }

bool	leave_on_restart = true

ttsdk::UserDisconnectAction	user_disconnect_action = ttsdk::UserDisconnectAction::NotSet

ttsdk::MarketId	colocation = ttsdk::MarketId::NotSet
	colocation value for algo orders

std::vector< ttsdk::UserParameter >	params
	specific parameters to set on outgoing algo orders

std::vector< uint64_t >	leg_account_ids
	Specific for ASE spreads to set accounts on different legs. The accounts are set sequentially as provided in the vector.

Instruction	instruction = Instruction::Work

uint64_t	server_price_time = 0
	Price Server timestamp (mdrc_recv_time);.

uint64_t	order_stimulus_received = 0
	User listener timestamp (order_stimulus_receieved_oc)

Detailed Description

Definition of an order to provide when submitting.

Definition at line 58 of file order.h.

Member Enumeration Documentation

◆ Instruction

enum class ttsdk::OrderProfile::Instruction

strong

Enumerator
Work
Hold

Definition at line 60 of file order.h.

Member Data Documentation

◆ account_id

uint64_t ttsdk::OrderProfile::account_id = 0

Definition at line 72 of file order.h.

◆ clearing_acct_override

char ttsdk::OrderProfile::clearing_acct_override[128] = {0}

Definition at line 74 of file order.h.

◆ colocation

ttsdk::MarketId ttsdk::OrderProfile::colocation = ttsdk::MarketId::NotSet

colocation value for algo orders

Definition at line 97 of file order.h.

◆ display_quantity

double ttsdk::OrderProfile::display_quantity = NAN

Definition at line 78 of file order.h.

◆ expire_date

uint64_t ttsdk::OrderProfile::expire_date = 0

Definition at line 69 of file order.h.

◆ instruction

Instruction ttsdk::OrderProfile::instruction = Instruction::Work

Definition at line 102 of file order.h.

◆ leave_on_restart

bool ttsdk::OrderProfile::leave_on_restart = true

indicator to the SDK whether or not to cancel this order if it is working when the SDK restarts. applicable only if the TTSDKOptions.sdkInstanceId is set when the SDK is initialize the TTSDKOptions.sdk_instance_id needs to remain the same from run to run to remove the orders placed by the previous run

Definition at line 90 of file order.h.

◆ leg_account_ids

std::vector<uint64_t> ttsdk::OrderProfile::leg_account_ids

Specific for ASE spreads to set accounts on different legs. The accounts are set sequentially as provided in the vector.

Definition at line 101 of file order.h.

◆ minimum_quantity

double ttsdk::OrderProfile::minimum_quantity = NAN

Definition at line 79 of file order.h.

◆ order_stimulus_received

uint64_t ttsdk::OrderProfile::order_stimulus_received = 0

User listener timestamp (order_stimulus_receieved_oc)

Definition at line 108 of file order.h.

◆ order_tag_default_id

uint32_t ttsdk::OrderProfile::order_tag_default_id = 0

Definition at line 73 of file order.h.

◆ params

std::vector<ttsdk::UserParameter> ttsdk::OrderProfile::params

specific parameters to set on outgoing algo orders

Definition at line 99 of file order.h.

◆ price

double ttsdk::OrderProfile::price = NAN

Definition at line 75 of file order.h.

◆ price_subscription_id

uint64_t ttsdk::OrderProfile::price_subscription_id = 0

Definition at line 67 of file order.h.

◆ quantity

double ttsdk::OrderProfile::quantity = NAN

Definition at line 77 of file order.h.

◆ request_id

uint64_t ttsdk::OrderProfile::request_id = 0

Definition at line 66 of file order.h.

◆ sender_sub_id

char ttsdk::OrderProfile::sender_sub_id[128] = { 0 }

Definition at line 85 of file order.h.

◆ server_price_time

uint64_t ttsdk::OrderProfile::server_price_time = 0

Price Server timestamp (mdrc_recv_time);.

Time variables which can be populated to store on the outbound order for performance measuring of order reactions to price updates

Definition at line 107 of file order.h.

◆ side

OrderSide ttsdk::OrderProfile::side = OrderSide::NotSet

Definition at line 70 of file order.h.

◆ text

char ttsdk::OrderProfile::text[128] = { 0 }

Definition at line 80 of file order.h.

◆ text_a

char ttsdk::OrderProfile::text_a[128] = { 0 }

Definition at line 81 of file order.h.

◆ text_b

char ttsdk::OrderProfile::text_b[128] = { 0 }

Definition at line 82 of file order.h.

◆ text_c

char ttsdk::OrderProfile::text_c[128] = { 0 }

Definition at line 83 of file order.h.

◆ text_tt

char ttsdk::OrderProfile::text_tt[128] = { 0 }

Definition at line 84 of file order.h.

◆ tif

TimeInForce ttsdk::OrderProfile::tif = TimeInForce::NotSet

Definition at line 71 of file order.h.

◆ trigger_price

double ttsdk::OrderProfile::trigger_price = NAN

Definition at line 76 of file order.h.

◆ type

OrderType ttsdk::OrderProfile::type = OrderType::NotSet

Definition at line 68 of file order.h.

◆ user_disconnect_action

ttsdk::UserDisconnectAction ttsdk::OrderProfile::user_disconnect_action = ttsdk::UserDisconnectAction::NotSet

BETA FEATURE - This is part of the beta support of Algos in the CORE SDK and is subject to change based on user feedback. Please make note of this if you choose to use it. disconnect action for ADL and ASE/AGG orders.

Definition at line 95 of file order.h.

The documentation for this struct was generated from the following file:

order.h

Public Types

Public Attributes