Enum OrderAction

Namespace

DxFeed.Graal.Net.Events.Market

Assembly

DxFeed.Graal.Net.dll

Action enum for the Full Order Book (FOB) Orders. Action describes business meaning of the Order event: whether order was added or replaced, partially or fully executed, etc.

public enum OrderAction

Fields

Bust = 8

Prior Trade/Order Execution bust. Order's Size and Price will be equals to 0.

Full Order Book fields:

• OrderId - always empty.
• TradeId - always present.
• TradeSize and TradePrice - always empty.

Delete = 4

Order is fully canceled and removed from Order Book. Order's Size will be equal to 0.

Full Order Book fields:

• OrderId - always present.
• AuxOrderId - ID of the new order replacing this order - if available.
• Trade fields will be empty.

Execute = 6

Order is fully executed and removed from Order Book. Order's Size will be equals to 0.

Full Order Book fields:

• OrderId - always present.
• AuxOrderId - aggressor order ID, if available.
• TradeId - if available.
• TradeSize and TradePrice - contain size and price of this execution - always present.

Modify = 3

Order is modified without changing its price-time-priority (usually due to partial cancel by user). Order's Size will contain new updated size.

Full Order Book fields:

• OrderId - always present.
• Trade fields will be empty.

New = 1

New Order is added to Order Book.

Full Order Book fields:

• OrderId - always present.
• AuxOrderId - ID of the order replaced by this new order - if available.
• Trade fields will be empty

Partial = 5

Size is changed (usually reduced) due to partial order execution. Order's Size will be updated to show current outstanding size.

Full Order Book fields:

• OrderId - always present.
• AuxOrderId - aggressor order ID, if available.
• TradeId - if available.
• TradeSize and TradePrice - contain size and price of this execution.

Replace = 2

Order is modified and price-time-priority is not maintained (i.e. order has re-entered Order Book). Order EventSymbol and OrderSide will remain the same.

Full Order Book fields:

• OrderId - always present.
• Trade fields will be empty.

Trade = 7

Non-Book Trade - this Trade not refers to any entry in Order Book. Order's Size and Price will be equals to 0.

Full Order Book fields:

• OrderId - always empty.
• TradeId - if available.
• TradeSize and TradePrice - contain size and price of this trade - always present.

Undefined = 0

Default enum value for orders that do not support "Full Order Book" and for backward compatibility - action must be derived from other Order fields.
All Full Order Book related fields for this action will be empty.