OrderUpdate

Board

public Utf8String4 Board

value = orderUpdate.Board

Board ID SECBOARD(4)

MDEntryID

public long MDEntryID

value = orderUpdate.MDEntryID

Order ID

MDEntryPx

public Decimal9 MDEntryPx

value = orderUpdate.MDEntryPx

Order price

MDEntrySize

public long MDEntrySize

value = orderUpdate.MDEntrySize

Market Data entry size

MDEntryType

public char MDEntryType

value = orderUpdate.MDEntryType

Market Data entry type

MDFlags

public MDFlag MDFlags

value = orderUpdate.MDFlags

Order or Trade type

MDUpdateAction

public MDUpdateAction MDUpdateAction

value = orderUpdate.MDUpdateAction

Market Data update action

RptSeq

public uint RptSeq

value = orderUpdate.RptSeq

Market Data entry sequence number per instrument update

Symbol

public Utf8String12 Symbol

value = orderUpdate.Symbol

Instrument ID SECODE(12)