OrderUpdate

MDEntryID

public long MDEntryID

value = orderUpdate.MDEntryID

Order ID

MDEntryPx

public Decimal5 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 MDFlags MDFlags

value = orderUpdate.MDFlags

The field is a bit mask

MDFlags2

public MDFlags2 MDFlags2

value = orderUpdate.MDFlags2

The field 2 is a bit mask

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

SecurityID

public int SecurityID

value = orderUpdate.SecurityID

Instrument numeric code