File: WebAPI/market_data_2.proto
A single order or change to an existing order (depending on DetailedDOMAtPrice.is_snapshot).
Type: string
Description: See: order_2.OrderStatus.detailed_dom_order_id.
Note: The field is also non-empty for other users’ orders. So, to determine user’s place in orders queue user must check if this is his order using the contract_id and detailed_dom_order_id pair.
Type: uint32
Description: Source: DetailedDOMOrder.Operation.
Type: uint32
Description: Order Index at the price level.
Note: It is the index after all updates up to this one have been applied. The index is specified only if it cannot be deduced:
•for DetailedDOMOrder.Operation.OPERATION_INSERT operation it is omitted if equals order_index in previous DetailedDOMOrder plus 1;
•for DetailedDOMOrder.Operation.OPERATION_MODIFY operation it is specified if order place relative to other orders in a price level changed.
Type: uint64
Description: Note: Use ‘volume’ instead.
Type: cqg.Decimal
Description: Order volume, if changed or new order.
Type: bool
Description: Note: If True, then order is Implied.
Type: sint32
Description: Contributor ID.
See: metadata_2.ContributorMetadata.contributor_id.
•OPERATION_INSERT = 0
A new order is added.
•OPERATION_REMOVE = 1
An existing order is removed.
•OPERATION_MODIFY = 2
An existing order is modified but remains at the same price level.
•OPERATION_MOVE_FROM_PRICE = 3
An existing order is removed from its current price level to another one.
•OPERATION_MOVE_TO_PRICE = 4
An existing order is inserted into its new price level.
Note: Some fields can also change. Relative order of OPERATION_MOVE_FROM_PRICE and OPERATION_MOVE_TO_PRICE is not defined.