The price for each Order. It is entered as an integer with the decimal places implied. The number of decimals is given by the PriceDecimals of the InstrumentMarket for the Order.
TotalQuantities_count
Integer (unsigned)
2
Count of following field
TotalQuantities
Integer (signed)
8
The total quantity of each Order. This is the absolute size of the Order inclusive of any hidden quantity. It is entered as an integer with the decimal places implied. The number of decimals is given by the QuantityDecimals of the InstrumentMarket for the Order.
The Account for an Order is optional and may be specified either as an Id if Accounts are being maintained in the Matching Engine (using this field) or as a text code. This field is used if Account is specified as an Id, or set to 0 if not used.