OrderStatus
OrderStatus is the domain of state information about an Order.
Concepts
Orders can have an extended working life in MarketGrid. For example an Order may be;
- created
- amended
- held
- released (returned to the order book)
- partially matched
- removed from the order book by the system when the market closes for the day
- returned to the order book when the market opens again.
As such, an Order might have several "states" at the same time. The OrderStatus domain describes all the possible states that an Order may have at any particular time.
Metadata
- Underlying type:
u32
Values
| Key | Value | Description |
|---|---|---|
| Matched | 1 | The Order has been matched, at least partially. |
| Amended | 2 | The Order has been amended. This is a terminal state for this record. The newly amended Order will continue on. |
| Cancelled | 4 | The Order has been cancelled by User action. |
| Withdrawn | 8 | The Order has been withdrawn as a result of system action. |
| Held | 256 | The Order has been removed from the live order book. |
| Rejected | 512 | The Order has been rejected as a part of the business process. For example a reported trade that the counterparty has rejected. |
| BuyRejected | 1024 | The Order has been rejected as a part of the business process. For example a reported trade that the counterparty has rejected. This indicates more information in that the buyer caused the rejection |
| SellRejected | 2048 | The Order has been rejected as a part of the business process. For example a reported trade that the counterparty has rejected. This indicates more information in that the seller caused the rejection |
| BlotterHeld | 4096 | The Order has been removed from the live order book into a specific Blotter. |
| PegInactive | 8192 | The Order is a pegged order that cannot currently be placed into the live market due to it's current constraints (eg price) |
| Live | 65536 | The Order is live in the market. |
| Active | 131072 | The Order is in a non terminal state. |
| Suspended | 262144 | The Order has been removed from the live market whilst the system runs internal procesess (for example changing the Market Session). |
| Pending | 524288 | The Order has been placed into a pending state either because it was raised with OrderType.Pending or it is awaiting the completion of some other process before it can be made live. |
| ReportPending | 1048576 | The Order is part of a reported Trade and it is awaiting the confirmation of the reporting side. |
| ReportWaiting | 2097152 | The Order is part of a reported Trade and it is awaiting the confirmation of the non-reporting side. |
| NotTrading | 2147483648 | The target InstrumentMarket for the Order is not currently trading when the system tried to add the Order to the order book. |
Referenced by
Tables
Messages
| Message | Field | Description | |||
|---|---|---|---|---|---|
| OneSideReportReply | Status | ||||
| OrderAmendReply | Status | ||||
| OrderLiteReply | Status | ||||
| OrderNewReply | Status | ||||
| OrderStatusSet | Status | This is the mask of values to which the Status of the Orders will be set if this transaction is successful. | TwoSideReportConfirmReply | Status | |