OrderType

Defines the order types that are accepted by an entity in MarketGrid and the type for incoming orders. These are standard financial markets order types. This is a bit field since different order types may be combined, for example, a Limit order may also be a Hidden order and it is certainly a Buy or a Sell order.

Metadata

  • Underlying type: u32

Values

KeyValueDescription
Limit1
Market2
Quote4
FillOrKill8
FillAndKill16
OneSideReport32
TwoSideReport128
TwoSideReportExecuted256
Rfqexecute512
Pending1024
_Unused_112048
Buy4096
Sell8192
Peg16384
PostOnly32768
Iceberg65536
Hidden131072
OneCancelsOther262144
DontPropagate524288
AllOrNone1048576
HitLift2097152
Parcel4194304
Anonymous8388608
NoPrice16777216
Value33554432
MarketMaker67108864
GoodtillCancelled134217728
GoodforSession268435456
GoodtillTime536870912
GoodtillDate1073741824
Held2147483648

Referenced by

Tables

TableFieldDescription
FirmDefaultExpiryTypeThe default Expiry for orders entered for the Firm.
InstrumentOrderType
InstrumentGroupOrderType
InstrumentMarketOrderType
Level3_changeOrderType
MarketOrderType
MarketDefaultExpiryType
OrderType
Order_changeType
Order_full_changeType
RFQType
RFQ_changeType
SessionOrderType
SessionTimeOrderType
Trade_changeOrderType
TradeReport_changeType

Messages

MessageFieldDescription
OneSideReportType
OrderAmendExpiryIf AmendExpiry is set, one of the OrderType bitmask fields corresponding to an expiry type.
OrderAmendReplyType
OrderHitLiftType
OrderLiteType
OrderNewType
OrderNewReplyType
ReportCrossInstrumentsType
RfqNewType
RfqRespondType
SessionChangeOrderType
TwoSideReportType
VoluntaryOrderNewType
VoluntaryOrderNewReplyType