OrderBookSnap_change
An internal table that contains snapshots of Level Two data to allow a shared memory consumer to quickly get to the current state.
- Section: Snapshot Tables
Metadata
- Base Table Class: Change
- Not in MDB
- Default Size: OrderBook_change = 2000
Fields
| Name | Type | Size (bytes) | Description |
|---|---|---|---|
| Id | Integer (signed) | 8 | The unique identifier of this OrderBookSnap. |
| Status | Set of Status | 4 | |
| Timestamp | Integer (unsigned) | 8 | The time at which this change record was generated. This is not the same as the business-level timestamp of this OrderBookSnap_change. |
| InstrumentMarket | Foreign key to InstrumentMarket | 8 | |
| PriceDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting prices for this OrderBookSnap_change. Prices within MarketGrid are stored and communicated as integers with fixed numbers of decimals. This field specifies how many digits are to the right of the decimal point. For example, a price of 10350 with PriceDecimals set to 2 means 103.50. |
| QuantityDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting quantities for this OrderBookSnap_change. Quantities within MarketGrid are stored and communicated as integers with fixed numbers of decimals. This field specifies how many digits are to the right of the decimal point. For example, a quantity of 12345 with QuantityDecimals set to 3 means 12.345. |
| Side | One of OrderSide | 1 | Whether this is a Buy (0) or a Sell (1). |
| Price | Integer (signed) | 8 | The current Price for this OrderBook_change instance. |
| VisibleQuantity | Integer (signed) | 8 | The visible quantity of this Order. |
| NotionalQuantity | Integer (signed) | 8 | |
| Flags | Set of OrderBookFlags | 1 | |
| Orders | Integer (unsigned) | 8 | |
| AONQuantity | Integer (signed) | 8 | |
| Tag | String | 50 | For tagged Instruments, this is the identifier of the individual holding. |
| OBInfo | String | 34 | |
| Currency | Foreign key to Instrument | 8 | |
| TransactionCount | Integer (unsigned) | 8 | |
| ChangeTableIndex | Foreign key to OrderBook_change | 8 | |
| Sequence | Integer (unsigned) | 8 | |
| NextBCRecord | Integer (unsigned) | 8 | |
| NextChangeRecord | Integer (unsigned) | 8 | The index into the main change table that represents the position of this snapshot. |
| IsLastRecord | Integer (unsigned) | 1 | Set if this record is the end of the snapshot. |
| prev_InstrumentMarket | Foreign key to OrderBookSnap_change | 8 | |
| next_InstrumentMarket | Foreign key to OrderBookSnap_change | 8 | |
| UpdateNumber | Integer (unsigned) | 8 | A number that records every change that happens to a record. It is primarily used to avoid write after read problems when an intermediate write has changed the originally read record. |
| BCSequence | Integer (unsigned) | 8 | The sequence number of this OrderBookSnap_change message in the overall broadcast sequence. |
| Reloaded | Integer (unsigned) | 1 | Set to true for change records that are generated during a normal startup from engine cache files. |
| InstanceId | Integer (unsigned) | 4 | |
| RunId | Integer (unsigned) | 4 | |
| ChangedField | One of KVPKey | 4 | |
| CreateUser | Foreign key to User | 8 | The Id of the User that created this OrderBookSnap. |
| CreateTimestamp | Integer (unsigned) | 8 | The time at which this OrderBookSnap was created. |
| UpdateUser | Foreign key to User | 8 | The Id of the User that last updated this OrderBookSnap. |
| UpdateTimestamp | Integer (unsigned) | 8 | The time at which this OrderBookSnap was last updated. |
Foreign Keys
The following diagram shows the tables that have a foreign key link to the OrderBookSnap_change table. All Table nodes can be clicked to take you to that table's definition page.
graph LR; InstrumentMarket-->|first_OrderBookSnap_change_buy|OrderBookSnap_change InstrumentMarket-->|first_OrderBookSnap_change_sell|OrderBookSnap_change InstrumentMarket-->|first_OrderBookSnap_change_buy_working|OrderBookSnap_change InstrumentMarket-->|first_OrderBookSnap_change_sell_working|OrderBookSnap_change click InstrumentMarket "/marketgrid/developer/model/tables/InstrumentMarket"