OrderBook_change
This is an entity to record changes in the OrderBook structure. It holds records that are already prepared for sending out via the market data streams (for example resolving internal shared memory indexes into external foreign key Ids)
- Section: Change Tables
Metadata
- Base Table Class: Change
- Default Size: Order * 2 = 2000
Fields
| Name | Type | Size (bytes) | Description |
|---|---|---|---|
| Id | Integer (signed) | 8 | The unique identifier of this OrderBook. |
| 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 OrderBook_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 OrderBook_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 OrderBook_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 | |
| 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 OrderBook_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 OrderBook. |
| CreateTimestamp | Integer (unsigned) | 8 | The time at which this OrderBook was created. |
| UpdateUser | Foreign key to User | 8 | The Id of the User that last updated this OrderBook. |
| UpdateTimestamp | Integer (unsigned) | 8 | The time at which this OrderBook was last updated. |