Order_full_change
An Order is the fundamental record of trading activity in the system. This is an entity to record changes in the Order 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
- Not in MDB
- Default Size: Order * 4 = 4000
Fields
| Name | Type | Size (bytes) | Description |
|---|---|---|---|
| Id | Integer (signed) | 8 | The unique identifier of this Order_full. |
| 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 Order_full_change. |
| Reference | String | 20 | The published identifier for this Order_full_change. It is a string of characters that uniquely identifies every Order_full_change in the system. |
| InstrumentMarket | Foreign key to InstrumentMarket | 8 | |
| OriginalOrder | Foreign key to Order | 8 | If an Order is amended, the OriginalOrder field reflects the Id of the original Order placed. This remains the same even with multiple amendments. |
| AmendedOrder | Foreign key to Order | 8 | If an Order is amended, the AmendedOrder field reflects the Id of the Order that was amended to create this Order. |
| PairedOrder | Foreign key to Order | 8 | This field is used internally to track the paired Order on the other side of a Two Sided Reported Trade. |
| RoutingState | Foreign key to RoutingState | 8 | |
| OwnerFirm | Foreign key to Firm | 8 | |
| OwnerGroup | Foreign key to Group | 8 | |
| OwnerUser | Foreign key to User | 8 | |
| OriginatingUser | Foreign key to User | 8 | The User that originally made the Order. This is maintained if the Order is amended. |
| CounterParty | Foreign key to User | 8 | Used for One Sided Trade Reports. The Id of the counterparty User with whom the one-sided trade report was done. |
| Side | One of OrderSide | 1 | Whether this is a Buy (0) or a Sell (1). |
| Type | Set of OrderType | 4 | |
| Currency | Foreign key to Instrument | 8 | |
| PriceDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting prices for this Order_full_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 Order_full_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. |
| ValueDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting the value of this Order_full_change. Values 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 value of 1150000 with ValueDecimals of 2 means 11,500.00. |
| SettlementCurrency | Foreign key to Instrument | 8 | |
| SettlementValueDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting the value of this Order_full_change. Values 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 value of 1150000 with SettlementValueDecimals of 2 means 11,500.00. |
| FeeCurrency | Foreign key to Instrument | 8 | |
| FeeCurrencyDecimals | Integer (unsigned) | 1 | The number of decimal places that should be used when interpreting the value of this Order_full_change. Values 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 value of 1150000 with FeeCurrencyDecimals of 2 means 11,500.00. |
| ExchangeRate | Integer (signed) | 8 | |
| FeeExchangeRate | Integer (signed) | 8 | |
| OrderStatus | Set of OrderStatus | 4 | |
| Price | Integer (signed) | 8 | The current Price for this Order_change instance. |
| TotalQuantity | Integer (signed) | 8 | The total quantity of this Order. |
| VisibleQuantity | Integer (signed) | 8 | The visible quantity of this Order. |
| HiddenQuantity | Integer (signed) | 8 | The is the total quantity of the Order that is hidden from the market. |
| TotalBalance | Integer (signed) | 8 | The total remaining quantity of the order. |
| VisibleBalance | Integer (signed) | 8 | The remaining visible balance of the order. |
| HiddenBalance | Integer (signed) | 8 | This is the remaining quantity of the Order that is hidden from the market. |
| Matched | Integer (signed) | 8 | The total amount of the Order that has been matched. |
| IndicativeMatched | Integer (signed) | 8 | The amount of the Order that would be matched in an Auction if the Auction was concluded now. |
| SessionIndicativeMatched | Integer (signed) | 8 | The amount of the Order that would be matched as at the end of the last session. |
| OrdinalPhase | Integer (signed) | 1 | For as multi-phase Auction, this is the phase in which this Order was entered. |
| TradeQuantity | Integer (signed) | 8 | The amount of the Order that was matched in this change (if the Reason is Traded or Matched) |
| TradePrice | Integer (signed) | 8 | The price at which the Order was matched in this change (if the Reason is Traded or Matched) |
| Value | Integer (signed) | 8 | The value of the Order in the currency in which it will settle. |
| SettlementValue | Integer (signed) | 8 | |
| Fee | Integer (signed) | 8 | |
| ReservedFunds | Integer (signed) | 8 | For auctions with reserved funds optimisation this is the value of reserved funds for the Order's Account after this Order is entered. |
| Account | Foreign key to Account | 8 | |
| AccountCode | String | 40 | The human readable identifier of the Account. It is a free text field, up to a maximum of 40 characters. |
| AccountName | String | 254 | |
| BrokerageAccount | Foreign key to Account | 8 | |
| Tag | String | 50 | For tagged Instruments, this is the identifier of the individual holding. |
| SettlementClass | Foreign key to SettlementClass | 8 | |
| ExternalTransactionId | String | 20 | A place for writing the identifier of the external transaction that is connected with this Order_full_change record at the external venue to which it is related. |
| SecurityLotLabel | String | 20 | |
| SecurityLotId | Integer (unsigned) | 8 | |
| Priority | Integer (unsigned) | 2 | |
| ExternalId | String | 30 | A place for writing the identifier of this Order_full_change at the external venue where it is managed. |
| ExpiryDate | Integer (signed) | 4 | The date on which the Order will expire. |
| ExpiryTime | Integer (signed) | 4 | The time at which the Order will expire. |
| OrderDate | Integer (signed) | 4 | Represents a date as an integer in YYYYMMDD format. |
| Reason | One of OrderReason | 1 | |
| SoftBlockOverride | Integer (unsigned) | 1 | |
| Error | One of Result | 2 | |
| LotSize | Integer (unsigned) | 4 | An InstrumentMarket may trade in lots, where a lot is a fixed number of units of the InstrumentMarket. LotSize defines the number of units per lot for an InstrumentMarket. If an InstrumentMarket trades in single units, the LotSize is 1. Prices are always on a per-lot basis. This value determines the LotSize for the instances of this Order_change. |
| ProjectId | String | 50 | The identifier of the specific project at the external register associated with this Order_full_change record. |
| VintageFrom | Integer (unsigned) | 4 | A year in YYYY format. |
| VintageTo | Integer (unsigned) | 4 | A year in YYYY format. |
| ProjectType | Foreign key to ProjectType | 8 | |
| Region | Foreign key to Region | 8 | |
| Country | Foreign key to Country | 8 | |
| OrderInfo | String | 140 | Represents some supplementary free text information associated with this Order_full_change record. |
| Blotter | Foreign key to Blotter | 8 | |
| MinimumFill | Integer (signed) | 8 | |
| ClOrdID | String | 60 | In the FIX protocol the ClOrdID field is the user supplied identifier for an inbound Order that the user will provide to identify the Order when acting on the Order. When referring to an exising Order the user will use the OrigClOrdID field to identify the ClOrdID of the Order in question. |
| ExternalAccount | Foreign key to ExternalAccount | 8 | |
| ValueCumm | Integer (signed) | 8 | |
| SettlementValueCumm | Integer (signed) | 8 | |
| FeeCumm | Integer (signed) | 8 | |
| TaxCumm | Integer (signed) | 8 | |
| AmendedClOrdID | String | 60 | In the FIX protocol the ClOrdID field is the user supplied identifier for an inbound Order that the user will provide to identify the Order when acting on the Order. When referring to an exising Order the user will use the OrigClOrdID field to identify the ClOrdID of the Order in question. |
| Source | One of Source | 1 | |
| PegRef | One of PegRef | 1 | |
| PegOffset | Integer (signed) | 8 | |
| PegLimit | Integer (signed) | 8 | |
| FeeLeft | Integer (signed) | 8 | |
| AveragePrice | Integer (signed) | 8 | |
| SettlementValueLeft | Integer (signed) | 8 | |
| ValueLeft | Integer (signed) | 8 | |
| ExternalSettlementAccount | Foreign key to ExternalAccount | 8 | |
| Instrument | Foreign key to Instrument | 8 | |
| AuctionAccount | Foreign key to AuctionAccount | 8 | |
| ModifiedPriority | One of OrderModifiedPriority | 1 | |
| OrderPriority | One of OrderPriority | 1 | |
| 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 Order_full_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 Order_full. |
| CreateTimestamp | Integer (unsigned) | 8 | The time at which this Order_full was created. |
| UpdateUser | Foreign key to User | 8 | The Id of the User that last updated this Order_full. |
| UpdateTimestamp | Integer (unsigned) | 8 | The time at which this Order_full was last updated. |
Foreign Keys
The following diagram shows the tables that have a foreign key link to the Order_full_change table. All Table nodes can be clicked to take you to that table's definition page.
graph LR; Order-->|last_Order_change|Order_full_change click Order "/marketgrid/developer/model/tables/Order"