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Hierarchy

  • OrderTradeEvent

Index

Properties

AccountId

AccountId: number

Account Id

memberof

OrderTradeEvent

ClientOrderId

ClientOrderId: number

Client order id.

memberof

OrderTradeEvent

ContraAcctId

ContraAcctId: number

The Counterparty of the trade. The counterparty is always the clearing account.

memberof

OrderTradeEvent

CounterPartyClientUserId

CounterPartyClientUserId: number

Indicates counterparty source of trade (OMS, Remarketer, FIX)

memberof

OrderTradeEvent

Direction

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OrderTradeEvent

InstrumentId

InstrumentId: number

Instrument Id

memberof

OrderTradeEvent

NotionalProductId

NotionalProductId: number

Notional product.

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OrderTradeEvent

NotionalRate

NotionalRate: number

Notional rate from base currency at time of trade .

memberof

OrderTradeEvent

NotionalValue

NotionalValue: number

Notional value in base currency of venue at time of trade.

memberof

OrderTradeEvent

OMSId

OMSId: number

OMS Id

memberof

OrderTradeEvent

OrderId

OrderId: number

Order Id

memberof

OrderTradeEvent

OrderTradeRevision

OrderTradeRevision: number

Usually 1

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OrderTradeEvent

Price

Price: number

Price

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OrderTradeEvent

Quantity

Quantity: number

Quantity

memberof

OrderTradeEvent

Side

Side (future)

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OrderTradeEvent

TradeId

TradeId: number

Trade Id

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OrderTradeEvent

TradeTime

TradeTime: number

TimeStamp in Microsoft ticks format. e.g. 635978008210426109

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OrderTradeEvent

Value

Value: number

Value

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OrderTradeEvent

kind

kind: "OrderTradeEvent"

The update event name.

memberof

OrderTradeEvent

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