signet::forge::mifid2::OrderLifecycleEvent Struct Reference

Order lifecycle event for tracing order chain. More...

#include <compliance_types.hpp>

Public Attributes
std::string	order_id
	Current order identifier.
std::string	parent_order_id
	Parent order ID (empty for new orders).
std::string	event_type
	"ORDER_NEW", "ORDER_MODIFY", "ORDER_CANCEL", "ORDER_FILL".
int64_t	timestamp_ns = 0
	Event timestamp.
double	price = 0.0
	Order price.
double	quantity = 0.0
	Order quantity.
std::string	venue_mic
	Execution venue MIC.

Detailed Description

Order lifecycle event for tracing order chain.

Definition at line 1275 of file compliance_types.hpp.

Member Data Documentation

event_type

std::string signet::forge::mifid2::OrderLifecycleEvent::event_type

"ORDER_NEW", "ORDER_MODIFY", "ORDER_CANCEL", "ORDER_FILL".

Definition at line 1278 of file compliance_types.hpp.

order_id

std::string signet::forge::mifid2::OrderLifecycleEvent::order_id

Current order identifier.

Definition at line 1276 of file compliance_types.hpp.

parent_order_id

std::string signet::forge::mifid2::OrderLifecycleEvent::parent_order_id

Parent order ID (empty for new orders).

Definition at line 1277 of file compliance_types.hpp.

price

double signet::forge::mifid2::OrderLifecycleEvent::price = 0.0

Order price.

Definition at line 1280 of file compliance_types.hpp.

quantity

double signet::forge::mifid2::OrderLifecycleEvent::quantity = 0.0

Order quantity.

Definition at line 1281 of file compliance_types.hpp.

timestamp_ns

int64_t signet::forge::mifid2::OrderLifecycleEvent::timestamp_ns = 0

Event timestamp.

Definition at line 1279 of file compliance_types.hpp.

venue_mic

std::string signet::forge::mifid2::OrderLifecycleEvent::venue_mic

Execution venue MIC.

Definition at line 1282 of file compliance_types.hpp.

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The documentation for this struct was generated from the following file:

• include/signet/ai/compliance/compliance_types.hpp