Description
Specifies the possible order event (transaction) types received via OrderChanged event.
Members
| Member | Value | Description |
|---|---|---|
| oeAckCan | 19 | The cancellation request for the order is acknowledged by the FCM/Exchange. |
| oeAckMod | 18 | The modification request for the order is acknowledged by the FCM/Exchange. |
| oeAckPlace | 10 | The order is acknowledged by the FCM/Exchange. |
| oeActiveAt | 29 | Notification that the order will be activated at the specified time. This event type is sent for orders that were sent while the trading session was not open. |
| oeCancelQueueTimeout | 5 | Important: This order event type is obsolete and will not be fired. The cancel request for the order timed out in the "Rate Protection" queue. |
| oeCancelSent | 2 | A cancellation request for the order is sent. |
| oeDisconnected | 26 | The order might be cancelled because a disconnect occurred. |
| oeExpired | 13 | The order is expired. |
| oeFill | 20 | A fill for the order is received from the FCM/Exchange. |
| oeFillBust | 28 | Order's fill is busted. |
| oeFillCan | 27 | Order's fill is cancelled. |
| oeFillMod | 25 | A modification occurred to the previous fill of the order. |
| oeInCan | 14 | A cancel request for the order is sent to the FCM/Exchange. |
| oeInCanTmout | 17 | Important: This order event type is obsolete and will not be fired. The cancellation request for the order timed out, while waiting for a response from the FCM/Exchange. |
| oeInClient | 7 | The order did not get a response from CQG Gateway yet. |
| oeInfoChanged | 36 | The eOrderCancellationType for the secondary orders of a synthetic strategy is changed to octCancelPrimaryLegOrders. |
| oeInMod | 15 | A modification request for the order is sent to the FCM/Exchange. |
| oeInModTmout | 16 | Important: This order event type is obsolete and will not be fired. The modification request for the order timed out, while waiting for a response from the FCM/Exchange. |
| oeInQueue | 1 | The order is in the "Rate Protection"* queue. |
| oeInTransit | 8 | The order request is sent to the FCM/Exchange. |
| oeInTransTmout | 11 | Important: This order event type is obsolete and will not be fired. The order was timed out, while waiting for notification from the CQG Gateway. |
| oeLinkChg | 24 | A change to a linked order affected this order. |
| oeModifyQueueTimeout | 6 | Important: This order event type is obsolete and will not be fired. The modification request for the order timed out in the "Rate Protection" queue. |
| oeModifySent | 3 | A modification request for the order is sent. |
| oePark | 23 | The order is parked, i.e. the order is being held by the CQG Gateway until the explicit activation. |
| oeQueueTimeout | 4 | Important: This order event type is obsolete and will not be fired. The order timed out in the "Rate Protection" queue. |
| oeRejCan | 22 | The cancellation request for the order is rejected by the FCM/Exchange. |
| oeRejectFCM | 12 | Important: This order event type is obsolete and will not be fired. The order timed out in the "Rate Protection" queue. |
| oeRejectGW | 9 | The order is rejected by the CQG Gateway. |
| oeRejLinkChg | 32 | Linked order change is rejected. |
| oeRejMod | 21 | The modification request for the order is rejected by FCM/Exchange. |
| oeRemoved | 31 | The order is removed from the orders collection. |
| oeSyntheticActivated | 30 | The synthetic order is sent to the actual exchange. |
| oeSyntheticFailed | 33 | The synthetic strategy execution is failed.
Synthetic strategy execution failed. |
| oeSyntheticHang | 35 | Synthetic order execution is hung. |
| oeSyntheticOverFill | 34 | The synthetic order is overfilled. |
| oeUndefined | 0 | Undefined. |
Remarks
* "Rate protection" is especially designed to protect the CQG Gateway from excessive number of orders. Its queue is placed in the CQGIC and allows to control the number of orders sent to the CQG Gateway so that it does not exceed the number, which the later can process.