Table of Contents

Enum MarketByOrderReason

Namespace
ATAS.DataFeedsCore
Assembly
ATAS.DataFeedsCore.dll

Why a market by order row changed. Feeds that state the reason natively set it in the connector; feeds that only attribute fills to order ids get it resolved downstream from the trade stream.

Not in ATAS 8.0.15 yet: available from the next version.

public enum MarketByOrderReason
Extension Methods

Fields

Unknown = 0

The source did not state a reason and none could be derived.

Cancel = 1

The order (or part of it) was withdrawn by its owner.

Execute = 2

The order (or part of it) was filled.

Modify = 3

The order was modified without a price change (size increase, priority change).

Replace = 4

The order moved to another price keeping its identity.

Reset = 5

The row was removed because the book was reset (reconnect, clear, snapshot restart); not a market action.