GtxExtendedData

public class GtxExtendedData : ExtendedData

GTX-related extended order data

Documentation

public AvgPxLimitType AvgPxLimit { get; }

If AveragePriceLimit, then partial fills may occur at prices beyond the requested limit price if earlier partial fills occurred at a better price, as long as the overall average filled price remains better than the requested limit price

public int MatchIncrement { get; }

Partial Fill Restriction: only allow partial fills in multiples of this amount

public int MaxFloor { get; }

Reserve Size: only display this amount of CCY1. Upon any partial fill the amount will be replenished up to this amount until the full order quantity is exhausted

public int MinQty { get; }

Partial Fill Restriction: order may only be matched in amounts of at least this quantity of CCY1

public PegScope PegScope { get; }

The scope of the “related to” price of the peg

public bool RightHand { get; }

Treats order quantity as CCY2

public TriggerPriceType TriggerPriceType { get; }

Identifies which side of the book will trigger a stop order

OECAPI by OEC

.NET API 852,992 bytes

GtxExtendedData