Package org.drip.oms.fix4_2

Class FIXOrder

java.lang.Object
org.drip.oms.fix4_2.FIXOrder
public class FIXOrder
extends java.lang.Object
FIXOrder holds the Details of a FIX 4.2 Order. The References are:

  • Berkowitz, S. A., D. E. Logue, and E. A. J. Noser (1988): The Total Cost of Transactions on the NYSE Journal of Finance 43 (1) 97-112
  • Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets Quantitative Finance 17 (1) 21-39
  • Vassilis, P. (2005a): A Realistic Model of Market Liquidity and Depth Journal of Futures Markets 25 (5) 443-464
  • Vassilis, P. (2005b): Slow and Fast Markets Journal of Economics and Business 57 (6) 576-593
  • Weiss, D. (2006): After the Trade is Made: Processing Securities Transactions Portfolio Publishing London UK


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    FIXOrder​(Order order, java.util.Date creationRequestTime)
    FIXOrder Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String clOrdID()
    Retrieve the FIX ClOrdID
    java.util.Date creationRequestTime()
    Retrieve the Order Creation Request Time
    Order order()
    Retrieve the Underlying Order
    int orderStatus()
    Retrieve the Order Status
    java.lang.String oridClOrdID()
    Retrieve the FIX OrigClOrdID
    int precedenceOrdinal()
    Retrieve the Precedence Ordinal

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • FIXOrder

      public FIXOrder​(Order order, java.util.Date creationRequestTime) throws java.lang.Exception
      FIXOrder Constructor
      Parameters:
      order - Underlying Order
      creationRequestTime - Creation Request Time
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • order

      public Order order()
      Retrieve the Underlying Order
      Returns:
      Underlying Order

    • precedenceOrdinal

      public int precedenceOrdinal()
      Retrieve the Precedence Ordinal
      Returns:
      The Precedence Ordinal

    • orderStatus

      public int orderStatus()
      Retrieve the Order Status
      Returns:
      The Order Status

    • creationRequestTime

      public java.util.Date creationRequestTime()
      Retrieve the Order Creation Request Time
      Returns:
      The Order Creation Request Time

    • clOrdID

      public java.lang.String clOrdID()
      Retrieve the FIX ClOrdID
      Returns:
      FIX ClOrdID

    • oridClOrdID

      public java.lang.String oridClOrdID()
      Retrieve the FIX OrigClOrdID
      Returns:
      FIX OrigClOrdID