Package org.drip.oms.fix4_2

Class OrderPrecedence

java.lang.Object

org.drip.oms.fix4_2.OrderPrecedence

public class OrderPrecedence
extends java.lang.Object

OrderPrecedence holds the Precedence Ordinal of an Order Status. 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

• Module = Product Core Module
• Library = Transaction Cost Analytics
• Project = R^d Order Specification, Handling, and Management
• Package = Implementation of FIX 4.2 Constructs

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
static int	CANCELED_ORDINAL	CANCELED
static int	DONE_FOR_DAY_ORDINAL	DONE FOR DAY ORDINAL
static int	FILLED_ORDINAL	FILLED ORDINAL
static int	NEW_ORDINAL	NEW ORDINAL
static int	PARTIALLY_FILLED_ORDINAL	PARTIALLY FILLED ORDINAL
static int	PENDING_CANCEL_ORDINAL	PENDING CANCEL
static int	PENDING_NEW_ORDINAL	PENDING NEW ORDINAL
static int	PENDING_REPLACE_ORDINAL	PENDING REPLACE
static int	REJECTED_ORDINAL	REJECTED
static int	REPLACED_ORDINAL	REPLACED
static int	STOPPED_ORDINAL	STOPPED

Constructor Summary

Constructors

Constructor	Description
OrderPrecedence()

Method Summary

Methods inherited from class java.lang.Object

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

Field Details

NEW_ORDINAL

public static final int NEW_ORDINAL

NEW ORDINAL

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Constant Field Values

PENDING_NEW_ORDINAL

public static final int PENDING_NEW_ORDINAL

PENDING NEW ORDINAL

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Constant Field Values

PARTIALLY_FILLED_ORDINAL

public static final int PARTIALLY_FILLED_ORDINAL

PARTIALLY FILLED ORDINAL

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Constant Field Values

FILLED_ORDINAL

public static final int FILLED_ORDINAL

FILLED ORDINAL

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Constant Field Values

DONE_FOR_DAY_ORDINAL

public static final int DONE_FOR_DAY_ORDINAL

DONE FOR DAY ORDINAL

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Constant Field Values

PENDING_CANCEL_ORDINAL

public static final int PENDING_CANCEL_ORDINAL

PENDING CANCEL

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Constant Field Values

PENDING_REPLACE_ORDINAL

public static final int PENDING_REPLACE_ORDINAL

PENDING REPLACE

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Constant Field Values

REPLACED_ORDINAL

public static final int REPLACED_ORDINAL

REPLACED

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Constant Field Values

CANCELED_ORDINAL

public static final int CANCELED_ORDINAL

CANCELED

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Constant Field Values

REJECTED_ORDINAL

public static final int REJECTED_ORDINAL

REJECTED

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Constant Field Values

STOPPED_ORDINAL

public static final int STOPPED_ORDINAL

STOPPED

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Constant Field Values

Constructor Details

OrderPrecedence

public OrderPrecedence()