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


Author:
Lakshmi Krishnamurthy

  • Field Details

    • NEW_ORDINAL

      public static final int NEW_ORDINAL
      NEW ORDINAL
      See Also:
      Constant Field Values

    • PENDING_NEW_ORDINAL

      public static final int PENDING_NEW_ORDINAL
      PENDING NEW ORDINAL
      See Also:
      Constant Field Values

    • PARTIALLY_FILLED_ORDINAL

      public static final int PARTIALLY_FILLED_ORDINAL
      PARTIALLY FILLED ORDINAL
      See Also:
      Constant Field Values

    • FILLED_ORDINAL

      public static final int FILLED_ORDINAL
      FILLED ORDINAL
      See Also:
      Constant Field Values

    • DONE_FOR_DAY_ORDINAL

      public static final int DONE_FOR_DAY_ORDINAL
      DONE FOR DAY ORDINAL
      See Also:
      Constant Field Values

    • PENDING_CANCEL_ORDINAL

      public static final int PENDING_CANCEL_ORDINAL
      PENDING CANCEL
      See Also:
      Constant Field Values

    • PENDING_REPLACE_ORDINAL

      public static final int PENDING_REPLACE_ORDINAL
      PENDING REPLACE
      See Also:
      Constant Field Values

    • REPLACED_ORDINAL

      public static final int REPLACED_ORDINAL
      REPLACED
      See Also:
      Constant Field Values

    • CANCELED_ORDINAL

      public static final int CANCELED_ORDINAL
      CANCELED
      See Also:
      Constant Field Values

    • REJECTED_ORDINAL

      public static final int REJECTED_ORDINAL
      REJECTED
      See Also:
      Constant Field Values

    • STOPPED_ORDINAL

      public static final int STOPPED_ORDINAL
      STOPPED
      See Also:
      Constant Field Values

  • Constructor Details

    • OrderPrecedence

      public OrderPrecedence()

  • Method Details

    • ToString

      public static final java.lang.String ToString​(int orderPrecedence)
      String Form of Order Precedence
      Parameters:
      orderPrecedence - Order Precedence
      Returns:
      String Form