Package org.drip.oms.fix4_2

Class OrderStatus

java.lang.Object
org.drip.oms.fix4_2.OrderStatus
public class OrderStatus
extends java.lang.Object
OrderStatus holds the Status 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

  • Field Summary

    Fields
    Modifier and Type Field Description
    static int CANCELED
    CANCELED
    static int DONE_FOR_DAY
    DONE FOR DAY
    static int FILLED
    FILLED
    static int NEW
    NEW
    static int PARTIALLY_FILLED
    PARTIALLY FILLED
    static int PENDING_CANCEL
    PENDING CANCEL
    static int PENDING_NEW
    PENDING NEW
    static int PENDING_REPLACE
    PENDING REPLACE
    static int REJECTED
    REJECTED
    static int REPLACED
    REPLACED
    static int STOPPED
    STOPPED

  • Constructor Summary

    Constructors
    Constructor Description
    OrderStatus()  

  • Method Summary

    Methods inherited from class java.lang.Object

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