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

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`	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

Modifier and Type Method Description

static java.lang.String ToString(int orderStatus)
String Form of Order Status

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details
- NEW
  
  public static final int NEW
  
  NEW
  
  See Also:
  
  Constant Field Values
- PENDING_NEW
  
  public static final int PENDING_NEW
  
  PENDING NEW
  
  See Also:
  
  Constant Field Values
- PARTIALLY_FILLED
  
  public static final int PARTIALLY_FILLED
  
  PARTIALLY FILLED
  
  See Also:
  
  Constant Field Values
- FILLED
  
  public static final int FILLED
  
  FILLED
  
  See Also:
  
  Constant Field Values
- DONE_FOR_DAY
  
  public static final int DONE_FOR_DAY
  
  DONE FOR DAY
  
  See Also:
  
  Constant Field Values
- PENDING_CANCEL
  
  public static final int PENDING_CANCEL
  
  PENDING CANCEL
  
  See Also:
  
  Constant Field Values
- PENDING_REPLACE
  
  public static final int PENDING_REPLACE
  
  PENDING REPLACE
  
  See Also:
  
  Constant Field Values
- REPLACED
  
  public static final int REPLACED
  
  REPLACED
  
  See Also:
  
  Constant Field Values
- CANCELED
  
  public static final int CANCELED
  
  CANCELED
  
  See Also:
  
  Constant Field Values
- REJECTED
  
  public static final int REJECTED
  
  REJECTED
  
  See Also:
  
  Constant Field Values
- STOPPED
  
  public static final int STOPPED
  
  STOPPED
  
  See Also:
  
  Constant Field Values
Constructor Details
- OrderStatus
  
  public OrderStatus()
Method Details
- ToString
  
  public static final java.lang.String ToString(int orderStatus)
  
  String Form of Order Status
  
  Parameters:
  
  orderStatus - Order Status
  
  Returns:
  
  String Form