Order_update (dtc-pb.Dtc_pb.Dtcprotocol_piqi.Order

type t = {

mutable request_id : Dtcprotocol_piqi.protobuf_int32 option;

mutable total_num_messages : Dtcprotocol_piqi.protobuf_int32 option;

mutable message_number : Dtcprotocol_piqi.protobuf_int32 option;

mutable symbol : string option;

mutable exchange : string option;

mutable previous_server_order_id : string option;

mutable server_order_id : string option;

mutable client_order_id : string option;

mutable exchange_order_id : string option;

mutable order_status : Dtcprotocol_piqi.order_status_enum option;

mutable order_update_reason : Dtcprotocol_piqi.order_update_reason_enum option;

mutable order_type : Dtcprotocol_piqi.order_type_enum option;

mutable buy_sell : Dtcprotocol_piqi.buy_sell_enum option;

mutable price1 : Dtcprotocol_piqi.float64 option;

mutable price2 : Dtcprotocol_piqi.float64 option;

mutable time_in_force : Dtcprotocol_piqi.time_in_force_enum option;

mutable good_till_date_time : Dtcprotocol_piqi.int64_fixed option;

mutable order_quantity : Dtcprotocol_piqi.float64 option;

mutable filled_quantity : Dtcprotocol_piqi.float64 option;

mutable remaining_quantity : Dtcprotocol_piqi.float64 option;

mutable average_fill_price : Dtcprotocol_piqi.float64 option;

mutable last_fill_price : Dtcprotocol_piqi.float64 option;

mutable last_fill_date_time : Dtcprotocol_piqi.int64_fixed option;

mutable last_fill_quantity : Dtcprotocol_piqi.float64 option;

mutable last_fill_execution_id : string option;

mutable trade_account : string option;

mutable info_text : string option;

mutable no_orders : bool option;

mutable parent_server_order_id : string option;

mutable ocolinked_order_server_order_id : string option;

mutable open_or_close : Dtcprotocol_piqi.open_close_trade_enum option;

mutable previous_client_order_id : string option;

mutable free_form_text : string option;

mutable order_received_date_time : Dtcprotocol_piqi.int64_fixed option;

mutable latest_transaction_date_time : Dtcprotocol_piqi.float64 option;

}