Order book functions

Module "Portfolio Service Extended Portfolio Analysis"

The order book functions can be used to query and process order book data. The data for orders is distributed across two objects:

• OrderBookOrder
  Data that characterizes the order object and the relationship to the internal constructs in Infront Portfolio Manager, such as holders, portfolios, securities accounts, accounts, etc.
• OrderInformation
  Data describing the behavior of the order on the trading venue, such as limit and validity period.

In the order book, block orders must be distinguished from individual orders. Block orders define an order total and contain a list of individual orders, the so-called suborders.

There are a number of enumeration types to describe the orders. Please refer to the section Keywords for enumeration types.