Data Types

The specific data types are introduced in the table below. They are referred in the documentation below with the prefix Efx:: (e.g., Efx::Size).

FineryMarkets TypeUnderlying TypeDescription

Size

int64

Internal size unit. One unit is equal to 0.00000001 (1e-8) fraction of asset unit: for example, 1 USD is 100000000 size units

Price

unsigned int64

Internal price unit. One unit is equal to 0.00000001 (1e-8) fraction of instrument's balance currency unit

Timestamp

unsigned int64

UTC unix timestamp with milliseconds

DealId

unsigned int64

Deal or settlement id

OrderId

unsigned int64

Order or settlement order id

ClientOrderId

unsigned int64

Order id as defined by a user

ClientId

unsigned int32

User id

Side

unsigned int16

0 = bid

1 = ask

CancelReason

unsigned int16

Order cancel reason

0 = in place or filled

1 = by client

2 = as non-book order

3 = by self-trade prevention

4 = by cancel-on-disconnect)

TransactionFlags

unsigned int16

Settlement transaction flags

Bits 0-1 0 = Commited by receiver 1 = Commited by admin 2 = Cancelled by sender 3 = Cancelled by admin Bit 2 1 = Network fee paid by recepient.

Flags

unsigned int16

Value depends on context

ErrorCode

unsigned int16

See Error Codes section for list of error codes

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