Running QQL: select * from orders
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:01.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:01.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:02.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:02.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:03.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:03.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:04.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:04.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:05.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:05.000,order:OBJECT
!END
Running QQL: select order as res1 from orders
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10000}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10000}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10001}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10001}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10002}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10002}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10003}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10003}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10004}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10004}}
!END
Running QQL: select "deltix.orders.OrderEvent":order as res1 from orders
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10000}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10000}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10001}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10001}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10002}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10002}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10003}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10003}}
MarketOrder{id=Id{source='MO_SOURCE', correlationId=10004}}
LimitOrder{id=Id{source='LO_SOURCE', correlationId=10004}}
!END
Running QQL: select "deltix.orders.OrderEvent":order.id as res1 from orders
Id{source='MO_SOURCE', correlationId=10000}
Id{source='LO_SOURCE', correlationId=10000}
Id{source='MO_SOURCE', correlationId=10001}
Id{source='LO_SOURCE', correlationId=10001}
Id{source='MO_SOURCE', correlationId=10002}
Id{source='LO_SOURCE', correlationId=10002}
Id{source='MO_SOURCE', correlationId=10003}
Id{source='LO_SOURCE', correlationId=10003}
Id{source='MO_SOURCE', correlationId=10004}
Id{source='LO_SOURCE', correlationId=10004}
!END
Running QQL: select order.sequence as res1 from orders
0.0
0.0
1.111
2.222
2.222
4.444
3.3329997
6.6659994
4.444
8.888
!END
Running QQL: select order.info as res1 from orders
MarketOrderInfo{userId='USER#100', size=10000.0, side=BUY}
LimitOrderInfo{userId=100, size=1000.0, price=100.0, side=BUY}
MarketOrderInfo{userId='USER#101', size=10001.0, side=SELL}
LimitOrderInfo{userId=101, size=1001.0, price=101.0, side=SELL}
MarketOrderInfo{userId='USER#102', size=10002.0, side=BUY}
LimitOrderInfo{userId=102, size=1002.0, price=102.0, side=BUY}
MarketOrderInfo{userId='USER#103', size=10003.0, side=SELL}
LimitOrderInfo{userId=103, size=1003.0, price=103.0, side=SELL}
MarketOrderInfo{userId='USER#104', size=10004.0, side=BUY}
LimitOrderInfo{userId=104, size=1004.0, price=104.0, side=BUY}
!END
Running QQL: select order.info as res1 from orders where order.info is deltix.orders.MarketOrderInfo
MarketOrderInfo{userId='USER#100', size=10000.0, side=BUY}
MarketOrderInfo{userId='USER#101', size=10001.0, side=SELL}
MarketOrderInfo{userId='USER#102', size=10002.0, side=BUY}
MarketOrderInfo{userId='USER#103', size=10003.0, side=SELL}
MarketOrderInfo{userId='USER#104', size=10004.0, side=BUY}
!END
Running QQL: select order.info as res1 from orders where order is deltix.orders.MarketOrder
MarketOrderInfo{userId='USER#100', size=10000.0, side=BUY}
MarketOrderInfo{userId='USER#101', size=10001.0, side=SELL}
MarketOrderInfo{userId='USER#102', size=10002.0, side=BUY}
MarketOrderInfo{userId='USER#103', size=10003.0, side=SELL}
MarketOrderInfo{userId='USER#104', size=10004.0, side=BUY}
!END
Running QQL: select order.info as res1 from orders where order.info is deltix.orders.LimitOrderInfo
LimitOrderInfo{userId=100, size=1000.0, price=100.0, side=BUY}
LimitOrderInfo{userId=101, size=1001.0, price=101.0, side=SELL}
LimitOrderInfo{userId=102, size=1002.0, price=102.0, side=BUY}
LimitOrderInfo{userId=103, size=1003.0, price=103.0, side=SELL}
LimitOrderInfo{userId=104, size=1004.0, price=104.0, side=BUY}
!END
Running QQL: select order.info as res1 from orders where order is deltix.orders.LimitOrder
LimitOrderInfo{userId=100, size=1000.0, price=100.0, side=BUY}
LimitOrderInfo{userId=101, size=1001.0, price=101.0, side=SELL}
LimitOrderInfo{userId=102, size=1002.0, price=102.0, side=BUY}
LimitOrderInfo{userId=103, size=1003.0, price=103.0, side=SELL}
LimitOrderInfo{userId=104, size=1004.0, price=104.0, side=BUY}
!END
Running QQL: select order.info.executedInfo.avgPrice as res1 from orders
11111.0
12345.0
11112.0
23457.0
11113.0
12347.0
11114.0
23459.0
11115.0
12349.0
!END
Running QQL: select order.info.executedInfo as res1 from orders
ExecutedMarketOrderInfo{infoId=6000, avgPrice=11111.0, totalQuantity=22222.0}
ExecutedLimitOrderInfoA{infoIdA=100, customInfo=5000.0, avgPrice=12345.0, totalQuantity=12345.0}
ExecutedMarketOrderInfo{infoId=6001, avgPrice=11112.0, totalQuantity=22223.0}
ExecutedLimitOrderInfoB{infoIdB=5501, avgPrice=23457.0, totalQuantity=23457.0}
ExecutedMarketOrderInfo{infoId=6002, avgPrice=11113.0, totalQuantity=22224.0}
ExecutedLimitOrderInfoA{infoIdA=102, customInfo=5002.0, avgPrice=12347.0, totalQuantity=12347.0}
ExecutedMarketOrderInfo{infoId=6003, avgPrice=11114.0, totalQuantity=22225.0}
ExecutedLimitOrderInfoB{infoIdB=5503, avgPrice=23459.0, totalQuantity=23459.0}
ExecutedMarketOrderInfo{infoId=6004, avgPrice=11115.0, totalQuantity=22226.0}
ExecutedLimitOrderInfoA{infoIdA=104, customInfo=5004.0, avgPrice=12349.0, totalQuantity=12349.0}
!END
Running QQL: select order.info.executedInfo as res1 from orders where order.info.executedInfo is deltix.orders.ExecutedLimitOrderInfoA
ExecutedLimitOrderInfoA{infoIdA=100, customInfo=5000.0, avgPrice=12345.0, totalQuantity=12345.0}
ExecutedLimitOrderInfoA{infoIdA=102, customInfo=5002.0, avgPrice=12347.0, totalQuantity=12347.0}
ExecutedLimitOrderInfoA{infoIdA=104, customInfo=5004.0, avgPrice=12349.0, totalQuantity=12349.0}
!END
Running QQL: select order.info.executedInfo as res1 from orders where order.info.executedInfo is deltix.orders.ExecutedLimitOrderInfoB
ExecutedLimitOrderInfoB{infoIdB=5501, avgPrice=23457.0, totalQuantity=23457.0}
ExecutedLimitOrderInfoB{infoIdB=5503, avgPrice=23459.0, totalQuantity=23459.0}
!END
Running QQL: select order.info.executedInfo as res1 from orders where order.info.executedInfo is deltix.orders.ExecutedMarketOrderInfo
ExecutedMarketOrderInfo{infoId=6000, avgPrice=11111.0, totalQuantity=22222.0}
ExecutedMarketOrderInfo{infoId=6001, avgPrice=11112.0, totalQuantity=22223.0}
ExecutedMarketOrderInfo{infoId=6002, avgPrice=11113.0, totalQuantity=22224.0}
ExecutedMarketOrderInfo{infoId=6003, avgPrice=11114.0, totalQuantity=22225.0}
ExecutedMarketOrderInfo{infoId=6004, avgPrice=11115.0, totalQuantity=22226.0}
!END
Running QQL: select ((order.info as deltix.orders.LimitOrderInfo).executedInfo as deltix.orders.ExecutedLimitOrderInfoA).infoIdA as res1 from orders
-2147483648
100
-2147483648
-2147483648
-2147483648
102
-2147483648
-2147483648
-2147483648
104
!END
Running QQL: select ((order.info as deltix.orders.LimitOrderInfo).executedInfo as deltix.orders.ExecutedLimitOrderInfoB).infoIdB as res1 from orders
-2147483648
-2147483648
-2147483648
5501
-2147483648
-2147483648
-2147483648
5503
-2147483648
-2147483648
!END
Running QQL: select ((order.info as deltix.orders.MarketOrderInfo).executedInfo as deltix.orders.ExecutedMarketOrderInfo).infoId as res1 from orders
6000
-2147483648
6001
-2147483648
6002
-2147483648
6003
-2147483648
6004
-2147483648
!END
Running QQL: select * from orders where order is deltix.orders.LimitOrder
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:01.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:02.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:03.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:04.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:05.000,order:OBJECT
!END
Running QQL: select * from orders where order is deltix.orders.MarketOrder
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:01.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:02.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:03.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:04.000,order:OBJECT
deltix.orders.OrderEvent,DLTX,2021-01-01 09:00:05.000,order:OBJECT
!END
Running QQL: select order.execution as res1 from orders
Execution{id=Id{source='EX_SOURCE', correlationId=10000}}
NULL
Execution{id=Id{source='EX_SOURCE', correlationId=10001}}
NULL
Execution{id=Id{source='EX_SOURCE', correlationId=10002}}
NULL
Execution{id=Id{source='EX_SOURCE', correlationId=10003}}
NULL
Execution{id=Id{source='EX_SOURCE', correlationId=10004}}
NULL
!END
Running QQL: select order.execution.info.price as res1 from orders
100.0
NaN
101.0
NaN
102.0
NaN
103.0
NaN
104.0
NaN
!END
Running QQL: select order.execution.id.external.id as res1 from orders
ID#0
null
ID#1
null
ID#2
null
ID#3
null
ID#4
null
!END
Running QQL: select (order as deltix.orders.MarketOrder).execution.id.external.id as res1 from orders
ID#0
null
ID#1
null
ID#2
null
ID#3
null
ID#4
null
!END
Running QQL: select order.id.source as res1, order.id.correlationId as res2 from orders
MO_SOURCE, 10000
LO_SOURCE, 10000
MO_SOURCE, 10001
LO_SOURCE, 10001
MO_SOURCE, 10002
LO_SOURCE, 10002
MO_SOURCE, 10003
LO_SOURCE, 10003
MO_SOURCE, 10004
LO_SOURCE, 10004
!END
Running QQL: select order.info.size as res1 from orders
10000.0
1000.0
10001.0
1001.0
10002.0
1002.0
10003.0
1003.0
10004.0
1004.0
!END
Running QQL: select order.info.price as res1 from orders
NaN
100.0
NaN
101.0
NaN
102.0
NaN
103.0
NaN
104.0
!END
Running QQL: select (order.info as deltix.orders.LimitOrderInfo).price as res1 from orders
NaN
100.0
NaN
101.0
NaN
102.0
NaN
103.0
NaN
104.0
!END
Running QQL: select (order.info as deltix.orders.MarketOrderInfo).size as res1 from orders
10000.0
NaN
10001.0
NaN
10002.0
NaN
10003.0
NaN
10004.0
NaN
!END
Running QQL: select (order.info.price + 3) as res1, (order.info.size - 10) as res2 from orders
NaN, 9990.0
103.0, 990.0
NaN, 9991.0
104.0, 991.0
NaN, 9992.0
105.0, 992.0
NaN, 9993.0
106.0, 993.0
NaN, 9994.0
107.0, 994.0
!END
Running QQL: select order.info.price as res1 from orders where order.info.price > 101
102.0
103.0
104.0
!END
Running QQL: select ((order.info as deltix.orders.LimitOrderInfo).price + (order.info as deltix.orders.LimitOrderInfo).size) as res1 from orders where (order.info as deltix.orders.LimitOrderInfo) is not null
1100.0
1102.0
1104.0
1106.0
1108.0
!END
Running QQL: select (order as deltix.orders.MarketOrder).info as res1, (order as deltix.orders.LimitOrder).info as res2 from orders
MarketOrderInfo{userId='USER#100', size=10000.0, side=BUY} | NULL
NULL | LimitOrderInfo{userId=100, size=1000.0, price=100.0, side=BUY}
MarketOrderInfo{userId='USER#101', size=10001.0, side=SELL} | NULL
NULL | LimitOrderInfo{userId=101, size=1001.0, price=101.0, side=SELL}
MarketOrderInfo{userId='USER#102', size=10002.0, side=BUY} | NULL
NULL | LimitOrderInfo{userId=102, size=1002.0, price=102.0, side=BUY}
MarketOrderInfo{userId='USER#103', size=10003.0, side=SELL} | NULL
NULL | LimitOrderInfo{userId=103, size=1003.0, price=103.0, side=SELL}
MarketOrderInfo{userId='USER#104', size=10004.0, side=BUY} | NULL
NULL | LimitOrderInfo{userId=104, size=1004.0, price=104.0, side=BUY}
!END
Running QQL: select ((order.info as deltix.orders.MarketOrderInfo).executedInfo as deltix.orders.ExecutedMarketOrderInfo).customInfo as res1 from orders
res1 : 15 [900, 901, 902, 903, 904, 905, 906, 907, 908, 909, 910, 911, 912, 913, 914]
res1 : NULL
res1 : 15 [903, 904, 905, 906, 907, 908, 909, 910, 911, 912, 913, 914, 915, 916, 917]
res1 : NULL
res1 : 15 [906, 907, 908, 909, 910, 911, 912, 913, 914, 915, 916, 917, 918, 919, 920]
res1 : NULL
res1 : 15 [909, 910, 911, 912, 913, 914, 915, 916, 917, 918, 919, 920, 921, 922, 923]
res1 : NULL
res1 : 15 [912, 913, 914, 915, 916, 917, 918, 919, 920, 921, 922, 923, 924, 925, 926]
res1 : NULL
!END
Running QQL: select ((order.info as deltix.orders.LimitOrderInfo).price + (order.info as deltix.orders.LimitOrderInfo).size) as res1 from orders where order.info is deltix.orders.LimitOrderInfo
DLTX,2021-01-01 09:00:01.000,RES1:1100.0
DLTX,2021-01-01 09:00:02.000,RES1:1102.0
DLTX,2021-01-01 09:00:03.000,RES1:1104.0
DLTX,2021-01-01 09:00:04.000,RES1:1106.0
DLTX,2021-01-01 09:00:05.000,RES1:1108.0
!END
