OB Order Book Flows

After you log on, OpenYield streams New, Replace, and Cancel IOIs as the order book changes. There is no snapshot: orders already resting when you log on are not sent until they change, so reset your cached book when you reconnect.

IOIQltyInd indicates whether a resting order comes from your connection:

Meaning	IOIQltyInd (25)	Description
Low	25=L	Your own order or quote (dealer connections).
Medium	25=M	An order or quote from a counterparty on your connection, which may be your own (customer connections).
High	25=H	Not from your connection.

OpenYield will never fill your order against your own orders or those sharing the same Client ID or Investor ID.