OrderCancelList Class Reference

The Order Cancel List message is used to cancel previously submitted orders which are in the central order book by specifying a list of either OrderIDs or OrigClOrdIDs. More...

List of all members.

Public Types
enum	{ MinNoOrders = 2, MaxNoOrders = 32 }
Public Member Functions
	OrderCancelList ()
	Constructor.
	OrderCancelList (const OrderCancelList &)
	Copy constructor.
	~OrderCancelList ()
	Destructor.
OrderCancelList &	operator= (const OrderCancelList &)
	Assignment.
void	listId (RequestId id)
	Set unique client identifier for this request.
RequestId	listId () const
	Get unique client identifier for this request.
void	securityIdSource (SecurityIdSource::Enum securityIdSource)
	Set security ID source.
SecurityIdSource::Enum	securityIdSource () const
	Get security ID source.
void	securityId (const String &securityId)
	Set security ID.
const String &	securityId () const
	Get security ID.
UInt8	noOrders () const
	Get number of order entries.
void	orderDetail (UInt8 index, const OrderCancelListDetail &detail)
	Set OrderID detail.
const OrderCancelListDetail &	orderDetail (UInt8 index) const
	Get OrderID detail.
void	addOrderDetail (const OrderCancelListDetail &detail)
	Add new OrderID detail.
void	removeAllOrders ()
	Remove all orders.
std::string	toString () const
	Dump state to string.
void	serialize (MessageSerializer &)
	Serialize data (for internal use)

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Detailed Description

The Order Cancel List message is used to cancel previously submitted orders which are in the central order book by specifying a list of either OrderIDs or OrigClOrdIDs.

The list of orders to be pulled must belong to the same Security Group.

Response:

• Execution Report (8) or
• Order Cancel Reject (9) or
• List Status (N)

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Member Enumeration Documentation

anonymous enum

Enumerator:

MinNoOrders	Minimal number of orders.
MaxNoOrders	Maximum number of orders.