A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade. More...

Public Member Functions
	OptionTradeCancellation (const OptionTradeCancellation &)
	Copy constructor.
const OptionTradeCancellation &	operator= (const OptionTradeCancellation &rhs)
	Assignment operator.
	~OptionTradeCancellation ()
	Destructor.
const HighResolutionTime &	receivingTime () const
	Returns high-resolution time when message was received.
MessageType::Enum	type () const
	Message type in therm of MessageType enumeration (see Enums.h).
const MessageHeader &	header () const
	Access to the message header.
std::string	toString () const
	String representation.
ExchangeID::Enum	exchangeID () const
	Exchange on which the trade occurred.
const char *	rootSymbol () const
	Option base symbol.
Month::Enum	expiryMonth () const
	Expiry month of the option.
char	strikePriceCode () const
	Code for the strike price of the option.
ExponentialNumber	strikePrice () const
	The strike price in full.
UInt32	expiryYear () const
	The option expiry year.
UInt32	expiryDay () const
	Expiry day.
ExponentialNumber	volume () const
	Number of contracts being cancelled.
ExponentialNumber	tradePrice () const
	Price at which the transaction took place.
const ExchangeTimestamp &	stampTime () const
	Time of the option trade.
ExponentialNumber	openInterest () const
	Open long position of the option series, as of the trade.
PriceIndicator::Enum	priceIndicatorMarker () const
Protected Attributes
Implementation *	impl

Detailed Description

A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade.

A cancellation message is followed by an Option Summary message (message type N) which will reflect the corrected market.

Member Function Documentation

const HighResolutionTime& receivingTime ( ) const [virtual]

Returns high-resolution time when message was received.

If the Handler is executed in live mode, returned value represents time when message was obtained from the network.

Implements Message.

std::string toString ( ) const [virtual]

String representation.

Return value exposes parsing errors as long as those present in source message data.

Implements Message.

MessageType::Enum type ( ) const [virtual]

Message type in therm of MessageType enumeration (see Enums.h).

Always has the same value: MessageType::OptionTradeCancellation. The same value is accessible through header().type() call.

Implements Message.