OrderFormat1CancelReplace Class Reference

Order Format 1: Cancel / Replace. More...

Classes
struct	OptionalFields
	Optional fields indicator. More...

Public Member Functions
MessageType::Enum	type () const
	Message type. More...
void	validate () const
	Validates message data by checking length limits for strings. More...
std::string	toString () const
	Returns string representation. More...
	OrderFormat1CancelReplace ()
	Default constructor. More...
Public Member Functions inherited from Message
SerializedMessage	toSerialized () const
	Returns serialized representation. More...
virtual	~Message ()
	Destructor. More...

Public Attributes
UInt32	productKey
	Unique product identifier. More...
TradingSessionCodes::Enum	originalOrderTradingSessionId
	Trading session code. More...
std::string	originalOrderBranch
	From the original order. More...
UInt16	originalOrderBranchSequenceNumber
	From the original order. More...
UInt16	originalOrderYear
	Original order year. More...
UInt8	originalOrderMonth
	Original order month. More...
UInt8	originalOrderDay
	Original order day. More...
std::string	originalOrderCorrespondentFirm
	From the original order. More...
UInt32	originalOrderHighId
	From the original order. More...
UInt32	originalOrderLowId
	From the original order. More...
std::string	originalOrderExecutingGiveUpFirmNumber
	From the original order. More...
std::string	originalUserAssignedId
	From the original order. More...
std::string	branch
	Used by the originator of the new order. More...
UInt16	branchSequenceNumber
	Numeric field used by the originator to uniquely identify the new order. More...
UInt16	orderYear
	Order year. More...
UInt8	orderMonth
	Order month. More...
UInt8	orderDay
	Order day. More...
UInt32	quantity
	New order quantity. More...
PriceTypeCodes::Enum	priceType
	Price type code. More...
Decimal	price
	New order price. More...
SideCodesOrder::Enum	side
	Side code. More...
PositionEffect::Enum	positionEffect
	Position effect value. More...
CoverageCodes::Enum	coverage
	Coverage code. More...
NBBOProtection::Enum	nbboProtection
	NBBO Protection. More...
TimeInForce::Enum	timeInForce
	Desired duration. More...
OriginTypeCodes::Enum	originType
	Origin type code. More...
std::string	account
	User profile. More...
std::string	executingGiveUpFirmNumber
	Executing or Give Up Firm number associated with the order. More...
OptionalFields::Enum	optionalFields
	A bit field used to indicate the presence of optional data fields. More...
std::string	correspondentFirm
	Used to identify the Correspondent Firm. More...
std::string	subAccount
	User profile. More...
std::string	cmtaFirmNumber
	Clearing Firm number. More...
std::string	extensions
	Extensions. More...
std::string	optionalData
	Text field. More...
std::string	userAssignedId
	User assigned order identifier. More...
std::string	originatorFirmNumber
	The member firm acronym that originated the order. More...
ContingencyTypes::Enum	contingency_contingencyType
	Contingency type code. More...
PriceTypeCodes::Enum	contingency_priceType
	Price type code. More...
Decimal	contingency_price
	Contingency price. More...
UInt32	contingency_volume
	Contingency volume available to trade. More...
std::string	preferred
	PMM. More...
std::string	clearingInfo
	Clearing info. More...
UInt32	quantityToCancel
	If resting quantity is different, the original order will be canceled and the replace order will be rejected. More...

Friends
class	Serializer

Detailed Description

Order Format 1: Cancel / Replace.

Constructor & Destructor Documentation

OrderFormat1CancelReplace

(

)

Default constructor.

Member Function Documentation

std::string toString ( ) const

virtual

Returns string representation.

Implements Message.

MessageType::Enum type ( ) const

inlinevirtual

Message type.

Implements Message.

void validate ( ) const

virtual

Validates message data by checking length limits for strings.

Throws std::invalid_artument exception if message content is invalid.

Implements Message.

Member Data Documentation

std::string account

User profile.

std::string branch

Used by the originator of the new order.

Must be a three character alpha only field in uppercase.

UInt16 branchSequenceNumber

Numeric field used by the originator to uniquely identify the new order.

Limited to 9999 at this time.

std::string clearingInfo

Clearing info.

Up to 255 bytes. For future use.

std::string cmtaFirmNumber

Clearing Firm number.

ContingencyTypes::Enum contingency_contingencyType

Contingency type code.

Decimal contingency_price

Contingency price.

PriceTypeCodes::Enum contingency_priceType

Price type code.

UInt32 contingency_volume

Contingency volume available to trade.

std::string correspondentFirm

Used to identify the Correspondent Firm.

CoverageCodes::Enum coverage

Coverage code.

std::string executingGiveUpFirmNumber

Executing or Give Up Firm number associated with the order.

std::string extensions

Extensions.

Up to 255 bytes.

NBBOProtection::Enum nbboProtection

NBBO Protection.

std::string optionalData

Text field.

OptionalFields::Enum optionalFields

A bit field used to indicate the presence of optional data fields.

Each bit position corresponds to an optional data field.

UInt8 orderDay

Order day.

UInt8 orderMonth

Order month.

UInt16 orderYear

Order year.

std::string originalOrderBranch

From the original order.

UInt16 originalOrderBranchSequenceNumber

From the original order.

std::string originalOrderCorrespondentFirm

From the original order.

UInt8 originalOrderDay

Original order day.

std::string originalOrderExecutingGiveUpFirmNumber

From the original order.

UInt32 originalOrderHighId

From the original order.

UInt32 originalOrderLowId

From the original order.

UInt8 originalOrderMonth

Original order month.

TradingSessionCodes::Enum originalOrderTradingSessionId

Trading session code.

UInt16 originalOrderYear

Original order year.

std::string originalUserAssignedId

From the original order.

std::string originatorFirmNumber

The member firm acronym that originated the order.

OriginTypeCodes::Enum originType

Origin type code.

PositionEffect::Enum positionEffect

Position effect value.

std::string preferred

PMM.

Decimal price

New order price.

PriceTypeCodes::Enum priceType

Price type code.

UInt32 productKey

Unique product identifier.

This key is unique for the trading session.

UInt32 quantity

New order quantity.

UInt32 quantityToCancel

If resting quantity is different, the original order will be canceled and the replace order will be rejected.

SideCodesOrder::Enum side

Side code.

std::string subAccount

User profile.

TimeInForce::Enum timeInForce

Desired duration.

std::string userAssignedId

User assigned order identifier.