Order Format 1: Order Cancel. 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... | |
OrderFormat1CancelRequest () | |
Default constructor. More... | |
Public Attributes | |
TradingSessionCodes::Enum | originalOrderTradingSessionId |
Trading session code. More... | |
UInt32 | productKey |
Unique product identifier. More... | |
std::string | originalOrderBranch |
Used by the originator of the order. More... | |
UInt16 | originalOrderBranchSequenceNumber |
Used to identify the order. More... | |
UInt16 | originalOrderYear |
Order year. More... | |
UInt8 | originalOrderMonth |
Order month. More... | |
UInt8 | originalOrderDay |
Order day. More... | |
UInt32 | quantityToCancel |
Cancel quantity amount. More... | |
std::string | originalOrderCorrespondentFirm |
Used to identify the Correspondent Firm. More... | |
UInt32 | originalOrderHighId |
Order ID. More... | |
UInt32 | originalOrderLowId |
Order ID. More... | |
std::string | originalOrderExecutingGiveUpFirmNumber |
Executing or Give Up Firm number associated with the order. More... | |
std::string | userAssignedId |
User assigned order identifier. More... | |
Friends | |
class | Serializer |
Order Format 1: Order Cancel.
Default constructor.
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virtual |
Returns string representation.
Implements Message.
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inlinevirtual |
Message type.
Implements Message.
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virtual |
Validates message data by checking length limits for strings.
Throws std::invalid_artument exception if message content is invalid.
Implements Message.
std::string originalOrderBranch |
Used by the originator of the order.
Must be a three character alpha only field in uppercase.
UInt16 originalOrderBranchSequenceNumber |
Used to identify the order.
std::string originalOrderCorrespondentFirm |
Used to identify the Correspondent Firm.
UInt8 originalOrderDay |
Order day.
std::string originalOrderExecutingGiveUpFirmNumber |
Executing or Give Up Firm number associated with the order.
UInt32 originalOrderHighId |
Order ID.
UInt32 originalOrderLowId |
Order ID.
UInt8 originalOrderMonth |
Order month.
TradingSessionCodes::Enum originalOrderTradingSessionId |
Trading session code.
UInt16 originalOrderYear |
Order year.
UInt32 productKey |
Unique product identifier.
This key is unique for the trading session.
UInt32 quantityToCancel |
Cancel quantity amount.
std::string userAssignedId |
User assigned order identifier.