OnixS CBOE CMi2 Trading Handler for C++  1.1.3.0
Public Member Functions | Public Attributes | Friends | List of all members
OrderFormat1CancelRequest Class Reference

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 Member Functions inherited from Message
SerializedMessage toSerialized () const
 Returns serialized representation. More...
 
virtual ~Message ()
 Destructor. 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
 

Detailed Description

Order Format 1: Order Cancel.

Constructor & Destructor Documentation

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 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.