Order Format 2: 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... | |
OrderFormat2Cancel () | |
Default constructor. More... | |
Public Attributes | |
UInt32 | productKey |
Unique product identifier. More... | |
std::string | branch |
Fixed 3 byte branch. More... | |
UInt16 | branchSequenceNumber |
Numeric field used by the originator to uniquely identify the order. More... | |
UInt32 | originalOrderHighId |
Order ID of the original order. More... | |
UInt32 | originalOrderLowId |
Order ID of the original order. More... | |
TradingSessionCodes::Enum | tradingSessionId |
Trading session code. More... | |
std::string | userAssignedCancelId |
User assigned order identifier. More... | |
std::string | filler |
Friends | |
class | Serializer |
Order Format 2: 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 branch |
Fixed 3 byte branch.
UInt16 branchSequenceNumber |
Numeric field used by the originator to uniquely identify the order.
Limited to 9999 at this time.
UInt32 originalOrderHighId |
Order ID of the original order.
UInt32 originalOrderLowId |
Order ID of the original order.
UInt32 productKey |
Unique product identifier.
This key is unique for the trading session.
TradingSessionCodes::Enum tradingSessionId |
Trading session code.
std::string userAssignedCancelId |
User assigned order identifier.