OnixS CBOE CMi2 Trading Handler for C++  1.1.3.0
Public Member Functions | Public Attributes | Friends | List of all members
OrderFormat2Cancel Class Reference

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

Detailed Description

Order Format 2: 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 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.