OrderFormat2CancelReplace Class Reference

Order Format 2: Order Cancel / Replace. 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...
	OrderFormat2CancelReplace ()
	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...
UInt32	originalOrderHighId
	From original order. More...
UInt32	originalOrderLowId
	From original order. More...
UInt32	quantityToCancel
	If resting quantity is different, the original order will be canceled and the replace order will be rejected. More...
std::string	userAssignedCancelReplaceId
	User assigned order cancel identifier. More...
std::string	branch
	Fixed 3 byte branch. More...
UInt16	branchSequenceNumber
	Numeric field used by the originator to uniquely identify the order. More...
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
UInt32	quantity
	New order quantity. 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...
bool	nbboProtection
	NBBO Protection. More...
bool	isIOC
	Is IOC. More...
OriginTypeCodes::Enum	originType
	Origin type. More...
std::string	cmtaFirmNumber
	Clearing Firm number. More...
std::string	preferred
	PMM. More...
std::string	userAssignedId
	User Assigned Id. More...

Friends
class	Serializer

Detailed Description

Order Format 2: Order Cancel / Replace.

Constructor & Destructor Documentation

OrderFormat2CancelReplace

(

)

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.

std::string cmtaFirmNumber

Clearing Firm number.

CoverageCodes::Enum coverage

Coverage code.

bool isIOC

Is IOC.

bool nbboProtection

NBBO Protection.

UInt32 originalOrderHighId

From original order.

UInt32 originalOrderLowId

From original order.

OriginTypeCodes::Enum originType

Origin type.

PositionEffect::Enum positionEffect

Position effect value.

std::string preferred

PMM.

Decimal price

New order price.

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.

TradingSessionCodes::Enum tradingSessionId

Trading session code.

std::string userAssignedCancelReplaceId

User assigned order cancel identifier.

std::string userAssignedId

User Assigned Id.