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

Quote Cancel Request. More...

Classes

class  Quote
 Quote cancel. More...
 

Public Types

typedef std::vector< QuoteQuotes
 Quote cancels. 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...
 
 QuoteCancelRequest ()
 Default constructor. More...
 
- Public Member Functions inherited from Message
SerializedMessage toSerialized () const
 Returns serialized representation. More...
 
virtual ~Message ()
 Destructor. More...
 

Public Attributes

UInt32 classKey
 Unique identifier of a product class. More...
 
UInt32 quoteRequestId
 Unique Id. More...
 
TradingSessionCodes::Enum tradingSessionId
 Trading session code. More...
 
UInt8 isIncludeDetails
 Flag indicates if response should include the pricing information for canceled series. More...
 
Quotes quotes
 

Friends

class Serializer
 

Detailed Description

Quote Cancel Request.

Member Typedef Documentation

typedef std::vector<Quote> Quotes

Quote cancels.

Max is 400 quotes. -Set to zero if cancelling all quotes for a user. -Set to zero if cancelling quotes for a specific class for a user.

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

UInt32 classKey

Unique identifier of a product class.

-Set to zero if cancelling all quotes for a user. -Set to class key if cancelling quotes for a specific class for a user. -Set to class key if cancelling quotes for a specific product (series) for a user.

UInt8 isIncludeDetails

Flag indicates if response should include the pricing information for canceled series.

Set to 1 if details are desired. Applicable only for cancel by product (series).

UInt32 quoteRequestId

Unique Id.

TradingSessionCodes::Enum tradingSessionId

Trading session code.