QuoteCancelResponse Class Reference

Quote Cancel Response. More...

Classes
class	Quote
	Quote cancel. More...

Public Types
typedef std::vector< Quote >	CancelQuotes
	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...
	QuoteCancelResponse ()
	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 (Symbol) as identified by CBOE. More...
TradingSessionCodes::Enum	tradingSessionId
	Trading session code. More...
UInt32	quoteCancelId
	Unique Id. More...
UInt8	priceScale
	Represents the scale of the quote prices. More...
ActivityReason::Enum	reasonCode
	Activity reason. More...
UInt64	timestamp
	Epoch timestamp in nanoseconds since epoch date (January 1, 1970). More...
CancelQuotes	cancelQuotes

Friends
class	Serializer

Detailed Description

Quote Cancel Response.

Member Typedef Documentation

typedef std::vector<Quote> CancelQuotes

Quote cancels.

Max is 400 quotes.

Constructor & Destructor Documentation

QuoteCancelResponse

(

)

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 (Symbol) as identified by CBOE.

UInt8 priceScale

Represents the scale of the quote prices.

UInt32 quoteCancelId

Unique Id.

ActivityReason::Enum reasonCode

Activity reason.

UInt64 timestamp

Epoch timestamp in nanoseconds since epoch date (January 1, 1970).

TradingSessionCodes::Enum tradingSessionId

Trading session code.