OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
OrderCancelMsg Struct Reference

#include <OnixS/eSpeed/MarketData/Itch/Messages/OrderCancelMsg.h>

Public Member Functions

UInt64 timestamp () const
UInt32 orderReferenceNumber () const
UInt32 transactionId () const
UInt32 orderBookId () const
Side::Enum side () const ONIXS_ESPEED_ITCH_NOTHROW
Quantity canceledQuantity () const
 OrderCancelMsg (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
- Public Member Functions inherited from IncomingMessage
 IncomingMessage (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
MessageType::Enum type () const ONIXS_ESPEED_ITCH_NOTHROW
- Public Member Functions inherited from BinaryMessage< BigEndianConverter >
 BinaryMessage (const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
const void * binary () const ONIXS_ESPEED_ITCH_NOTHROW
MessageSize binarySize () const ONIXS_ESPEED_ITCH_NOTHROW
BinaryMessageoperator= (const BinaryMessage &other) ONIXS_ESPEED_ITCH_NOTHROW

Static Public Member Functions

static void validateSize (MessageSize size)

Static Public Attributes

static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 26

Additional Inherited Members

- Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize BinarySize
- Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue ordinary (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
const FieldValue & ordinaryRef (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
Enumeration::Enum enumeration (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
StrRef fixedStr (BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW

Detailed Description

This message is sent whenever an order in the book is modified as a result of either a partial cancellation or complete cancellation.

Definition at line 30 of file OrderCancelMsg.h.

Constructor & Destructor Documentation

OrderCancelMsg ( const void *  data,
MessageSize  size 

Initializes instance over given memory block.

Definition at line 82 of file OrderCancelMsg.h.

Member Function Documentation

Quantity canceledQuantity ( ) const

The quantity being removed from the display size as the result of a cancellation.

Definition at line 66 of file OrderCancelMsg.h.

UInt32 orderBookId ( ) const

Unique Order book identifier of a UST security.

Definition at line 52 of file OrderCancelMsg.h.

UInt32 orderReferenceNumber ( ) const

The reference number of the order being reduced.

Definition at line 39 of file OrderCancelMsg.h.

Side::Enum side ( ) const

The type of order being added.

Definition at line 58 of file OrderCancelMsg.h.

UInt64 timestamp ( ) const


Definition at line 33 of file OrderCancelMsg.h.

UInt32 transactionId ( ) const

Transaction ID corresponding to the transaction ID in the response message.

Definition at line 46 of file OrderCancelMsg.h.

static void validateSize ( MessageSize  size)

Check the given size.

Definition at line 75 of file OrderCancelMsg.h.

Member Data Documentation

Total message size.

Definition at line 72 of file OrderCancelMsg.h.

The documentation for this struct was generated from the following file: