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
 
ONIXS_ESPEED_ITCH_CONSTEXPR BinaryMessage (const BinaryMessage &other) 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 
)
inline

Initializes instance over given memory block.

Definition at line 82 of file OrderCancelMsg.h.

Member Function Documentation

Quantity canceledQuantity ( ) const
inline

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
inline

Unique Order book identifier of a UST security.

Definition at line 52 of file OrderCancelMsg.h.

UInt32 orderReferenceNumber ( ) const
inline

The reference number of the order being reduced.

Definition at line 39 of file OrderCancelMsg.h.

Side::Enum side ( ) const
inline

The type of order being added.

Definition at line 58 of file OrderCancelMsg.h.

UInt64 timestamp ( ) const
inline

Timestamp.

Definition at line 33 of file OrderCancelMsg.h.

UInt32 transactionId ( ) const
inline

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

Definition at line 46 of file OrderCancelMsg.h.

static void validateSize ( MessageSize  size)
inlinestatic

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: