The Contract Notification List message is used to notify users when orders have been cancelled. More...
Public Types | |
enum | { MinNoOrders = 1, MaxNoOrders = 40 } |
Public Member Functions | |
CancelNotificationList () | |
Constructor. | |
CancelNotificationList (const CancelNotificationList &) | |
Copy constructor. | |
~CancelNotificationList () | |
Destructor. | |
CancelNotificationList & | operator= (const CancelNotificationList &) |
Assignment. | |
SequenceNumber | messageSequenceNumber () const |
Get internal sequence number. | |
ClientOrderId | clOrdId () const |
Get client order or client request ID. Either ClOrdID or ListID will be returned in this message. | |
ClientOrderId | listId () const |
Either ClOrdID or ListID will be returned in this message. | |
const String & | origCompId () const |
This is only present in messages that are sent to the Drop Copy server and specifies the ITM to whom the original execution report was sent. | |
ReturnCode::Enum | returnCode () const |
Get exchange response status. | |
bool | lastRptRequested () const |
Indicates the last message in a sequence. | |
const String & | riskId () const |
Get the Risk Manager's ITM. | |
OrderStatus::Enum | ordStatus () const |
Get order status. | |
UInt8 | noOrders () const |
Get number of order entries. | |
const CancelNotificationListDetail & | orderDetail (UInt8 index) const |
Get order detail at index. | |
std::string | toString () const |
Dump state to string. | |
void | serialize (MessageSerializer &) |
Serialize data (for internal use) |
The Contract Notification List message is used to notify users when orders have been cancelled.
It is designed to use less bandwidth than a full Execution Report.