The Order Cancel Reject message is in response to a Client's Cancel Request or Order Revision Request that cannot be honoured by the Exchange. More...
Public Member Functions | |
OrderCancelReject () | |
Constructor. | |
OrderCancelReject (const OrderCancelReject &) | |
Copy constructor. | |
~OrderCancelReject () | |
Destructor. | |
OrderCancelReject & | operator= (const OrderCancelReject &) |
Assignment. | |
SequenceNumber | messageSequenceNumber () const |
Get internal sequence number. | |
ClientOrderId | clOrdId () const |
Get client order cancel request ID. | |
ClientOrderId | origClOrdId () const |
Get client order ID that was the subject of the cancellation or revision request. | |
OrderId | orderId () const |
Get exchange Order ID. | |
CancelRejectResponse::Enum | cxlRejResponseTo () const |
Identifies the type of request that a Cancel Reject is in response to. | |
ReturnCode::Enum | returnCode () const |
Get exchange response status. | |
RejectionReason::Enum | cxlRejReason () const |
Get cancel rejection reason. | |
const String & | text () const |
Get message from the Exchange. | |
const String & | riskId () const |
Get the Risk Manager's ITM. | |
std::string | toString () const |
Dump state to string. | |
void | serialize (MessageSerializer &) |
Serialize data (for internal use) |
The Order Cancel Reject message is in response to a Client's Cancel Request or Order Revision Request that cannot be honoured by the Exchange.