DeleteOrder Struct Reference

#include <DeleteOrder.h>

Public Types
enum

Public Member Functions
	DeleteOrder ()
	DeleteOrder (const char *data, std::size_t dataSize)
void	deserialize (const char *data, std::size_t dataSize)
void	reset ()
std::string	toString () const

Public Attributes
MarketId	marketId
OrderId	orderId
DateTime	dateTime
int	sequenceWithinMillis
DateTime	requestTradingEngineReceivedTimestamp

Detailed Description

Definition at line 35 of file DeleteOrder.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType	'F'

Definition at line 38 of file DeleteOrder.h.

Constructor & Destructor Documentation

DeleteOrder() [1/2]

DeleteOrder

(

)

Default constructor.

DeleteOrder() [2/2]

DeleteOrder	(	const char *	data,
		std::size_t	dataSize )

Initializes from raw message data.

Member Function Documentation

deserialize()

void deserialize	(	const char *	data,
		std::size_t	dataSize )

Deserializes from raw data.

reset()

void reset

(

)

Reset all fields to default values.

toString()

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

dateTime

DateTime dateTime

Quote entry date and time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 51 of file DeleteOrder.h.

marketId

MarketId marketId

Unique identifier of the market.

Definition at line 44 of file DeleteOrder.h.

orderId

OrderId orderId

Unique identifier of the order.

Definition at line 47 of file DeleteOrder.h.

requestTradingEngineReceivedTimestamp

DateTime requestTradingEngineReceivedTimestamp

This field can be used to get the time at which the trading engine received the request that triggered this message. The format is nanoseconds since Jan 1st, 1970, 00:00:00 GMT. The nanosecond part is currently 000 and might be supported later. Note: This field may be set to different values or to 0 in some scenarios. Please refer to the FAQs for more details.

Definition at line 63 of file DeleteOrder.h.

sequenceWithinMillis

int sequenceWithinMillis

Can be used in conjunction with the DateTime field to prioritize orders within the same millisecond.

Definition at line 55 of file DeleteOrder.h.