OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.13.1
API documentation
DeleteOrder Struct Reference

#include <DeleteOrder.h>

Public Types

enum  { messageType = 'F' }

Public Member Functions

 DeleteOrder ()
 DeleteOrder (const char *data, size_t dataSize)
void deserialize (const char *data, 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

Message type constant.


Definition at line 38 of file DeleteOrder.h.

Constructor & Destructor Documentation

Default constructor.

DeleteOrder ( const char *  data,
size_t  dataSize 

Initialize from raw message data.

Member Function Documentation

void deserialize ( const char *  data,
size_t  dataSize 

Deserialize from raw data.

void reset ( )

Reset all fields to default values.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

DateTime dateTime

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

Definition at line 47 of file DeleteOrder.h.

MarketId marketId

Unique identifier of the market.

Definition at line 41 of file DeleteOrder.h.

OrderId orderId

Unique identifier of the order.

Definition at line 44 of file DeleteOrder.h.

DateTime requestTradingEngineReceivedTimestamp

This field can be used to get the time the trading engine received the request that triggers 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 could be set to different values or 0 for some scenarios. Please refer to the FAQs for more details.

Definition at line 59 of file DeleteOrder.h.

int sequenceWithinMillis

Can be used in conjunction with DateTime field for priority of orders within same milliseconds time.

Definition at line 51 of file DeleteOrder.h.

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