FuturesTradeCancellation Class Reference

A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade. More...

Public Member Functions
	FuturesTradeCancellation ()
	Initialize default instance.
std::string	toString () const
	Returns string representation.

Public Attributes
ExchangeId::Enum	exchangeId
	Exchange on which the trade occurred.
std::string	symbolRoot
	Futures series symbol.
Date	expiryDate
	expiry date of the future.
CorporateAction::Enum	corporateAction
	Corporate Action.
UInt64	volume
	Number of contracts being cancelled.
Rational	tradePrice
	Estimated price at which the transaction took place.
Time	stampTime
	Time of the option trade.
PriceIndicator::Enum	priceIndicatorMarker
	Identifies the type of transaction.

Additional Inherited Members
Protected Member Functions inherited from Message
virtual	~Message ()
	Finalize instance.

Detailed Description

A cancellation will reduce the total volume, value and transactions by the amount of the cancelled trade.

A cancellation message is followed by a Future Summary message (message type NF) which will reflect the corrected market.