OptionTradeCancellation Class Reference

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

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

Public Attributes
ExchangeId::Enum	exchangeId
	Exchange on which the trade occurred.
std::string	symbolRoot
	Option base symbol.
Date	expiryDate
	expiry date of the option.
CallPutCode::Enum	callPutCode
	Call Put Code.
Rational	strikePrice
	Strike price in full.
CorporateAction::Enum	corporateAction
	Corporate Action.
UInt64	volume
	Number of contracts being cancelled.
Rational	tradePrice
	Price at which the transaction took place.
Time	stampTime
	Time of the option trade.
UInt64	openInterest
	Open long position of the option series, as of the trade.
PriceIndicator::Enum	priceIndicatorMarker
	Price Indicator Marker.

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 an Option Summary message (message type N) which will reflect the corrected market.