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

Public Member Functions
	StrategyTradeCancellation ()
	Initialize default instance.

std::string	toString () const
	Returns string representation.

Public Attributes
ExchangeId::Enum	exchangeId
	Exchange on which the trade occurred.

std::string	symbol
	Identification of the strategy. More...

UInt64	volume
	Number of contracts being cancelled.

Rational	tradePrice
	Estimated price at which the transaction took place.

Time	stampTime
	Time of the option trade.

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 Strategy Summary message (message type NS) which will reflect the corrected market.

Member Data Documentation

std::string symbol

Identification of the strategy.

The legs (underlying) are defined in message type NS (OnixS::IDEM::SOLA::HSVF::MarketData::StrategySummary). Alphanumeric with ".","+","-".