FutureOptionsTradeCancellation Class Reference

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

List of all members.

Public Member Functions
	FutureOptionsTradeCancellation (const FutureOptionsTradeCancellation &)
	Copy constructor.
const FutureOptionsTradeCancellation &	operator= (const FutureOptionsTradeCancellation &rhs)
	Assignment operator.
	~FutureOptionsTradeCancellation ()
	Destructor.
const HighResolutionTime &	receivingTime () const
	Returns high-resolution time when message was received.
MessageType::Enum	type () const
	Message type in therm of MessageType enumeration (see Enums.h).
const MessageHeader &	header () const
	Access to the message header.
std::string	toString () const
	String representation.
ExchangeID::Enum	exchangeID () const
	Exchange on which the trade occurred.
const char *	rootSymbol () const
	Option symbol.
Month::Enum	contractMonth () const
	Option month.
UInt32	expiryYear () const
	The expiry year.
CallPutCode::Enum	callPutCode () const
	Call/Put code.
ExponentialNumber	strikePrice () const
	Strike price in full.
ExponentialNumber	volume () const
	Number of contracts being cancelled.
ExponentialNumber	price () const
	Price at which the transaction took place.
PriceIndicator::Enum	priceIndicatorMarker () const
const ExchangeTimestamp &	stampTime () const
	Time of the option trade.
ExponentialNumber	openInterest () const
	Outstanding number of contracts in the series as of the previous day.
Protected Attributes
Implementation *	impl

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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 Options Summary message (message type NB, OnixS::MS::Hsvf::FutureOptionsSummary) which will reflect the corrected market.

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Member Function Documentation

const HighResolutionTime& receivingTime

(

)

const [virtual]

Returns high-resolution time when message was received.

If the Handler is executed in live mode, returned value represents time when message was obtained from the network.

Implements Message.

std::string toString

(

)

const [virtual]

String representation.

Return value exposes parsing errors as long as those present in source message data.

Implements Message.

MessageType::Enum type

(

)

const [virtual]

Message type in therm of MessageType enumeration (see Enums.h).

Always has the same value: MessageType::FutureOptionsTradeCancellation. The same value is accessible through header().type() call.

Implements Message.