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

Public Member Functions
	FuturesTradeCancellation (const FuturesTradeCancellation &)
	Copy constructor.
const FuturesTradeCancellation &	operator= (const FuturesTradeCancellation &rhs)
	Assignment operator.
	~FuturesTradeCancellation ()
	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
	Futures series symbol.
Month::Enum	deliveryMonth () const
	Delivery month for the contract.
UInt32	deliveryYear () const
	Delivery year of the contract.
ExponentialNumber	volume () const
	Number of contracts being cancelled.
ExponentialNumber	tradePrice () const
	Estimated price at which the transaction took place.
const ExchangeTimestamp &	stampTime () const
	Time of the option trade.
PriceIndicator::Enum	priceIndicatorMarker () const
	Identifies the type of transaction.
Protected Attributes
Implementation *	impl

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.

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::FuturesTradeCancellation. The same value is accessible through header().type() call.

Implements Message.