StrategyTradeCancellation 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
	StrategyTradeCancellation (const StrategyTradeCancellation &)
	Copy constructor.
const StrategyTradeCancellation &	operator= (const StrategyTradeCancellation &rhs)
	Assignment operator.
	~StrategyTradeCancellation ()
	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 *	symbol () const
	Identification of the strategy The legs (underlying) are defined in message type NS (OnixS::MX::Hsvf::StrategySummary).
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.
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 Strategy Summary message (message type NS, OnixS::MX::Hsvf::StrategySummary) 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.

const char* symbol

(

)

const

Identification of the strategy The legs (underlying) are defined in message type NS (OnixS::MX::Hsvf::StrategySummary).

Alphanumeric with ".","+","-"

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

Implements Message.