Trading Event: Rejection of a request to cancel an order. More...

Inheritance diagram for OrderCancelRejected:

Public Member Functions
	OrderCancelRejected ()

	OrderCancelRejected (ProtoByteBuffer buffer)

	OrderCancelRejected (int sequenceID, long orderID, string clOrdID, string exOrdID, string cxlID, string modelID, long timeExchange, long timeHandler, long timeApiServer, long timeApiClient, int feedID, int marketID, CancelRejectReason reason, string text)

override bool	Equals (Object rhs)

override int	GetHashCode ()

override string	ToString ()

Public Attributes
string	clOrdID
	Client-provided order ID. More...

string	cxlID
	Client-provided cancellation request ID. More...

string	exOrdID
	Exchange order ID. More...

int	feedID
	A unique identifier for the feed. More...

int	marketID
	A market ID, which identifies a unique financial instrument. More...

string	modelID

long	orderID
	Internal order ID. More...

CancelRejectReason	reason

int	sequenceID
	User sequence id. More...

string	text
	The text the venue sent us if any. More...

long	timeApiClient
	Timestamp at the client API (taken on the client host). More...

long	timeApiServer
	Timestamp in the client handler within Whisperer. More...

long	timeExchange
	Timestamp provided by the exchange. More...

long	timeHandler
	Timestamp exiting the feed handler within Whisperer. More...

Detailed Description

Trading Event: Rejection of a request to cancel an order.

Constructor & Destructor Documentation

◆ OrderCancelRejected() [1/3]

OrderCancelRejected ( )

◆ OrderCancelRejected() [2/3]

OrderCancelRejected ( ProtoByteBuffer buffer )

◆ OrderCancelRejected() [3/3]

OrderCancelRejected	(	int	sequenceID,
		long	orderID,
		string	clOrdID,
		string	exOrdID,
		string	cxlID,
		string	modelID,
		long	timeExchange,
		long	timeHandler,
		long	timeApiServer,
		long	timeApiClient,
		int	feedID,
		int	marketID,
		CancelRejectReason	reason,
		string	text
	)

Member Function Documentation

◆ Equals()

override bool Equals ( Object rhs )

◆ GetHashCode()

override int GetHashCode ( )

◆ ToString()

override string ToString ( )

Member Data Documentation

◆ sequenceID

int sequenceID

User sequence id.

◆ orderID

long orderID

Internal order ID.

◆ clOrdID

string clOrdID

Client-provided order ID.

◆ exOrdID

string exOrdID

Exchange order ID.

◆ cxlID

string cxlID

Client-provided cancellation request ID.

◆ modelID

string modelID

◆ timeExchange

long timeExchange

Timestamp provided by the exchange.

◆ timeHandler

long timeHandler

Timestamp exiting the feed handler within Whisperer.

◆ timeApiServer

long timeApiServer

Timestamp in the client handler within Whisperer.

◆ timeApiClient

long timeApiClient

Timestamp at the client API (taken on the client host).

◆ feedID

int feedID

A unique identifier for the feed.

◆ marketID

int marketID

A market ID, which identifies a unique financial instrument.

◆ reason

CancelRejectReason reason

◆ text

string text

The text the venue sent us if any.

Public Member Functions

Public Attributes