Order Cancel (X): a partial cancellation reduced the shares of a resting order. More...

#include <messages.hpp>

Public Attributes
char	message_type = 'X'
	Always 'X'.

uint16_t	stock_locate
	Locate code identifying the security.

uint16_t	tracking_number
	Nasdaq internal tracking number.

uint64_t	timestamp
	Nanoseconds past midnight.

uint64_t	order_reference_number
	Reference number of the cancelled order.

uint32_t	cancelled_shares
	Number of shares cancelled.

Detailed Description

Order Cancel (X): a partial cancellation reduced the shares of a resting order.

Sent when an order on the book is modified by a partial cancellation: the specified number of shares is removed from the order's display size while the order itself remains on the book. A full cancellation is conveyed by an Order Delete (D) message instead.

Definition at line 285 of file messages.hpp.

Member Data Documentation

◆ message_type

char itch::OrderCancelMessage::message_type = 'X'

Always 'X'.

Definition at line 286 of file messages.hpp.

◆ stock_locate

uint16_t itch::OrderCancelMessage::stock_locate

Locate code identifying the security.

Definition at line 287 of file messages.hpp.

◆ tracking_number

uint16_t itch::OrderCancelMessage::tracking_number

Nasdaq internal tracking number.

Definition at line 288 of file messages.hpp.

◆ timestamp

uint64_t itch::OrderCancelMessage::timestamp

Nanoseconds past midnight.

Definition at line 289 of file messages.hpp.

◆ order_reference_number

uint64_t itch::OrderCancelMessage::order_reference_number

Reference number of the cancelled order.

Definition at line 290 of file messages.hpp.

◆ cancelled_shares

uint32_t itch::OrderCancelMessage::cancelled_shares

Number of shares cancelled.

Definition at line 291 of file messages.hpp.

The documentation for this struct was generated from the following file:

messages.hpp

Public Attributes