Modulus Financial Engineering
NAQ Professional Data Feed API (Level I and Level II)

ProcessL2CanadianCancel

This event will fire throughout the trading session, after calling WatchL2.

Update Key = Symbol, Book, MarketMakerID, OrderID, BidOrAsk
If there is an entry in your table with this update key, remove it.

Ignore this message if you are using the supplied grid Level II interface, as the grid control automatically recognizes this message.

ProcessL2CanadianCancel (BSTR Symbol, BSTR MarketMakerID, BSTR OrderID, Level2Book Book, BidAsk BidOrAsk)

Remarks

The ProcessL2CanadianCancel event is for Canadian equities only.