ExecutionReport#

struct ExecutionReport#

FIX ExecutionReport <8> message.

This message is used to report current status of an order.

Public Functions

std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#: Encode to buffer.

bool is_valid() const#: Validate if message contains all required fields.

Public Members

std::string_view order_id#: OrderID <37> (required)

std::string_view secondary_cl_ord_id#: SecondaryClOrdID <526>

std::string_view cl_ord_id#: ClOrdID <11>

std::string_view orig_cl_ord_id#: OrigClOrdID <41>

std::string_view ord_status_req_id#: OrdStatusReqID <790>

std::string_view mass_status_req_id#: MassStatusReqID <584>

uint32_t tot_num_reports = {}#: TotNumReports <911>

bool last_rpt_requested = false#: LastRptRequested <912>

std::span<Party const> no_party_ids#: NoPartyIDS <453>

std::string_view exec_id#: ExecID <17> (required)

roq::fix::ExecType exec_type = {}#: ExecType <150> (required)

roq::fix::OrdStatus ord_status = {}#: OrdStatus <39> (required)

bool working_indicator = false#: WorkingIndicator <636>

roq::fix::OrdRejReason ord_rej_reason = {}#: OrdRejReason <103>

std::string_view account#: Account <1>

roq::fix::AccountType account_type = {}#: AccountType <581>

std::string_view symbol#: Symbol <55> (required)

std::string_view security_exchange#: SecurityExchange <207> (required)

roq::fix::Side side = {}#: Side <54> (required)

roq::fix::OrdType ord_type = {}#: OrdType <40>

Decimal order_qty = {}#: OrderQty <38>

Decimal price = {}#: Price <44>

Decimal stop_px = {}#: StopPx <99>

std::string_view currency#: Currency <15>

roq::fix::TimeInForce time_in_force = {}#: TimeInForce <59>

std::string_view exec_inst#: ExecInst <18>

Decimal last_qty = {}#: LastQty <32>

Decimal last_px = {}#: LastPx <31>

std::string_view trading_session_id#: TradingSessionID <336>

Decimal leaves_qty = {}#: LeavesQty <151> (required)

Decimal cum_qty = {}#: CumQty <14> (required)

Decimal avg_px = {}#: AvgPx <6> (required)

std::chrono::milliseconds transact_time = {}#: TransactTime <60>

roq::fix::PositionEffect position_effect = {}#: PositionEffect <77>

Decimal max_show = {}#: MaxShow <210>

std::string_view text#: Text <58>

roq::fix::LastLiquidityInd last_liquidity_ind = {}#: LastLiquidityInd <851>

Public Static Functions

static ExecutionReport create(roq::fix::Message const&, std::span<std::byte> const &data)#: Decode.