ExecutionReport#
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struct ExecutionReport#
FIX ExecutionReport <8> message.
The Execution Report <8> message is used to: …
Public Functions
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#
Encode to buffer.
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bool is_valid() const#
Validate if message contains all required fields.
Public Members
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std::string_view order_id#
OrderID <37> (required)
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std::string_view secondary_cl_ord_id#
SecondaryClOrdID <526>
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std::string_view cl_ord_id#
ClOrdID <11>
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std::string_view orig_cl_ord_id#
OrigClOrdID <41>
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std::string_view ord_status_req_id#
OrdStatusReqID <790>
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std::string_view mass_status_req_id#
MassStatusReqID <584>
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uint32_t tot_num_reports = {}#
TotNumReports <911>
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bool last_rpt_requested = false#
LastRptRequested <912>
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std::span<Party const> no_party_ids#
NoPartyIDS <453>
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std::string_view exec_id#
ExecID <17> (required)
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bool working_indicator = false#
WorkingIndicator <636>
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roq::fix::OrdRejReason ord_rej_reason = {}#
OrdRejReason <103>
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std::string_view account#
Account <1>
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roq::fix::AccountType account_type = {}#
AccountType <581>
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std::string_view symbol#
Symbol <55> (required)
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std::string_view security_exchange#
SecurityExchange <207> (required)
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roq::utils::Number order_qty#
OrderQty <38>
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roq::utils::Number price#
Price <44>
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roq::utils::Number stop_px#
StopPx <99>
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std::string_view currency#
Currency <15>
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roq::fix::TimeInForce time_in_force = {}#
TimeInForce <59>
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std::string_view exec_inst#
ExecInst <18>
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roq::utils::Number last_qty#
LastQty <32>
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roq::utils::Number last_px#
LastPx <31>
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std::string_view trading_session_id#
TradingSessionID <336>
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roq::utils::Number leaves_qty#
LeavesQty <151> (required)
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roq::utils::Number cum_qty#
CumQty <14> (required)
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roq::utils::Number avg_px#
AvgPx <6> (required)
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std::chrono::milliseconds transact_time = {}#
TransactTime <60>
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roq::fix::PositionEffect position_effect = {}#
PositionEffect <77>
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roq::utils::Number max_show#
MaxShow <210>
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std::string_view text#
Text <58>
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roq::fix::LastLiquidityInd last_liquidity_ind = {}#
LastLiquidityInd <851>
Public Static Functions
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static ExecutionReport create(roq::fix::Message const&, std::span<std::byte> const &data)#
Decode.
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#