MarketDataRequest

struct MarketDataRequest

FIX MarketDataRequest <V> message.

Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request <V> is a general request for market data on specific securities or forex quotes.

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 md_req_id

MdReqId <262> (required)

roq::fix::SubscriptionRequestType subscription_request_type = {}

SubscriptionRequestType <263> (required)

uint32_t market_depth = {}

MarketDepth <264>

roq::fix::MDUpdateType md_update_type = {}

MDUpdateType <265>

bool aggregated_book = false

AggregatedBook <266>

std::span<MDReq const> no_md_entry_types

NoMdEntryTypes <267> (required)

std::span<InstrmtMDReq const> no_related_sym

NoRelatedSym <146> (required)

std::span<TradingSession const> no_trading_sessions

NoTradingSessions <386>

std::string_view custom_type

CustomType <20000>

roq::utils::Number custom_value

CustomValue <20001>

Public Static Functions

static MarketDataRequest create(roq::fix::Message const&, std::span<std::byte> const &data)

Decode.