NewOrderSingle#
-
struct NewOrderSingle#
FIX NewOrderSingle <D> message.
The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.
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 cl_ord_id#
ClOrdID <11> (required)
-
std::string_view secondary_cl_ord_id#
SecondaryClOrdID <526>
-
std::span<Party const> no_party_ids#
NoPartyIDS <453>
-
std::string_view account#
Account <1>
-
std::string_view exec_inst#
ExecInst <18>
-
std::span<TradingSession const> no_trading_sessions#
NoTradingSessions <386>
-
std::string_view symbol#
Symbol <55> (required)
-
std::string_view security_exchange#
SecurityExchange <207> (required)
-
std::chrono::milliseconds transact_time = {}#
TransactTime <60> (required)
-
roq::utils::Number order_qty#
OrderQty <38> (required)
-
roq::utils::Number price#
Price <44>
-
roq::utils::Number stop_px#
StopPx <99>
-
roq::fix::TimeInForce time_in_force = {}#
TimeInForce <59> (required)
-
std::string_view text#
Text <58>
-
roq::fix::PositionEffect position_effect = {}#
PositionEffect <77>
-
roq::utils::Number max_show#
MaxShow <210>
Public Static Functions
-
static NewOrderSingle create(roq::fix::Message const&, std::span<std::byte> const &data)#
Decode.
-
std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#