NewOrderSingle#

struct NewOrderSingle#

FIX NewOrderSingle <D> message.

This message is used to send an order request.

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<roq::codec::fix::Party const> no_party_ids#

NoPartyIDS <453>

std::string_view account#

Account <1>

roq::fix::HandlInst handl_inst = {}#

HandlInst <21>

std::string_view exec_inst#

ExecInst <18>

std::span<roq::codec::fix::TradingSession const> no_trading_sessions#

NoTradingSessions <386>

std::string_view symbol#

Symbol <55> (required)

std::string_view security_exchange#

SecurityExchange <207> (required)

roq::fix::Side side = {}#

Side <54> (required)

std::chrono::milliseconds transact_time = {}#

TransactTime <60> (required)

roq::Decimal order_qty = {}#

OrderQty <38> (required)

roq::fix::OrdType ord_type = {}#

OrdType <40> (required)

roq::Decimal price = {}#

Price <44>

roq::Decimal stop_px = {}#

StopPx <99>

roq::fix::TimeInForce time_in_force = {}#

TimeInForce <59>

std::string_view text#

Text <58>

roq::fix::PositionEffect position_effect = {}#

PositionEffect <77>

roq::Decimal max_show = {}#

MaxShow <210>

Public Static Functions

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

Decode.