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<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<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)

Decimal order_qty = {}

OrderQty <38> (required)

roq::fix::OrdType ord_type = {}

OrdType <40> (required)

Decimal price = {}

Price <44>

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>

Decimal max_show = {}

MaxShow <210>

Public Static Functions

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

Decode.