OrderCancelReject#

struct OrderCancelReject#

The Order Cancel Reject <9> message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Requests to change price or decrease quantity are executed only when an outstanding quantity exists. Filled orders cannot be changed (i.e quantity reduced or price change. However, the broker/sellside may support increasing the order quantity on a currently filled order).

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 order_id#: OrderID <37> (required)

std::string_view secondary_cl_ord_id#: SecondaryClOrdID <526>

std::string_view cl_ord_id#: ClOrdID <11> (required)

std::string_view orig_cl_ord_id#: OrigClOrdID <41> (required)

roq::fix::OrdStatus ord_status = {}#: OrdStatus <39>

bool working_indicator = false#: WorkingIndicator <636>

std::string_view account#: Account <1>

roq::fix::CxlRejResponseTo cxl_rej_response_to = {}#: CxlRejResponseTo <434>

roq::fix::CxlRejReason cxl_rej_reason = {}#: CxlRejReason <102>

std::string_view text#: Text <58>

Public Static Functions

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