OrderCancelReplaceRequest#
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struct OrderCancelReplaceRequest#
FIX OrderCancelReplaceRequest <G> message.
This message is used to modify an order.
Public Functions
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#
Encode to buffer.
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bool is_valid() const#
Validate if message contains all required fields.
Public Members
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std::string_view order_id#
OrderID <37>
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std::span<Party const> no_party_ids#
NoPartyIDS <453>
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std::string_view orig_cl_ord_id#
OrigClOrdID <41> (required)
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std::string_view cl_ord_id#
ClOrdID <11> (required)
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std::string_view secondary_cl_ord_id#
SecondaryClOrdID <526>
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std::string_view account#
Account <1>
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std::string_view symbol#
Symbol <55> (required)
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std::string_view security_exchange#
SecurityExchange <207> (required)
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Decimal order_qty = {}#
OrderQty <38>
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Decimal price = {}#
Price <44>
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std::chrono::milliseconds transact_time = {}#
TransactTime <60> (required)
Public Static Functions
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static OrderCancelReplaceRequest create(roq::fix::Message const&, std::span<std::byte> const &data)#
Decode.
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#