OrderCancelReplaceRequest

struct OrderCancelReplaceRequest

FIX OrderCancelReplaceRequest <G> message.

The Order Cancel/Replace Request <G> (a.k.a. Order Modification Request) is used to change the parameters of an existing 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>

std::span<Party const> no_party_ids

NoPartyIDS <453>

std::string_view orig_cl_ord_id

OrigClOrdID <41> (required)

std::string_view cl_ord_id

ClOrdID <11> (required)

std::string_view secondary_cl_ord_id

SecondaryClOrdID <526>

std::string_view account

Account <1>

std::string_view symbol

Symbol <55> (required)

std::string_view security_exchange

SecurityExchange <207> (required)

roq::utils::Number order_qty

OrderQty <38> (required)

roq::utils::Number price

Price <44>

roq::fix::Side side = {}

Side <54> (required)

std::chrono::milliseconds transact_time = {}

TransactTime <60> (required)

roq::fix::OrdType ord_type = {}

OrdType <40> (required)

Public Static Functions

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

Decode.