OrderMassCancelReport#
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struct OrderMassCancelReport#
FIX OrderMassCancelReport <r> message.
The Order Mass Cancel Report <r> is used to acknowledge an Order Mass Cancel Request <q>. Note that each affected order that is canceled is acknowledged with a separate Execution Report <8> or Order Cancel Reject <9> message.
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 cl_ord_id#
ClOrdID <11> (required)
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std::string_view order_id#
OrderID <37> (required)
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roq::fix::MassCancelRequestType mass_cancel_request_type = {}#
MassCancelRequestType <530> (required)
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roq::fix::MassCancelResponse mass_cancel_response = {}#
MassCancelResponse <531> (required)
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roq::fix::MassCancelRejectReason mass_cancel_reject_reason = {}#
MassCancelRejectReason <532>
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uint32_t total_affected_orders = {}#
TotalAffectedOrders <533>
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std::string_view symbol#
Symbol <55>
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std::string_view security_exchange#
SecurityExchange <207>
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std::string_view text#
Text <58>
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std::span<Party const> no_party_ids#
NoPartyIDS <453>
Public Static Functions
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static OrderMassCancelReport 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#