OrderMassCancelRequest

struct OrderMassCancelRequest

FIX OrderMassCancelRequest <q> message.

This message is used to cancel orders.

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)

roq::fix::MassCancelRequestType mass_cancel_request_type = {}

MassCancelRequestType <530> (required)

std::string_view trading_session_id

TradingSessionID <336>

std::string_view symbol

Symbol <55>

std::string_view security_exchange

SecurityExchange <207>

roq::fix::Side side = {}

Side <54>

std::chrono::milliseconds transact_time = {}

TransactTime <60> (required)

std::span<Party const> no_party_ids

NoPartyIDS <453>

Public Static Functions

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

Decode.