OrderMassCancelRequest#
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struct OrderMassCancelRequest#
FIX OrderMassCancelRequest <q> message.
The Order Mass Cancel Request <q> message requests the cancelation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).
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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roq::fix::MassCancelRequestType mass_cancel_request_type = {}#
MassCancelRequestType <530> (required)
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std::string_view trading_session_id#
TradingSessionID <336>
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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::chrono::milliseconds transact_time = {}#
TransactTime <60> (required)
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std::span<Party const> no_party_ids#
NoPartyIDS <453>
Public Static Functions
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static OrderMassCancelRequest 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#