PositionReport

struct PositionReport

FIX PositionReport <AP> message.

The Position Report message is returned by the holder of a position in response to a Request For Positions <AN> message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.

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 pos_maint_rpt_id

PosMaintRptID <721> (required)

std::string_view pos_req_id

PosReqID <710>

roq::fix::PosReqType pos_req_type = {}

PosReqType <724>

roq::fix::SubscriptionRequestType subscription_request_type = {}

SubscriptionRequestType <263>

uint32_t total_num_pos_reports = {}

TotalNumPosReports <727>

bool unsolicited_indicator = false

UnsolicitedIndicator <325>

roq::fix::PosReqResult pos_req_result = {}

PosReqResult <728> (required)

std::chrono::year_month_day clearing_business_date = {}

ClearingBusinessDate <715> (required)

std::span<Party const> no_party_ids

NoPartyIDS <453>

std::string_view account

Account <1> (required)

roq::fix::AccountType account_type = {}

AccountType <581> (required)

std::string_view symbol

Symbol <55> (required)

std::string_view security_exchange

SecurityExchange <207>

std::string_view currency

Currency <15>

roq::utils::Number settl_price

SettlPrice <730> (required)

roq::fix::SettlPriceType settl_price_type = {}

SettlPriceType <731> (required)

roq::utils::Number prior_settl_price

PriorSettlPrice <734> (required)

std::span<PositionQty const> no_positions

NoPositions <702>required for fix 4.4 but optional for fix 5…

std::span<PositionAmountData const> no_pos_amt

NoPosAmt <753>required for fix 4.4 but optional for fix 5…

std::string_view text

Text <58>

Public Static Functions

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

Decode.