RequestForPositions

struct RequestForPositions

FIX RequestForPositions <AN> message.

The Request For Positions message is used by the owner of a position to request a PositionReport <AP> from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granualarity.

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_req_id

PosReqId <710> (required)

roq::fix::PosReqType pos_req_type = {}

PosReqType <724> (required)

roq::fix::SubscriptionRequestType subscription_request_type = {}

SubscriptionRequestType <263>

std::span<Party const> no_party_ids

NoPartyIDS <453> (required)

std::string_view account

Account <1> (required)

roq::fix::AccountType account_type = {}

AccountType <581> (required)

std::string_view currency

Currency <15>

std::string_view symbol

Symbol <55>

std::string_view security_exchange

SecurityExchange <207>

std::chrono::year_month_day clearing_business_date = {}

ClearingBusinessDate <715> (required)

std::span<TradingSession const> no_trading_sessions

NoTradingSessions <386>

std::chrono::milliseconds transact_time = {}

TransactTime <60> (required)

Public Static Functions

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

Decode.