SecurityDefinition

struct SecurityDefinition

FIX SecurityDefinition <d> message.

This message is a reponse to :code:SecurityDefinitionRequest (:code:c)

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 security_req_id

SecurityReqId <320> (required)

std::string_view security_response_id

SecurityResponseID <322> (required)

roq::fix::SecurityResponseType security_response_type = {}

SecurityResponseType <323> (required)

std::string_view symbol

Symbol <55>

Decimal contract_multiplier = {}

ContractMultiplier <231>

std::string_view security_exchange

SecurityExchange <207>

std::string_view trading_session_id

TradingSessionID <336>

Decimal min_trade_vol = {}

MinTradeVol <562>

Decimal min_price_increment = {}

MinPriceIncrement <969>

Public Static Functions

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

Decode.