TradeCaptureReport#

struct TradeCaptureReport#

FIX TradeCaptureReport <AE> message.

This message is used to report captured trade.

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 trade_report_id#

TradeReportID <571> (required)

std::string_view trade_request_id#

TradeRequestID <568>

roq::fix::ExecType exec_type = {}#

ExecType <150>

uint32_t tot_num_trade_reports = {}#

TotNumTradeReports <748>

bool last_rpt_requested = false#

LastRptRequested <912>

bool unsolicited_indicator = false#

UnsolicitedIndicator <325>

std::string_view trd_match_id#

TrdMatchID <880>

std::string_view exec_id#

ExecID <17>

bool previously_reported = false#

PreviouslyReported <570> (required)

std::string_view symbol#

Symbol <55> (required)

std::string_view security_exchange#

SecurityExchange <207> (required)

roq::Decimal last_qty = {}#

LastQty <32> (required)

roq::Decimal last_px = {}#

LastPx <31> (required)

std::chrono::year_month_day trade_date = {}#

TradeDate <75> (required)

std::chrono::milliseconds transact_time = {}#

TransactTime <60> (required)

std::span<roq::codec::fix::TrdCapRptSide const> no_sides#

NoSides <552> (required)

Public Static Functions

static TradeCaptureReport create(roq::fix::Message const&, std::span<std::byte> const &buffer, std::span<std::byte> const &buffer_2)#

Decode.