TradeCaptureReportRequest

struct TradeCaptureReportRequest

FIX TradeCaptureReportRequest <AD> message.

This message is used to request trade capture reports.

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_request_id

TradeRequestID <568> (required)

roq::fix::TradeRequestType trade_request_type = {}

TradeRequestType <569> (required)

roq::fix::SubscriptionRequestType subscription_request_type = {}

SubscriptionRequestType <263>

std::string_view order_id

OrderID <37>

std::string_view cl_ord_id

ClOrdID <11>

std::span<roq::codec::fix::Party const> no_party_ids

NoPartyIDS <453>

std::string_view symbol

Symbol <55>

std::string_view security_exchange

SecurityExchange <207>

Public Static Functions

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

Decode.