TradeCaptureReportRequest#
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struct TradeCaptureReportRequest#
FIX TradeCaptureReportRequest <AD> message.
This message is used to request trade capture reports.
Public Functions
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#
Encode to buffer.
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bool is_valid() const#
Validate if message contains all required fields.
Public Members
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std::string_view trade_request_id#
TradeRequestID <568> (required)
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roq::fix::TradeRequestType trade_request_type = {}#
TradeRequestType <569> (required)
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roq::fix::SubscriptionRequestType subscription_request_type = {}#
SubscriptionRequestType <263>
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std::string_view order_id#
OrderID <37>
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std::string_view cl_ord_id#
ClOrdID <11>
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std::span<Party const> no_party_ids#
NoPartyIDS <453>
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std::string_view symbol#
Symbol <55>
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std::string_view security_exchange#
SecurityExchange <207>
Public Static Functions
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static TradeCaptureReportRequest create(roq::fix::Message const&, std::span<std::byte> const &data)#
Decode.
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std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const#