fix¶
Financial Information eXchange
Struct¶
- Decoder
roq::fix::codec::Decoder~Decoder()operator()()create()create()roq::fix::codec::Decoder::Handleroperator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()operator()()
roq::fix::codec::Decoder::Options
- Encoder
roq::fix::codec::Encoderencode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()encode()~Encoder()create()create()roq::fix::codec::Encoder::Options
Session level messages.
Business level messages.
- BusinessMessageReject
- ExecutionReport
roq::fix::codec::ExecutionReportencode()is_valid()order_idsecondary_cl_ord_idcl_ord_idorig_cl_ord_idord_status_req_idmass_status_req_idtot_num_reportslast_rpt_requestedno_party_idsexec_idexec_typeord_statusworking_indicatorord_rej_reasonaccountaccount_typesymbolsecurity_exchangesideqty_typeord_typeorder_qtypricestop_pxcurrencytime_in_forceexec_instlast_qtylast_pxtrading_session_idleaves_qtycum_qtyavg_pxtransact_timeposition_effectmax_showtextlast_liquidity_indcreate()
- MarketDataIncrementalRefresh
- MarketDataRequest
- MarketDataRequestReject
- MarketDataSnapshotFullRefresh
- NewOrderSingle
- OrderCancelReject
- OrderCancelReplaceRequest
- OrderCancelRequest
- OrderMassCancelReport
- OrderMassCancelRequest
- OrderMassStatusRequest
- OrderStatusRequest
- PositionReport
roq::fix::codec::PositionReportencode()is_valid()pos_maint_rpt_idpos_req_idpos_req_typesubscription_request_typetotal_num_pos_reportsunsolicited_indicatorpos_req_resultclearing_business_dateno_party_idsaccountaccount_typesymbolsecurity_exchangecurrencysettl_pricesettl_price_typeprior_settl_priceno_positionsno_pos_amttextcreate()
- RequestForPositions
- RequestForPositionsAck
- SecurityDefinition
- SecurityDefinitionRequest
- SecurityList
- SecurityListRequest
- SecurityStatus
- SecurityStatusRequest
- TradeCaptureReport
- TradeCaptureReportRequest
- TradingSessionStatus
- TradingSessionStatusRequest
- UserRequest
- UserResponse