fix¶
Financial Information eXchange
Struct¶
- Decoder
roq::fix::codec::Decoder
~Decoder()
operator()()
create()
create()
roq::fix::codec::Decoder::Handler
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()()
operator()()
roq::fix::codec::Decoder::Options
- Encoder
roq::fix::codec::Encoder
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()
encode()
~Encoder()
create()
create()
roq::fix::codec::Encoder::Options
Session level messages.
Business level messages.
- BusinessMessageReject
- ExecutionReport
roq::fix::codec::ExecutionReport
encode()
is_valid()
order_id
secondary_cl_ord_id
cl_ord_id
orig_cl_ord_id
ord_status_req_id
mass_status_req_id
tot_num_reports
last_rpt_requested
no_party_ids
exec_id
exec_type
ord_status
working_indicator
ord_rej_reason
account
account_type
symbol
security_exchange
side
qty_type
ord_type
order_qty
price
stop_px
currency
time_in_force
exec_inst
last_qty
last_px
trading_session_id
leaves_qty
cum_qty
avg_px
transact_time
position_effect
max_show
text
last_liquidity_ind
create()
- MarketDataIncrementalRefresh
- MarketDataRequest
- MarketDataRequestReject
- MarketDataSnapshotFullRefresh
- NewOrderSingle
- OrderCancelReject
- OrderCancelReplaceRequest
- OrderCancelRequest
- OrderMassCancelReport
- OrderMassCancelRequest
- OrderMassStatusRequest
- OrderStatusRequest
- PositionReport
roq::fix::codec::PositionReport
encode()
is_valid()
pos_maint_rpt_id
pos_req_id
pos_req_type
subscription_request_type
total_num_pos_reports
unsolicited_indicator
pos_req_result
clearing_business_date
no_party_ids
account
account_type
symbol
security_exchange
currency
settl_price
settl_price_type
prior_settl_price
no_positions
no_pos_amt
text
create()
- RequestForPositions
- RequestForPositionsAck
- SecurityDefinition
- SecurityDefinitionRequest
- SecurityList
- SecurityListRequest
- SecurityStatus
- SecurityStatusRequest
- TradeCaptureReport
- TradeCaptureReportRequest
- TradingSessionStatus
- TradingSessionStatusRequest
- UserRequest
- UserResponse