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::fix::codec::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.