Represents a parsed FIX New Order - Single (35=D) message.
Definition OrderRequest.h:15
common::OrderSide side
Side of the order (Side, FIX Tag 54).
Definition OrderRequest.h:42
std::string senderCompID
The sender's component ID (SenderCompID, FIX Tag 49).
Definition OrderRequest.h:36
OrderRequest(const std::string &senderCompID, const ClientOrderID &clientOrderId, const Symbol &symbol, common::OrderSide side, fix::Quantity quantity, fix::Price price)
Constructs a new OrderRequest object.
Definition OrderRequest.h:26
ClientOrderID clientOrderId
Client-assigned Order ID (ClOrdID, FIX Tag 11).
Definition OrderRequest.h:38
fix::Quantity quantity
Quantity of the order (OrderQty, FIX Tag 38).
Definition OrderRequest.h:44
fix::Price price
Price of the order (Price, FIX Tag 44).
Definition OrderRequest.h:46
Symbol symbol
Trading symbol (Symbol, FIX Tag 55).
Definition OrderRequest.h:40
Defines type aliases for FIX protocol fields.
Instrument
Represents the financial instruments available for trading.
Definition Instrument.h:17
OrderSide
Represents the side of an order (Buy or Sell).
Definition Types.h:17
Definition ExecutionReport.h:6
uint64_t ClientOrderID
Type alias for a client-assigned order ID.
Definition Types.h:20
common::Quantity Quantity
Type alias for a quantity field, inheriting from the common Quantity type.
Definition Types.h:28
common::Price Price
Type alias for a price field, inheriting from the common Price type.
Definition Types.h:25