Instrument
Represents the financial instruments available for trading.
Definition Instrument.h:17
Definition ExecutionReport.h:6
MDUpdateAction
Defines the update action for a market data entry (Tag 279).
Definition Protocol.h:92
MDEntryType
Defines the type of market data entry (Tag 269).
Definition Protocol.h:86
@ BodyLength
Message Body Length.
@ MDEntryPx
Market Data Entry Price.
@ SubscriptionRequestType
Subscription Request Type.
@ SendingTime
Time of message transmission.
@ TargetCompID
Target's Company ID.
@ MDReqID
Market Data Request ID.
@ MsgSeqNum
Message Sequence Number.
@ MDEntryTime
Market Data Entry Time.
@ SettlDate
Settlement Date.
@ SettlType
Settlement Type.
@ LastQty
Last Traded Quantity.
@ BeginString
Begin String (FIX.x.y)
@ NoMDEntries
Number of Market Data Entries.
@ OrigClOrdID
Original Client Order ID.
@ CumQty
Cumulative Quantity.
@ NoRelatedSym
Number of Related Symbols.
@ TimeInForce
Time in Force.
@ MDEntryPositionNo
Market Data Entry Position Number.
@ LeavesQty
Quantity remaining.
@ ClOrdID
Client Order ID.
@ MDEntrySize
Market Data Entry Size.
@ SenderCompID
Sender's Company ID.
@ TransactTime
Transaction Time.
@ Side
Side of order (Buy/Sell)
@ OrderQty
Quantity ordered.
@ OrdType
Order Type (Market, Limit, etc.)
@ LastPx
Last Traded Price.
@ MarketDepth
Market Depth.
common::Price Price
Type alias for a price field, inheriting from the common Price type.
Definition Types.h:25