d3/d66/ModifyOrderRequest_8h_source.html

#pragma once


#include "common/Types.h"

#include "common_fix/Types.h"

#include <chrono>

#include <string>


namespace fix

{


struct ModifyOrderRequest

{

    fix::ClientOrderID clOrdID;

    fix::ClientOrderID origClOrdID;

    fix::ExchangeOrderID orderID;

    fix::Symbol symbol;

    common::OrderSide side;

    fix::Quantity orderQty;

    common::OrderType ordType;

    fix::Price price;

    std::chrono::time_point<std::chrono::system_clock> transactTime;

};


} // namespace fix

Types.h

Types.h
Defines type aliases for FIX protocol fields.

common::Instrument
Instrument
Represents the financial instruments available for trading.
Definition Instrument.h:17

common::OrderType
OrderType
Represents the execution logic of an order.
Definition Types.h:26

common::OrderSide
OrderSide
Represents the side of an order (Buy or Sell).
Definition Types.h:17

fix
Definition ExecutionReport.h:6

fix::ClientOrderID
uint64_t ClientOrderID
Type alias for a client-assigned order ID.
Definition Types.h:20

fix::Quantity
common::Quantity Quantity
Type alias for a quantity field, inheriting from the common Quantity type.
Definition Types.h:28

fix::ExchangeOrderID
uint64_t ExchangeOrderID
Type alias for an exchange-assigned order ID.
Definition Types.h:22

fix::Price
common::Price Price
Type alias for a price field, inheriting from the common Price type.
Definition Types.h:25

fix::ModifyOrderRequest
Represents a parsed FIX Order Cancel Replace Request (Modify Order) message.
Definition ModifyOrderRequest.h:24

fix::ModifyOrderRequest::orderQty
fix::Quantity orderQty
Quantity of the order (OrderQty, FIX Tag 38).
Definition ModifyOrderRequest.h:40

fix::ModifyOrderRequest::ordType
common::OrderType ordType
Type of the order (OrdType, FIX Tag 40). '1' = Market, '2' = Limit.
Definition ModifyOrderRequest.h:43

fix::ModifyOrderRequest::side
common::OrderSide side
Side of the order (Side, FIX Tag 54). '1' = Buy, '2' = Sell.
Definition ModifyOrderRequest.h:38

fix::ModifyOrderRequest::symbol
fix::Symbol symbol
Trading symbol of the order (Symbol, FIX Tag 55).
Definition ModifyOrderRequest.h:35

fix::ModifyOrderRequest::clOrdID
fix::ClientOrderID clOrdID
Client-assigned Order ID (ClOrdID, FIX Tag 11). Unique identifier for the modification request.
Definition ModifyOrderRequest.h:27

fix::ModifyOrderRequest::origClOrdID
fix::ClientOrderID origClOrdID
Original Client Order ID (OrigClOrdID, FIX Tag 41). The Client Order ID of the order being replaced.
Definition ModifyOrderRequest.h:30

fix::ModifyOrderRequest::price
fix::Price price
Price of the order (Price, FIX Tag 44). Required for Limit orders.
Definition ModifyOrderRequest.h:46

fix::ModifyOrderRequest::orderID
fix::ExchangeOrderID orderID
Original Order ID (OrderID, FIX Tag 37). The ID of the order to be modified.
Definition ModifyOrderRequest.h:33

fix::ModifyOrderRequest::transactTime
std::chrono::time_point< std::chrono::system_clock > transactTime
Time of the transaction (TransactTime, FIX Tag 60). Timestamp when the modification request was initi...
Definition ModifyOrderRequest.h:49