Represents a parsed FIX Order Cancel Request message. More...

#include <CancelOrderRequest.h>

Collaboration diagram for fix::CancelOrderRequest:

Public Attributes
fix::ClientOrderID	clOrdID
	Client-assigned Order ID (ClOrdID, FIX Tag 11). Unique identifier for the cancel request.

fix::ExchangeOrderID	orderID
	Original Order ID (OrderID, FIX Tag 37). The ID of the order to be canceled.

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

fix::Symbol	symbol
	Trading symbol of the order (Symbol, FIX Tag 55).

std::chrono::time_point< std::chrono::system_clock >	transactTime
	Time of the transaction (TransactTime, FIX Tag 60). Timestamp when the cancel request was initiated.

Detailed Description

Represents a parsed FIX Order Cancel Request message.

This struct encapsulates the necessary fields from a raw FIX message for canceling an existing order. It serves as an intermediate representation before being converted into a trading core command.

Member Data Documentation

◆ clOrdID

fix::ClientOrderID fix::CancelOrderRequest::clOrdID

Client-assigned Order ID (ClOrdID, FIX Tag 11). Unique identifier for the cancel request.

◆ orderID

fix::ExchangeOrderID fix::CancelOrderRequest::orderID

Original Order ID (OrderID, FIX Tag 37). The ID of the order to be canceled.

◆ side

common::OrderSide fix::CancelOrderRequest::side

Side of the order (Side, FIX Tag 54). '1' = Buy, '2' = Sell.

◆ symbol

fix::Symbol fix::CancelOrderRequest::symbol

Trading symbol of the order (Symbol, FIX Tag 55).

◆ transactTime

std::chrono::time_point<std::chrono::system_clock> fix::CancelOrderRequest::transactTime

Time of the transaction (TransactTime, FIX Tag 60). Timestamp when the cancel request was initiated.

The documentation for this struct was generated from the following file:

core/fix/include/fix/CancelOrderRequest.h