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BetaTrader
A HFT Eco-System
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Represents a parsed FIX New Order - Single (35=D) message. More...
#include <OrderRequest.h>

Public Member Functions | |
| 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. | |
Public Attributes | |
| ClientOrderID | clientOrderId |
| Client-assigned Order ID (ClOrdID, FIX Tag 11). | |
| fix::Price | price |
| Price of the order (Price, FIX Tag 44). | |
| fix::Quantity | quantity |
| Quantity of the order (OrderQty, FIX Tag 38). | |
| std::string | senderCompID |
| The sender's component ID (SenderCompID, FIX Tag 49). | |
| common::OrderSide | side |
| Side of the order (Side, FIX Tag 54). | |
| Symbol | symbol |
| Trading symbol (Symbol, FIX Tag 55). | |
Represents a parsed FIX New Order - Single (35=D) message.
This class encapsulates the fields from a raw FIX message required to request a new order. It serves as an intermediate representation before being converted into a trading core command.
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inline |
Constructs a new OrderRequest object.
| senderCompID | The sender's component ID (SenderCompID, FIX Tag 49). |
| clientOrderId | The client-assigned order ID (ClOrdID, FIX Tag 11). |
| symbol | The trading symbol (Symbol, FIX Tag 55). |
| side | The side of the order (Side, FIX Tag 54). |
| quantity | The quantity of the order (OrderQty, FIX Tag 38). |
| price | The price of the order (Price, FIX Tag 44). |
| ClientOrderID fix::OrderRequest::clientOrderId |
Client-assigned Order ID (ClOrdID, FIX Tag 11).
| fix::Price fix::OrderRequest::price |
Price of the order (Price, FIX Tag 44).
| fix::Quantity fix::OrderRequest::quantity |
Quantity of the order (OrderQty, FIX Tag 38).
| std::string fix::OrderRequest::senderCompID |
The sender's component ID (SenderCompID, FIX Tag 49).
| common::OrderSide fix::OrderRequest::side |
Side of the order (Side, FIX Tag 54).
| Symbol fix::OrderRequest::symbol |
Trading symbol (Symbol, FIX Tag 55).