Represents a parsed FIX Market Data Request message. More...

#include <MarketDataRequest.h>

Collaboration diagram for fix::MarketDataRequest:

Public Attributes
int	marketDepth

std::string	mdReqID

char	subscriptionRequestType

std::vector< fix::Symbol >	symbols

Detailed Description

Represents a parsed FIX Market Data Request message.

This struct encapsulates the necessary fields from a raw FIX message for requesting market data. It serves as an intermediate representation before being converted into a trading core command or used for market data subscription logic.

Member Data Documentation

◆ marketDepth

int fix::MarketDataRequest::marketDepth

◆ mdReqID

std::string fix::MarketDataRequest::mdReqID

◆ subscriptionRequestType

char fix::MarketDataRequest::subscriptionRequestType

◆ symbols

std::vector<fix::Symbol> fix::MarketDataRequest::symbols

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