Represents a parsed FIX Order Cancel Replace Request (Modify Order) message. More...
#include <ModifyOrderRequest.h>
Public Attributes | |
| fix::ClientOrderID | clOrdID |
| Client-assigned Order ID (ClOrdID, FIX Tag 11). Unique identifier for the modification request. | |
| fix::ExchangeOrderID | orderID |
| Original Order ID (OrderID, FIX Tag 37). The ID of the order to be modified. | |
| fix::Quantity | orderQty |
| Quantity of the order (OrderQty, FIX Tag 38). | |
| common::OrderType | ordType |
| Type of the order (OrdType, FIX Tag 40). '1' = Market, '2' = Limit. | |
| fix::ClientOrderID | origClOrdID |
| Original Client Order ID (OrigClOrdID, FIX Tag 41). The Client Order ID of the order being replaced. | |
| fix::Price | price |
| Price of the order (Price, FIX Tag 44). Required for Limit orders. | |
| 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 modification request was initiated. | |
Detailed Description
Represents a parsed FIX Order Cancel Replace Request (Modify Order) message.
This struct encapsulates the necessary fields from a raw FIX message for modifying an existing order. It serves as an intermediate representation before being converted into a trading core command.
Member Data Documentation
◆ clOrdID
| fix::ClientOrderID fix::ModifyOrderRequest::clOrdID |
Client-assigned Order ID (ClOrdID, FIX Tag 11). Unique identifier for the modification request.
◆ orderID
| fix::ExchangeOrderID fix::ModifyOrderRequest::orderID |
Original Order ID (OrderID, FIX Tag 37). The ID of the order to be modified.
◆ orderQty
| fix::Quantity fix::ModifyOrderRequest::orderQty |
Quantity of the order (OrderQty, FIX Tag 38).
◆ ordType
| common::OrderType fix::ModifyOrderRequest::ordType |
Type of the order (OrdType, FIX Tag 40). '1' = Market, '2' = Limit.
◆ origClOrdID
| fix::ClientOrderID fix::ModifyOrderRequest::origClOrdID |
Original Client Order ID (OrigClOrdID, FIX Tag 41). The Client Order ID of the order being replaced.
◆ price
| fix::Price fix::ModifyOrderRequest::price |
Price of the order (Price, FIX Tag 44). Required for Limit orders.
◆ side
| common::OrderSide fix::ModifyOrderRequest::side |
Side of the order (Side, FIX Tag 54). '1' = Buy, '2' = Sell.
◆ symbol
| fix::Symbol fix::ModifyOrderRequest::symbol |
Trading symbol of the order (Symbol, FIX Tag 55).
◆ transactTime
| std::chrono::time_point<std::chrono::system_clock> fix::ModifyOrderRequest::transactTime |
Time of the transaction (TransactTime, FIX Tag 60). Timestamp when the modification request was initiated.
The documentation for this struct was generated from the following file:
- core/fix/include/fix/ModifyOrderRequest.h
