d8/d2a/CancelOrderRequest_8h_source.html

#pragma once


#include "common/Types.h"

#include "common_fix/Types.h"

#include <chrono>

#include <string>


namespace fix {


    struct CancelOrderRequest {

        fix::ClientOrderID clOrdID;

        fix::ExchangeOrderID orderID;

        fix::Symbol symbol;

        common::OrderSide side;

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

fix::CancelOrderRequest
Represents a parsed FIX Order Cancel Request message.
Definition CancelOrderRequest.h:22

fix::CancelOrderRequest::symbol
fix::Symbol symbol
Trading symbol of the order (Symbol, FIX Tag 55).
Definition CancelOrderRequest.h:30

fix::CancelOrderRequest::transactTime
std::chrono::time_point< std::chrono::system_clock > transactTime
Time of the transaction (TransactTime, FIX Tag 60). Timestamp when the cancel request was initiated.
Definition CancelOrderRequest.h:36

fix::CancelOrderRequest::side
common::OrderSide side
Side of the order (Side, FIX Tag 54). '1' = Buy, '2' = Sell.
Definition CancelOrderRequest.h:33

fix::CancelOrderRequest::clOrdID
fix::ClientOrderID clOrdID
Client-assigned Order ID (ClOrdID, FIX Tag 11). Unique identifier for the cancel request.
Definition CancelOrderRequest.h:25

fix::CancelOrderRequest::orderID
fix::ExchangeOrderID orderID
Original Order ID (OrderID, FIX Tag 37). The ID of the order to be canceled.
Definition CancelOrderRequest.h:28