FixOrderCancelReplaceRequest

FixOrderCancelReplaceRequest

public FixOrderCancelReplaceRequest(FixId ClOrdId, FixId OrigClOrdId, string OrderId, string Account, decimal? Price, decimal? OrderQty, string SecurityType, string CfiCode, string Symbol, string SecurityExchange, char? CashMargin, decimal? Slippage, bool? IsManual, decimal? MinQty, char? PositionEffect, bool? PostOnly, string SecondaryOrderId, string StrategyId, decimal? OldPrice, decimal? OldVolume, int? Leverage, FixParty[] Parties, char? Side, char? TimeInForce, DateTime? ExpiryDate, decimal? MaxFloor, string Text, OrderCondition Condition)

fixOrderCancelReplaceRequest = FixOrderCancelReplaceRequest(ClOrdId, OrigClOrdId, OrderId, Account, Price, OrderQty, SecurityType, CfiCode, Symbol, SecurityExchange, CashMargin, Slippage, IsManual, MinQty, PositionEffect, PostOnly, SecondaryOrderId, StrategyId, OldPrice, OldVolume, Leverage, Parties, Side, TimeInForce, ExpiryDate, MaxFloor, Text, Condition)

Data from OrderCancelReplaceRequest FIX message.

ClOrdId

Client order identifier for the replace request.

OrigClOrdId

Original client order identifier.

OrderId

Exchange order identifier.

Account

Account identifier.

Price

New order price.

OrderQty

New order quantity.

SecurityType

Security type.

CfiCode

CFI code (Classification of Financial Instruments).

Symbol

Security symbol.

SecurityExchange

Security exchange code.

CashMargin

Cash margin indicator.

Slippage

Allowed slippage.

IsManual

Whether order modification is manual.

MinQty

Minimum execution quantity.

PositionEffect

Position effect (O=Open, C=Close).

PostOnly

Post-only flag (maker only).

SecondaryOrderId

Secondary order identifier.

StrategyId

Strategy identifier.

OldPrice

Previous order price.

OldVolume

Previous order volume.

Leverage

Leverage multiplier.

Parties

Party information (ClientCode, BrokerCode).

Side

Order side (1=Buy, 2=Sell). Carried so a replace can change/keep the side.

TimeInForce

Time in force. Carried so a replace preserves the order's lifetime policy.

ExpiryDate

Expiry time for a GTD order (maps to TillDate).

MaxFloor

Displayed (iceberg) quantity, maps to VisibleVolume; the concealed size must survive a replace.

Text

Free-text comment (maps to Comment).

Condition

Order condition (stop/algo). Carried so a conditional order keeps its condition on replace.

Account

public string Account { get; set; }

value = fixOrderCancelReplaceRequest.Account
fixOrderCancelReplaceRequest.Account = value

Kontokennung.

CashMargin

public char? CashMargin { get; set; }

value = fixOrderCancelReplaceRequest.CashMargin
fixOrderCancelReplaceRequest.CashMargin = value

Cash-Marge-Indikator.

CfiCode

public string CfiCode { get; set; }

value = fixOrderCancelReplaceRequest.CfiCode
fixOrderCancelReplaceRequest.CfiCode = value

CFI-Code (Klassifikation von Finanzinstrumenten).

ClOrdId

public FixId ClOrdId { get; set; }

value = fixOrderCancelReplaceRequest.ClOrdId
fixOrderCancelReplaceRequest.ClOrdId = value

Client Order Identifier für die Ersatzanforderung.

Condition

public OrderCondition Condition { get; set; }

value = fixOrderCancelReplaceRequest.Condition
fixOrderCancelReplaceRequest.Condition = value

Order condition (stop/algo). Carried so a conditional order keeps its condition on replace.

ExpiryDate

public DateTime? ExpiryDate { get; set; }

value = fixOrderCancelReplaceRequest.ExpiryDate
fixOrderCancelReplaceRequest.ExpiryDate = value

Expiry time for a GTD order (maps to TillDate).

IsManual

public bool? IsManual { get; set; }

value = fixOrderCancelReplaceRequest.IsManual
fixOrderCancelReplaceRequest.IsManual = value

Ob die Änderung der Bestellung manuell ist.

Leverage

public int? Leverage { get; set; }

value = fixOrderCancelReplaceRequest.Leverage
fixOrderCancelReplaceRequest.Leverage = value

Multiplikator nutzen.

MaxFloor

public decimal? MaxFloor { get; set; }

value = fixOrderCancelReplaceRequest.MaxFloor
fixOrderCancelReplaceRequest.MaxFloor = value

Displayed (iceberg) quantity, maps to VisibleVolume; the concealed size must survive a replace.

MinQty

public decimal? MinQty { get; set; }

value = fixOrderCancelReplaceRequest.MinQty
fixOrderCancelReplaceRequest.MinQty = value

Mindestausführungsmenge.

OldPrice

public decimal? OldPrice { get; set; }

value = fixOrderCancelReplaceRequest.OldPrice
fixOrderCancelReplaceRequest.OldPrice = value

Vorheriger Bestellpreis.

OldVolume

public decimal? OldVolume { get; set; }

value = fixOrderCancelReplaceRequest.OldVolume
fixOrderCancelReplaceRequest.OldVolume = value

Bisheriges Auftragsvolumen.

OrderId

public string OrderId { get; set; }

value = fixOrderCancelReplaceRequest.OrderId
fixOrderCancelReplaceRequest.OrderId = value

Kennung des Devisenauftrags.

OrderQty

public decimal? OrderQty { get; set; }

value = fixOrderCancelReplaceRequest.OrderQty
fixOrderCancelReplaceRequest.OrderQty = value

Neue Bestellmenge.

OrdType

public char? OrdType { get; set; }

value = fixOrderCancelReplaceRequest.OrdType
fixOrderCancelReplaceRequest.OrdType = value

Order type (1=Market, 2=Limit, 3=Stop, etc.), when the replace states one. A stop's flavour is stated here, as a registration states it, so a replaced stop stays the stop it was.

OrigClOrdId

public FixId OrigClOrdId { get; set; }

value = fixOrderCancelReplaceRequest.OrigClOrdId
fixOrderCancelReplaceRequest.OrigClOrdId = value

Original Client Order Identifier.

Parties

public FixParty[] Parties { get; set; }

value = fixOrderCancelReplaceRequest.Parties
fixOrderCancelReplaceRequest.Parties = value

Informationen über die Partei (ClientCode, BrokerCode).

PositionEffect

public char? PositionEffect { get; set; }

value = fixOrderCancelReplaceRequest.PositionEffect
fixOrderCancelReplaceRequest.PositionEffect = value

Positionseffekt (O = Offen, C = Schließen).

PostOnly

public bool? PostOnly { get; set; }

value = fixOrderCancelReplaceRequest.PostOnly
fixOrderCancelReplaceRequest.PostOnly = value

Post-only Flag (nur Hersteller).

Price

public decimal? Price { get; set; }

value = fixOrderCancelReplaceRequest.Price
fixOrderCancelReplaceRequest.Price = value

Neuer Bestellpreis.

SecondaryOrderId

public string SecondaryOrderId { get; set; }

value = fixOrderCancelReplaceRequest.SecondaryOrderId
fixOrderCancelReplaceRequest.SecondaryOrderId = value

Kennung der sekundären Ordnung.

SecurityExchange

public string SecurityExchange { get; set; }

value = fixOrderCancelReplaceRequest.SecurityExchange
fixOrderCancelReplaceRequest.SecurityExchange = value

Code für den Austausch von Finanzinstrumenten.

SecurityType

public string SecurityType { get; set; }

value = fixOrderCancelReplaceRequest.SecurityType
fixOrderCancelReplaceRequest.SecurityType = value

Art des Finanzinstruments.

Side

public char? Side { get; set; }

value = fixOrderCancelReplaceRequest.Side
fixOrderCancelReplaceRequest.Side = value

Order side (1=Buy, 2=Sell). Carried so a replace can change/keep the side.

Slippage

public decimal? Slippage { get; set; }

value = fixOrderCancelReplaceRequest.Slippage
fixOrderCancelReplaceRequest.Slippage = value

Zulässiger Schlupf.

StrategyId

public string StrategyId { get; set; }

value = fixOrderCancelReplaceRequest.StrategyId
fixOrderCancelReplaceRequest.StrategyId = value

Strategiekennung.

Symbol

public string Symbol { get; set; }

value = fixOrderCancelReplaceRequest.Symbol
fixOrderCancelReplaceRequest.Symbol = value

Symbol für das Finanzinstrument.

Text

public string Text { get; set; }

value = fixOrderCancelReplaceRequest.Text
fixOrderCancelReplaceRequest.Text = value

Free-text comment (maps to Comment).

TimeInForce

public char? TimeInForce { get; set; }

value = fixOrderCancelReplaceRequest.TimeInForce
fixOrderCancelReplaceRequest.TimeInForce = value

Time in force. Carried so a replace preserves the order's lifetime policy.