FixOrderCancelReplaceRequest

StockSharp.Fix.Native

Data from OrderCancelReplaceRequest FIX message.

Implements: IEquatable<FixOrderCancelReplaceRequest>

Constructors

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)

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

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).

Properties

Account

public string Account { get; set; }

value = fixOrderCancelReplaceRequest.Account
fixOrderCancelReplaceRequest.Account = value

Account identifier.

CashMargin

public char? CashMargin { get; set; }

value = fixOrderCancelReplaceRequest.CashMargin
fixOrderCancelReplaceRequest.CashMargin = value

Cash margin indicator.

CfiCode

public string CfiCode { get; set; }

value = fixOrderCancelReplaceRequest.CfiCode
fixOrderCancelReplaceRequest.CfiCode = value

CFI code (Classification of Financial Instruments).

ClOrdId

public FixId ClOrdId { get; set; }

value = fixOrderCancelReplaceRequest.ClOrdId
fixOrderCancelReplaceRequest.ClOrdId = value

Client order identifier for the replace request.

IsManual

public bool? IsManual { get; set; }

value = fixOrderCancelReplaceRequest.IsManual
fixOrderCancelReplaceRequest.IsManual = value

Whether order modification is manual.

Leverage

public int? Leverage { get; set; }

value = fixOrderCancelReplaceRequest.Leverage
fixOrderCancelReplaceRequest.Leverage = value

Leverage multiplier.

MinQty

public decimal? MinQty { get; set; }

value = fixOrderCancelReplaceRequest.MinQty
fixOrderCancelReplaceRequest.MinQty = value

Minimum execution quantity.

OldPrice

public decimal? OldPrice { get; set; }

value = fixOrderCancelReplaceRequest.OldPrice
fixOrderCancelReplaceRequest.OldPrice = value

Previous order price.

OldVolume

public decimal? OldVolume { get; set; }

value = fixOrderCancelReplaceRequest.OldVolume
fixOrderCancelReplaceRequest.OldVolume = value

Previous order volume.

OrderId

public string OrderId { get; set; }

value = fixOrderCancelReplaceRequest.OrderId
fixOrderCancelReplaceRequest.OrderId = value

Exchange order identifier.

OrderQty

public decimal? OrderQty { get; set; }

value = fixOrderCancelReplaceRequest.OrderQty
fixOrderCancelReplaceRequest.OrderQty = value

New order quantity.

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

Party information (ClientCode, BrokerCode).

PositionEffect

public char? PositionEffect { get; set; }

value = fixOrderCancelReplaceRequest.PositionEffect
fixOrderCancelReplaceRequest.PositionEffect = value

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

PostOnly

public bool? PostOnly { get; set; }

value = fixOrderCancelReplaceRequest.PostOnly
fixOrderCancelReplaceRequest.PostOnly = value

Post-only flag (maker only).

Price

public decimal? Price { get; set; }

value = fixOrderCancelReplaceRequest.Price
fixOrderCancelReplaceRequest.Price = value

New order price.

SecondaryOrderId

public string SecondaryOrderId { get; set; }

value = fixOrderCancelReplaceRequest.SecondaryOrderId
fixOrderCancelReplaceRequest.SecondaryOrderId = value

Secondary order identifier.

SecurityExchange

public string SecurityExchange { get; set; }

value = fixOrderCancelReplaceRequest.SecurityExchange
fixOrderCancelReplaceRequest.SecurityExchange = value

Security exchange code.

SecurityType

public string SecurityType { get; set; }

value = fixOrderCancelReplaceRequest.SecurityType
fixOrderCancelReplaceRequest.SecurityType = value

Security type.

Slippage

public decimal? Slippage { get; set; }

value = fixOrderCancelReplaceRequest.Slippage
fixOrderCancelReplaceRequest.Slippage = value

Allowed slippage.

StrategyId

public string StrategyId { get; set; }

value = fixOrderCancelReplaceRequest.StrategyId
fixOrderCancelReplaceRequest.StrategyId = value

Strategy identifier.

Symbol

public string Symbol { get; set; }

value = fixOrderCancelReplaceRequest.Symbol
fixOrderCancelReplaceRequest.Symbol = value

Security symbol.