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, 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.

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.

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

Whether order modification is manual.

Leverage

public int? Leverage { get; set; }

value = fixOrderCancelReplaceRequest.Leverage
fixOrderCancelReplaceRequest.Leverage = value

Leverage multiplier.

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

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.

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

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.

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

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.

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.