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

Идентификатор учетной записи.

CashMargin

public char? CashMargin { get; set; }

value = fixOrderCancelReplaceRequest.CashMargin
fixOrderCancelReplaceRequest.CashMargin = value

Индикатор денежной маржи.

CfiCode

public string CfiCode { get; set; }

value = fixOrderCancelReplaceRequest.CfiCode
fixOrderCancelReplaceRequest.CfiCode = value

Код CFI (Классификация финансовых инструментов).

ClOrdId

public FixId ClOrdId { get; set; }

value = fixOrderCancelReplaceRequest.ClOrdId
fixOrderCancelReplaceRequest.ClOrdId = value

Идентификатор заказа клиента для запроса на замену.

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

Является ли модификация заказа ручной.

Leverage

public int? Leverage { get; set; }

value = fixOrderCancelReplaceRequest.Leverage
fixOrderCancelReplaceRequest.Leverage = value

Множитель кредитного плеча.

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

Минимальный объем исполнения.

OldPrice

public decimal? OldPrice { get; set; }

value = fixOrderCancelReplaceRequest.OldPrice
fixOrderCancelReplaceRequest.OldPrice = value

Цена предыдущего заказа.

OldVolume

public decimal? OldVolume { get; set; }

value = fixOrderCancelReplaceRequest.OldVolume
fixOrderCancelReplaceRequest.OldVolume = value

Предыдущий объем заказа.

OrderId

public string OrderId { get; set; }

value = fixOrderCancelReplaceRequest.OrderId
fixOrderCancelReplaceRequest.OrderId = value

Идентификатор заявки на обмен.

OrderQty

public decimal? OrderQty { get; set; }

value = fixOrderCancelReplaceRequest.OrderQty
fixOrderCancelReplaceRequest.OrderQty = value

Новое количество заказа.

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

Идентификатор исходного заказа клиента.

Parties

public FixParty[] Parties { get; set; }

value = fixOrderCancelReplaceRequest.Parties
fixOrderCancelReplaceRequest.Parties = value

Информация о вечеринке (ClientCode, BrokerCode).

PositionEffect

public char? PositionEffect { get; set; }

value = fixOrderCancelReplaceRequest.PositionEffect
fixOrderCancelReplaceRequest.PositionEffect = value

Эффект позиции (O=Открыть, C=Закрыть).

PostOnly

public bool? PostOnly { get; set; }

value = fixOrderCancelReplaceRequest.PostOnly
fixOrderCancelReplaceRequest.PostOnly = value

Флаг «только для публикации» (только для производителя).

Price

public decimal? Price { get; set; }

value = fixOrderCancelReplaceRequest.Price
fixOrderCancelReplaceRequest.Price = value

Цена нового заказа.

SecondaryOrderId

public string SecondaryOrderId { get; set; }

value = fixOrderCancelReplaceRequest.SecondaryOrderId
fixOrderCancelReplaceRequest.SecondaryOrderId = value

Идентификатор вторичного заказа.

SecurityExchange

public string SecurityExchange { get; set; }

value = fixOrderCancelReplaceRequest.SecurityExchange
fixOrderCancelReplaceRequest.SecurityExchange = value

код обмена финансовых инструментов.

SecurityType

public string SecurityType { get; set; }

value = fixOrderCancelReplaceRequest.SecurityType
fixOrderCancelReplaceRequest.SecurityType = value

тип финансового инструмента.

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

Допускается проскальзывание.

StrategyId

public string StrategyId { get; set; }

value = fixOrderCancelReplaceRequest.StrategyId
fixOrderCancelReplaceRequest.StrategyId = value

Идентификатор стратегии.

Symbol

public string Symbol { get; set; }

value = fixOrderCancelReplaceRequest.Symbol
fixOrderCancelReplaceRequest.Symbol = value

символ финансового инструмента.

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.