FixOrderCancelReplaceRequest

StockSharp.Fix.Native

数据取自OrderCancelReplaceRequest FIX消息.

实现: IEquatable<FixOrderCancelReplaceRequest>

构造函数

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.

属性

Account

public string Account { get; set; }

value = fixOrderCancelReplaceRequest.Account
fixOrderCancelReplaceRequest.Account = value

账户标识符。

CashMargin

public char? CashMargin { get; set; }

value = fixOrderCancelReplaceRequest.CashMargin
fixOrderCancelReplaceRequest.CashMargin = value

现金差额指标。

CfiCode

public string CfiCode { get; set; }

value = fixOrderCancelReplaceRequest.CfiCode
fixOrderCancelReplaceRequest.CfiCode = value

CFI代码(金融工具分类).

ClOrdId

public FixId ClOrdId { get; set; }

value = fixOrderCancelReplaceRequest.ClOrdId
fixOrderCancelReplaceRequest.ClOrdId = value

替换请求的客户端命令标识符。

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

命令修改是否为手动。

Leverage

public int? Leverage { get; set; }

value = fixOrderCancelReplaceRequest.Leverage
fixOrderCancelReplaceRequest.Leverage = value

利取相乘相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相

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

最低执行量。

OldPrice

public decimal? OldPrice { get; set; }

value = fixOrderCancelReplaceRequest.OldPrice
fixOrderCancelReplaceRequest.OldPrice = value

上个订单价格。

OldVolume

public decimal? OldVolume { get; set; }

value = fixOrderCancelReplaceRequest.OldVolume
fixOrderCancelReplaceRequest.OldVolume = value

上个顺序卷。

OrderId

public string OrderId { get; set; }

value = fixOrderCancelReplaceRequest.OrderId
fixOrderCancelReplaceRequest.OrderId = value

交换订单标识符.

OrderQty

public decimal? OrderQty { get; set; }

value = fixOrderCancelReplaceRequest.OrderQty
fixOrderCancelReplaceRequest.OrderQty = value

新订货数量.

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

原始客户端订单标识符。

Parties

public FixParty[] Parties { get; set; }

value = fixOrderCancelReplaceRequest.Parties
fixOrderCancelReplaceRequest.Parties = value

该缔约方的资料(ClientCode,BrokerCode)。

PositionEffect

public char? PositionEffect { get; set; }

value = fixOrderCancelReplaceRequest.PositionEffect
fixOrderCancelReplaceRequest.PositionEffect = value

位置效果(O=打开,C=关闭).

PostOnly

public bool? PostOnly { get; set; }

value = fixOrderCancelReplaceRequest.PostOnly
fixOrderCancelReplaceRequest.PostOnly = value

后只取出一面旗帜(只取出一面).

Price

public decimal? Price { get; set; }

value = fixOrderCancelReplaceRequest.Price
fixOrderCancelReplaceRequest.Price = value

新订价.

SecondaryOrderId

public string SecondaryOrderId { get; set; }

value = fixOrderCancelReplaceRequest.SecondaryOrderId
fixOrderCancelReplaceRequest.SecondaryOrderId = value

二级订单标识符。

SecurityExchange

public string SecurityExchange { get; set; }

value = fixOrderCancelReplaceRequest.SecurityExchange
fixOrderCancelReplaceRequest.SecurityExchange = value

金融工具交换代码。

SecurityType

public string SecurityType { get; set; }

value = fixOrderCancelReplaceRequest.SecurityType
fixOrderCancelReplaceRequest.SecurityType = value

金融工具类型。

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

允许滑行。

StrategyId

public string StrategyId { get; set; }

value = fixOrderCancelReplaceRequest.StrategyId
fixOrderCancelReplaceRequest.StrategyId = value

战略识别符。

Symbol

public string Symbol { get; set; }

value = fixOrderCancelReplaceRequest.Symbol
fixOrderCancelReplaceRequest.Symbol = value

金融工具符号。

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.