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)

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

数据取自OrderCancelReplaceRequest FIX消息.

ClOrdId

替换请求的客户端命令标识符 。

OrigClOrdId

原始客户端订单标识符 。

OrderId

交换订单标识符.

Account

账户标识符。

Price

新订价.

OrderQty

新订货数量.

SecurityType

金融工具类型。

CfiCode

CFI代码(金融工具分类).

Symbol

金融工具符号。

SecurityExchange

金融工具交换代码。

CashMargin

现金差额指标。

Slippage

允许滑行 。

IsManual

命令修改是否为手动 。

MinQty

最低执行量。

PositionEffect

位置效果(O=打开,C=关闭).

PostOnly

后只取出一面旗帜(只取出一面).

SecondaryOrderId

二级订单标识符。

StrategyId

战略识别符。

OldPrice

上个订单价格。

OldVolume

上个顺序卷 。

Leverage

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

Parties

该缔约方的资料(ClientCode,BrokerCode)。

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 。

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

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.

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。

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。