MarketDataRequest

struct MarketDataRequest

FIX MarketDataRequest <V> message.

This message is used to request market data.

Public Functions

std::span<std::byte const> encode(roq::fix::Header const&, std::span<std::byte> const &buffer) const

Encode to buffer.

bool is_valid() const

Validate if message contains all required fields.

Public Members

std::string_view md_req_id

MdReqId <262> (required).

roq::fix::SubscriptionRequestType subscription_request_type = {}

SubscriptionRequestType <263> (required).

uint32_t market_depth = {}

MarketDepth <264>.

roq::fix::MDUpdateType md_update_type = {}

MDUpdateType <265>.

bool aggregated_book = false

AggregatedBook <266>.

std::span<roq::fix::codec::MDReq const> no_md_entry_types

NoMdEntryTypes <267> (required).

std::span<roq::fix::codec::InstrmtMDReq const> no_related_sym

NoRelatedSym <146> (required).

std::span<roq::fix::codec::TradingSession const> no_trading_sessions

NoTradingSessions <386>.

std::string_view custom_type

CustomType <20000>.

roq::Decimal custom_value = {}

CustomValue <20001>.

Public Static Functions

static MarketDataRequest create(roq::fix::Message const&, std::span<std::byte> const &buffer)

Decode.