MarketByPriceUpdate¶
- class roq.MarketByPriceUpdate¶
Update relating to market by price
- __init__(self: roq.MarketByPriceUpdate, arg0: roq::MarketByPriceUpdate) None ¶
- property asks¶
List of asks
- property bids¶
List of bids
- property checksum¶
Checksum (internal)
- property exchange¶
Exchange
- property exchange_sequence¶
Exchange message sequence number
- property exchange_time_utc¶
Exchange timestamp, possibly from matching engine (UTC)
- property max_depth¶
Maximum depth (zero means unlimited)
- property price_precision¶
Precision (decimal digits) required to represent prices (dynamic)
- property quantity_precision¶
Precision (decimal digits) required to represent quantities (dynamic)
- property sending_time_utc¶
Exchange sending timestamp (UTC)
- property stream_id¶
Stream identifier
- property symbol¶
Symbol
- property update_type¶
Update type