OrderUpdate

class roq.OrderUpdate

Update relating to current status of an order

__init__(self: roq.OrderUpdate, arg0: roq::OrderUpdate) None
property account

Account name

property average_traded_price

Average price (total traded)

property client_order_id

Client order identifier

property create_time_utc

Created timestamp (UTC)

property exchange

Exchange

property exchange_sequence

Exchange message sequence number

property exchange_time_utc

Exchange timestamp, possibly from matching engine (UTC)

property execution_instructions

Execution instructions

property external_account

External account name

property external_order_id

External order identifier

property last_liquidity

Liquidity indicator (last trade)

property last_traded_price

Traded price (last trade)

property last_traded_quantity

Traded quantity (base currency, last trade)

property margin_mode

Margin mode

property max_accepted_version

Last accepted version

property max_request_version

Last request version

property max_response_version

Last response version

property max_show_quantity

Quantity visible to market (base currency, requires exchange support)

property order_id

Order identifier

property order_status

Order status

property order_type

Order type

property position_effect

Position effect

property price

Price

property quantity

Quantity (base currency, total, indicative)

property quantity_type

Type of quantity (requires ecxhange support)

property remaining_quantity

Quantity (base currency, remaining)

property risk_exposure

Risk exposure

property risk_exposure_change

Risk exposure change

property routing_id

Routing identifier

property sending_time_utc

Exchange sending timestamp (UTC)

property side

Side

property stop_price

Stop price (depends on order_type and time_in_force)

property strategy_id

Strategy identifier (optional)

property stream_id

Stream identifier

property symbol

Symbol

property time_in_force

Time in force

property traded_quantity

Quantity (base currency, total traded)

property update_time_utc

Updated timestamp (UTC)

property update_type

Update type

property user

User name (optional, only relevant for drop-copy)