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)