ReferenceData¶

class roq.ReferenceData¶

Update relating to the reference data for a symbol

__init__(self: roq.ReferenceData, arg0: roq::ReferenceData) → None¶

property base_currency¶: Base currency

property cfi_code¶: CFI code

property commission_currency¶: Commission currency

property description¶: Description

property discard¶: Discard market data updates?

property exchange¶: Exchange

property exchange_sequence¶: Exchange message sequence number

property exchange_time_utc¶: Exchange timestamp, possibly from matching engine (UTC)

property expiry_datetime¶: Expiry datetime

property expiry_datetime_utc¶: Expiry datetime

property issue_date¶: Issue date

property margin_currency¶: Margin currency

property max_trade_vol¶: Maximum trade volume

property min_notional¶: Minimum notional (price * quantity)

property min_trade_vol¶: Minimum trade volume

property multiplier¶: Multiplier (notional)

property option_type¶: Option type

property quote_currency¶: Quote currency

property security_type¶: Security type

property sending_time_utc¶: Exchange sending timestamp (UTC)

property settlement_currency¶: Settlement currency

property settlement_date¶: Settlement date

property stream_id¶: Stream identifier

property strike_currency¶: Strike currency

property strike_price¶: Strike price

property symbol¶: Symbol

property tick_size¶: Minimum price increment

property tick_size_steps¶: List of tick size steps

property time_zone¶: Time-zone

property trade_vol_step_size¶: Trade volume step size

property underlying¶: Underlying instrument