StatisticsUpdate

class roq.StatisticsUpdate

Update relating to statistics published by the exchange

__init__(self: roq.StatisticsUpdate, arg0: roq::StatisticsUpdate) → None

property exchange

Exchange

property exchange_sequence

Exchange message sequence number

property exchange_time_utc

Exchange timestamp, possibly from matching engine (UTC)

property sending_time_utc

Exchange sending timestamp (UTC)

property statistics

List of statistics

property stream_id

Stream identifier

property symbol

Symbol

property update_type

Update type