TopOfBook

class roq.TopOfBook

Update relating to top of book (aggregate price)

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

property exchange

Exchange

property exchange_sequence

Exchange message sequence number

property exchange_time_utc

Exchange timestamp, possibly from matching engine (UTC)

property layer

Top of book

property sending_time_utc

Exchange sending timestamp (UTC)

property stream_id

Stream identifier

property symbol

Symbol

property update_type

Update type