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