TradeSummary

class roq.TradeSummary

Update relating to trade reporting by the exchange

__init__(self: roq.TradeSummary, arg0: roq::TradeSummary) → 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 stream_id

Stream identifier

property symbol

Symbol

property trades

List of trades