TradeUpdate

class roq.TradeUpdate

Update relating to order being partially or fully filled

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

property account

Account name

property client_order_id

Client order identifier

property create_time_utc

Created timestamp (UTC)

property exchange

Exchange

property exchange_sequence

Exchange message sequence number

property exchange_time_utc

Exchange timestamp, possibly from matching engine (UTC)

property external_account

External account name

property external_order_id

External order identifier

property fills

List of fills

property margin_mode

Margin mode

property order_id

Order identifier

property position_effect

Position effect

property quantity_type

Type of quantity (requires ecxhange support)

property routing_id

Routing identifier

property sending_time_utc

Exchange sending timestamp (UTC)

property side

Side

property strategy_id

Strategy identifier (optional)

property stream_id

Stream identifier

property symbol

Symbol

property update_time_utc

Updated timestamp (UTC)

property update_type

Update type

property user

User name (optional, only relevant for drop-copy)