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)