MarketDataRequest¶
- class roq.codec.fix.MarketDataRequest¶
- __init__(self: roq.codec.fix.MarketDataRequest, md_req_id: str, subscription_request_type: roq.fix.SubscriptionRequestType, market_depth: int = 0, md_update_type: roq.fix.MDUpdateType = <MDUpdateType.UNDEFINED: 0>, aggregated_book: bool = False, no_md_entry_types: list[roq.fix.MDEntryType], no_related_sym: list[roq.codec.fix.InstrmtMDReq]) None ¶