OrderCancelReplaceRequest#

class roq.codec.fix.OrderCancelReplaceRequest#
__init__(self: roq.codec.fix.OrderCancelReplaceRequest, order_id: str = '', orig_cl_ord_id: str = '', cl_ord_id: str = '', secondary_cl_ord_id: str = '', account: str = '', symbol: str = '', security_exchange: str = '', order_qty: float = nan, price: float = nan, side: roq.fix.Side = <Side.UNDEFINED: 0>, transact_time: datetime.datetime = datetime.datetime(1970, 1, 1, 1, 0), ord_type: roq.fix.OrdType = <OrdType.UNDEFINED: 0>) None#