fix¶
Class¶
Messages
- Logon
- Logout
- TestRequest
- Heartbeat
- ResendRequest
- Reject
- BusinessMessageReject
- UserRequest
- UserResponse
- TradingSessionStatusRequest
- TradingSessionStatus
- SecurityListRequest
- SecurityList
- SecurityDefinitionRequest
SecurityDefinitionRequestSecurityDefinitionRequest.__init__()SecurityDefinitionRequest.security_exchangeSecurityDefinitionRequest.security_req_idSecurityDefinitionRequest.security_request_typeSecurityDefinitionRequest.subscription_request_typeSecurityDefinitionRequest.symbolSecurityDefinitionRequest.trading_session_id
- SecurityDefinition
SecurityDefinitionSecurityDefinition.__init__()SecurityDefinition.contract_multiplierSecurityDefinition.min_price_incrementSecurityDefinition.min_trade_volSecurityDefinition.security_exchangeSecurityDefinition.security_req_idSecurityDefinition.security_response_idSecurityDefinition.security_response_typeSecurityDefinition.symbolSecurityDefinition.trading_session_id
- SecurityStatusRequest
- SecurityStatus
- MarketDataRequest
MarketDataRequestMarketDataRequest.__init__()MarketDataRequest.aggregated_bookMarketDataRequest.custom_typeMarketDataRequest.custom_valueMarketDataRequest.market_depthMarketDataRequest.md_req_idMarketDataRequest.md_update_typeMarketDataRequest.no_md_entry_typesMarketDataRequest.no_related_symMarketDataRequest.no_trading_sessionsMarketDataRequest.subscription_request_type
- MarketDataRequestReject
- MarketDataSnapshotFullRefresh
- MarketDataIncrementalRefresh
- OrderStatusRequest
- OrderMassStatusRequest
OrderMassStatusRequestOrderMassStatusRequest.__init__()OrderMassStatusRequest.accountOrderMassStatusRequest.mass_status_req_idOrderMassStatusRequest.mass_status_req_typeOrderMassStatusRequest.no_party_idsOrderMassStatusRequest.security_exchangeOrderMassStatusRequest.sideOrderMassStatusRequest.symbolOrderMassStatusRequest.trading_session_id
- NewOrderSingle
NewOrderSingleNewOrderSingle.__init__()NewOrderSingle.accountNewOrderSingle.cl_ord_idNewOrderSingle.exec_instNewOrderSingle.handl_instNewOrderSingle.max_showNewOrderSingle.no_party_idsNewOrderSingle.no_trading_sessionsNewOrderSingle.ord_typeNewOrderSingle.order_qtyNewOrderSingle.position_effectNewOrderSingle.priceNewOrderSingle.qty_typeNewOrderSingle.secondary_cl_ord_idNewOrderSingle.security_exchangeNewOrderSingle.sideNewOrderSingle.stop_pxNewOrderSingle.symbolNewOrderSingle.textNewOrderSingle.time_in_forceNewOrderSingle.transact_time
- OrderCancelRequest
OrderCancelRequestOrderCancelRequest.__init__()OrderCancelRequest.accountOrderCancelRequest.cl_ord_idOrderCancelRequest.no_party_idsOrderCancelRequest.order_idOrderCancelRequest.order_qtyOrderCancelRequest.orig_cl_ord_idOrderCancelRequest.secondary_cl_ord_idOrderCancelRequest.security_exchangeOrderCancelRequest.sideOrderCancelRequest.symbolOrderCancelRequest.textOrderCancelRequest.transact_time
- OrderCancelReplaceRequest
OrderCancelReplaceRequestOrderCancelReplaceRequest.__init__()OrderCancelReplaceRequest.accountOrderCancelReplaceRequest.cl_ord_idOrderCancelReplaceRequest.no_party_idsOrderCancelReplaceRequest.ord_typeOrderCancelReplaceRequest.order_idOrderCancelReplaceRequest.order_qtyOrderCancelReplaceRequest.orig_cl_ord_idOrderCancelReplaceRequest.priceOrderCancelReplaceRequest.secondary_cl_ord_idOrderCancelReplaceRequest.security_exchangeOrderCancelReplaceRequest.sideOrderCancelReplaceRequest.symbolOrderCancelReplaceRequest.transact_time
- OrderMassCancelRequest
OrderMassCancelRequestOrderMassCancelRequest.__init__()OrderMassCancelRequest.cl_ord_idOrderMassCancelRequest.mass_cancel_request_typeOrderMassCancelRequest.no_party_idsOrderMassCancelRequest.security_exchangeOrderMassCancelRequest.sideOrderMassCancelRequest.symbolOrderMassCancelRequest.trading_session_idOrderMassCancelRequest.transact_time
- OrderCancelReject
OrderCancelRejectOrderCancelReject.__init__()OrderCancelReject.accountOrderCancelReject.cl_ord_idOrderCancelReject.cxl_rej_reasonOrderCancelReject.cxl_rej_response_toOrderCancelReject.ord_statusOrderCancelReject.order_idOrderCancelReject.orig_cl_ord_idOrderCancelReject.secondary_cl_ord_idOrderCancelReject.textOrderCancelReject.working_indicator
- OrderMassCancelReport
OrderMassCancelReportOrderMassCancelReport.__init__()OrderMassCancelReport.cl_ord_idOrderMassCancelReport.mass_cancel_reject_reasonOrderMassCancelReport.mass_cancel_request_typeOrderMassCancelReport.mass_cancel_responseOrderMassCancelReport.no_party_idsOrderMassCancelReport.order_idOrderMassCancelReport.security_exchangeOrderMassCancelReport.sideOrderMassCancelReport.symbolOrderMassCancelReport.textOrderMassCancelReport.total_affected_orders
- ExecutionReport
ExecutionReportExecutionReport.__init__()ExecutionReport.accountExecutionReport.account_typeExecutionReport.avg_pxExecutionReport.cl_ord_idExecutionReport.cum_qtyExecutionReport.currencyExecutionReport.exec_idExecutionReport.exec_instExecutionReport.exec_typeExecutionReport.last_liquidity_indExecutionReport.last_pxExecutionReport.last_qtyExecutionReport.last_rpt_requestedExecutionReport.leaves_qtyExecutionReport.mass_status_req_idExecutionReport.max_showExecutionReport.no_party_idsExecutionReport.ord_rej_reasonExecutionReport.ord_statusExecutionReport.ord_status_req_idExecutionReport.ord_typeExecutionReport.order_idExecutionReport.order_qtyExecutionReport.orig_cl_ord_idExecutionReport.position_effectExecutionReport.priceExecutionReport.qty_typeExecutionReport.secondary_cl_ord_idExecutionReport.security_exchangeExecutionReport.sideExecutionReport.stop_pxExecutionReport.symbolExecutionReport.textExecutionReport.time_in_forceExecutionReport.tot_num_reportsExecutionReport.trading_session_idExecutionReport.transact_timeExecutionReport.working_indicator
- TradeCaptureReportRequest
TradeCaptureReportRequestTradeCaptureReportRequest.__init__()TradeCaptureReportRequest.cl_ord_idTradeCaptureReportRequest.no_party_idsTradeCaptureReportRequest.order_idTradeCaptureReportRequest.security_exchangeTradeCaptureReportRequest.subscription_request_typeTradeCaptureReportRequest.symbolTradeCaptureReportRequest.trade_request_idTradeCaptureReportRequest.trade_request_type
- TradeCaptureReport
TradeCaptureReportTradeCaptureReport.__init__()TradeCaptureReport.exec_idTradeCaptureReport.exec_typeTradeCaptureReport.last_pxTradeCaptureReport.last_qtyTradeCaptureReport.last_rpt_requestedTradeCaptureReport.no_sidesTradeCaptureReport.previously_reportedTradeCaptureReport.security_exchangeTradeCaptureReport.symbolTradeCaptureReport.tot_num_trade_reportsTradeCaptureReport.trade_dateTradeCaptureReport.trade_report_idTradeCaptureReport.trade_request_idTradeCaptureReport.transact_timeTradeCaptureReport.trd_match_idTradeCaptureReport.unsolicited_indicator
- RequestForPositions
RequestForPositionsRequestForPositions.__init__()RequestForPositions.accountRequestForPositions.account_typeRequestForPositions.clearing_business_dateRequestForPositions.currencyRequestForPositions.no_party_idsRequestForPositions.no_trading_sessionsRequestForPositions.pos_req_idRequestForPositions.pos_req_typeRequestForPositions.security_exchangeRequestForPositions.subscription_request_typeRequestForPositions.symbolRequestForPositions.transact_time
- RequestForPositionsAck
RequestForPositionsAckRequestForPositionsAck.__init__()RequestForPositionsAck.accountRequestForPositionsAck.account_typeRequestForPositionsAck.no_party_idsRequestForPositionsAck.pos_maint_rpt_idRequestForPositionsAck.pos_req_idRequestForPositionsAck.pos_req_resultRequestForPositionsAck.pos_req_statusRequestForPositionsAck.textRequestForPositionsAck.total_num_pos_reportsRequestForPositionsAck.unsolicited_indicator
- PositionReport
PositionReportPositionReport.__init__()PositionReport.accountPositionReport.account_typePositionReport.clearing_business_datePositionReport.currencyPositionReport.no_party_idsPositionReport.no_pos_amtPositionReport.no_positionsPositionReport.pos_maint_rpt_idPositionReport.pos_req_idPositionReport.pos_req_resultPositionReport.pos_req_typePositionReport.prior_settl_pricePositionReport.security_exchangePositionReport.settl_pricePositionReport.settl_price_typePositionReport.subscription_request_typePositionReport.symbolPositionReport.textPositionReport.total_num_pos_reportsPositionReport.unsolicited_indicator