ExecutionReport¶

class roq.fix.codec.ExecutionReport¶

This message is used to report current status of an order.

__init__(*args, **kwargs)¶

Overloaded function.

__init__(self: roq.fix.codec.ExecutionReport, arg0: roq::fix::codec::ExecutionReport) -> None
__init__(self: roq.fix.codec.ExecutionReport, order_id: str, secondary_cl_ord_id: str = ‘’, cl_ord_id: str = ‘’, orig_cl_ord_id: str = ‘’, ord_status_req_id: str = ‘’, mass_status_req_id: str = ‘’, tot_num_reports: int = 0, last_rpt_requested: bool = False, no_party_ids: list[roq.fix.codec.Party] = [], exec_id: str, exec_type: roq.fix.ExecType, ord_status: roq.fix.OrdStatus, working_indicator: bool = False, ord_rej_reason: roq.fix.OrdRejReason = <OrdRejReason.UNDEFINED: 0>, account: str = ‘’, account_type: roq.fix.AccountType = <AccountType.UNDEFINED: 0>, symbol: str, security_exchange: str, side: roq.fix.Side, qty_type: roq.fix.QtyType = <QtyType.UNDEFINED: 0>, ord_type: roq.fix.OrdType = <OrdType.UNDEFINED: 0>, order_qty: roq.Decimal = nan, price: roq.Decimal = nan, stop_px: roq.Decimal = nan, currency: str = ‘’, time_in_force: roq.fix.TimeInForce = <TimeInForce.UNDEFINED: 0>, exec_inst: str = ‘’, last_qty: roq.Decimal = nan, last_px: roq.Decimal = nan, trading_session_id: str = ‘’, leaves_qty: roq.Decimal, cum_qty: roq.Decimal, avg_px: roq.Decimal, transact_time: datetime.timedelta = datetime.timedelta(0), position_effect: roq.fix.PositionEffect = <PositionEffect.UNDEFINED: 0>, max_show: roq.Decimal = nan, text: str = ‘’, last_liquidity_ind: roq.fix.LastLiquidityInd = <LastLiquidityInd.UNDEFINED: 0>) -> None