MarketDataRequest

class roq.fix.codec.MarketDataRequest

This message is used to request market data.

__init__(*args, **kwargs)

Overloaded function.

1. __init__(self: roq.fix.codec.MarketDataRequest, arg0: roq::fix::codec::MarketDataRequest) -> None

2. __init__(self: roq.fix.codec.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.codec.MDReq], no_related_sym: list[roq.fix.codec.InstrmtMDReq], no_trading_sessions: list[roq::fix::codec::TradingSession] = [], custom_type: str = ‘’, custom_value: roq.Decimal = nan) -> None

property aggregated_book

AggregatedBook <266>

property custom_type

CustomType <20000>

property custom_value

CustomValue <20001>

property market_depth

MarketDepth <264>

property md_req_id

MdReqId <262> (required)

property md_update_type

MDUpdateType <265>

property no_md_entry_types

NoMdEntryTypes <267> (required)

property no_related_sym

NoRelatedSym <146> (required)

property no_trading_sessions

NoTradingSessions <386>

property subscription_request_type

SubscriptionRequestType <263> (required)