OrderCancelReject

class roq.fix.codec.OrderCancelReject

This message is used when an order cancel request must be rejected.

__init__(*args, **kwargs)

Overloaded function.

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

2. __init__(self: roq.fix.codec.OrderCancelReject, order_id: str, secondary_cl_ord_id: str = ‘’, cl_ord_id: str, orig_cl_ord_id: str, ord_status: roq.fix.OrdStatus = <OrdStatus.UNDEFINED: 0>, working_indicator: bool = False, account: str = ‘’, cxl_rej_response_to: roq.fix.CxlRejResponseTo = <CxlRejResponseTo.UNDEFINED: 0>, cxl_rej_reason: roq.fix.CxlRejReason = <CxlRejReason.UNDEFINED: 0>, text: str = ‘’) -> None

property account

Account <1>

property cl_ord_id

ClOrdID <11> (required)

property cxl_rej_reason

CxlRejReason <102>

property cxl_rej_response_to

CxlRejResponseTo <434>

property ord_status

OrdStatus <39>

property order_id

OrderID <37> (required)

property orig_cl_ord_id

OrigClOrdID <41> (required)

property secondary_cl_ord_id

SecondaryClOrdID <526>

property text

Text <58>

property working_indicator

WorkingIndicator <636>