OrderCancelReplaceRequest

class roq.fix.codec.OrderCancelReplaceRequest

This message is used to modify an order.

__init__(*args, **kwargs)

Overloaded function.

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

2. __init__(self: roq.fix.codec.OrderCancelReplaceRequest, order_id: str = ‘’, no_party_ids: list[roq.fix.codec.Party] = [], orig_cl_ord_id: str, cl_ord_id: str, secondary_cl_ord_id: str = ‘’, account: str = ‘’, symbol: str, security_exchange: str, order_qty: roq.Decimal = nan, price: roq.Decimal = nan, side: roq.fix.Side, transact_time: datetime.timedelta, ord_type: roq.fix.OrdType) -> None

property account

Account <1>

property cl_ord_id

ClOrdID <11> (required)

property no_party_ids

NoPartyIDS <453>

property ord_type

OrdType <40> (required)

property order_id

OrderID <37>

property order_qty

OrderQty <38>

property orig_cl_ord_id

OrigClOrdID <41> (required)

property price

Price <44>

property secondary_cl_ord_id

SecondaryClOrdID <526>

property security_exchange

SecurityExchange <207> (required)

property side

Side <54> (required)

property symbol

Symbol <55> (required)

property transact_time

TransactTime <60> (required)