OrderCancelRequest

class roq.fix.codec.OrderCancelRequest

This message is used to cancel an order.

__init__(*args, **kwargs)

Overloaded function.

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

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

property account

Account <1>

property cl_ord_id

ClOrdID <11> (required)

property no_party_ids

NoPartyIDS <453>

property order_id

OrderID <37>

property order_qty

OrderQty <38> (required)

property orig_cl_ord_id

OrigClOrdID <41> (required)

property secondary_cl_ord_id

SecondaryClOrdID <526>

property security_exchange

SecurityExchange <207> (required)

property side

Side <54> (required)

property symbol

Symbol <55> (required)

property text

Text <58>

property transact_time

TransactTime <60> (required)