OrderMassCancelReport

class roq.fix.codec.OrderMassCancelReport

This message is used to acknowledge a request to cancel orders.

__init__(*args, **kwargs)

Overloaded function.

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

  2. __init__(self: roq.fix.codec.OrderMassCancelReport, cl_ord_id: str, order_id: str, mass_cancel_request_type: roq.fix.MassCancelRequestType, mass_cancel_response: roq.fix.MassCancelResponse, mass_cancel_reject_reason: roq.fix.MassCancelRejectReason = <MassCancelRejectReason.UNDEFINED: 0>, total_affected_orders: int = 0, symbol: str = ‘’, security_exchange: str = ‘’, side: roq.fix.Side = <Side.UNDEFINED: 0>, text: str = ‘’, no_party_ids: list[roq.fix.codec.Party] = []) -> None

property cl_ord_id

ClOrdID <11> (required)

property mass_cancel_reject_reason

MassCancelRejectReason <532>

property mass_cancel_request_type

MassCancelRequestType <530> (required)

property mass_cancel_response

MassCancelResponse <531> (required)

property no_party_ids

NoPartyIDS <453>

property order_id

OrderID <37> (required)

property security_exchange

SecurityExchange <207>

property side

Side <54>

property symbol

Symbol <55>

property text

Text <58>

property total_affected_orders

TotalAffectedOrders <533>