OrderMassCancelRequest

class roq.fix.codec.OrderMassCancelRequest

This message is used to cancel orders.

__init__(*args, **kwargs)

Overloaded function.

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

2. __init__(self: roq.fix.codec.OrderMassCancelRequest, cl_ord_id: str, mass_cancel_request_type: roq.fix.MassCancelRequestType, trading_session_id: str = ‘’, symbol: str = ‘’, security_exchange: str = ‘’, side: roq.fix.Side = <Side.UNDEFINED: 0>, transact_time: datetime.timedelta, no_party_ids: list[roq.fix.codec.Party] = []) -> None

property cl_ord_id

ClOrdID <11> (required)

property mass_cancel_request_type

MassCancelRequestType <530> (required)

property no_party_ids

NoPartyIDS <453>

property security_exchange

SecurityExchange <207>

property side

Side <54>

property symbol

Symbol <55>

property trading_session_id

TradingSessionID <336>

property transact_time

TransactTime <60> (required)