TradeCaptureReport

class roq.fix.codec.TradeCaptureReport

This message is used to report captured trade.

__init__(self: roq.fix.codec.TradeCaptureReport, arg0: roq::fix::codec::TradeCaptureReport) None
property exec_id

ExecID <17>

property exec_type

ExecType <150>

property last_px

LastPx <31> (required)

property last_qty

LastQty <32> (required)

property last_rpt_requested

LastRptRequested <912>

property no_sides

NoSides <552> (required)

property previously_reported

PreviouslyReported <570> (required)

property security_exchange

SecurityExchange <207> (required)

property symbol

Symbol <55> (required)

property tot_num_trade_reports

TotNumTradeReports <748>

property trade_date

TradeDate <75> (required)

property trade_report_id

TradeReportID <571> (required)

property trade_request_id

TradeRequestID <568>

property transact_time

TransactTime <60> (required)

property trd_match_id

TrdMatchID <880>

property unsolicited_indicator

UnsolicitedIndicator <325>