Identifiers

class AccountId ( unicode value )

Bases: Identifier

Represents a valid account ID.

Must be correctly formatted with two valid strings either side of a hyphen. It is expected an account ID is the name of the issuer with an account number separated by a hyphen.

Example: “IB-D02851908”.

Parameters :

value ( str ) – The account ID value.

Warning

  • The issuer and number ID combination must be unique at the firm level.

  • Panics at runtime if value is not a valid string containing a hyphen.

get_id ( self ) unicode

Return the account ID without issuer name.

Returns :

str

get_issuer ( self ) unicode

Return the account issuer for this ID.

Returns :

str

value

Return the identifier (ID) value.

Returns :

str

class ClientId ( unicode value )

Bases: ComponentId

Represents a system client ID.

Parameters :

value ( str ) – The client ID value.

Raises :

ValueError – If value is not a valid string.

Warning

  • The ID value must be unique at the trader level.

  • Panics at runtime if value is not a valid string.

value

Return the identifier (ID) value.

Returns :

str

class ClientOrderId ( unicode value )

Bases: Identifier

Represents a valid client order ID (assigned by the Nautilus system).

Parameters :

value ( str ) – The client order ID value.

Warning

  • The ID value must be unique at the firm level.

  • Panics at runtime if value is not a valid string.

value

Return the identifier (ID) value.

Returns :

str

class ComponentId ( unicode value )

Bases: Identifier

Represents a valid component ID.

Parameters :

value ( str ) – The component ID value.

Raises :

ValueError – If value is not a valid string.

Warning

  • The ID value must be unique at the trader level.

  • Panics at runtime if value is not a valid string.

value

Return the identifier (ID) value.

Returns :

str

class ExecAlgorithmId ( unicode value )

Bases: ComponentId

Represents a valid execution algorithm ID.

Parameters :

value ( str ) – The execution algorithm ID value.

Warning

  • Panics at runtime if value is not a valid string.

References

https://www.onixs.biz/fix-dictionary/5.0/tagnum_1003.html

value

Return the identifier (ID) value.

Returns :

str

class Identifier

Bases: object

The base class for all identifiers.

value

Return the identifier (ID) value.

Returns :

str

class InstrumentId ( Symbol symbol , Venue venue )

Bases: Identifier

Represents a valid instrument ID.

The symbol and venue combination should uniquely identify the instrument.

Parameters :
  • symbol ( Symbol ) – The instruments ticker symbol.

  • venue ( Venue ) – The instruments trading venue.

static from_str ( unicode value: str ) InstrumentId

Return an instrument ID parsed from the given string value. Must be correctly formatted including characters either side of a single period.

Examples: “AUD/USD.IDEALPRO”, “BTCUSDT.BINANCE”

Parameters :

value ( str ) – The instrument ID string value to parse.

Returns :

InstrumentId

symbol

The instrument ticker symbol.

Returns :

Symbol

value

Return the identifier (ID) value.

Returns :

str

venue

The instrument trading venue.

Returns :

Venue

class OrderListId ( unicode value )

Bases: Identifier

Represents a valid order list ID (assigned by the Nautilus system).

Parameters :

value ( str ) – The order list ID value.

Warning

  • Panics at runtime if value is not a valid string.

value

Return the identifier (ID) value.

Returns :

str

class PositionId ( unicode value )

Bases: Identifier

Represents a valid position ID.

Parameters :

value ( str ) – The position ID value.

Warning

  • Panics at runtime if value is not a valid string.

value

Return the identifier (ID) value.

Returns :

str

class StrategyId ( unicode value )

Bases: ComponentId

Represents a valid strategy ID.

Must be correctly formatted with two valid strings either side of a hyphen. It is expected a strategy ID is the class name of the strategy, with an order ID tag number separated by a hyphen.

Example: “EMACross-001”.

Parameters :

value ( str ) – The strategy ID value.

Warning

  • The name and tag combination must be unique at the trader level.

  • Panics at runtime if value is not a valid string containing a hyphen.

get_tag ( self ) unicode

Return the order ID tag value for this ID.

Returns :

str

is_external ( self ) bool

If the strategy ID is the global ‘external’ strategy. This represents the strategy for all orders interacting with this instance of the system which did not originate from any strategy being managed by the system.

Returns :

bool

value

Return the identifier (ID) value.

Returns :

str

class Symbol ( unicode value )

Bases: Identifier

Represents a valid ticker symbol ID for a tradable financial market instrument.

Parameters :

value ( str ) – The ticker symbol ID value.

Warning

  • The ID value must be unique for a trading venue.

  • Panics at runtime if value is not a valid string.

References

https://en.wikipedia.org/wiki/Ticker_symbol

value

Return the identifier (ID) value.

Returns :

str

class TradeId ( unicode value )

Bases: Identifier

Represents a valid trade match ID (assigned by a trading venue).

Can correspond to the TradeID <1003> field of the FIX protocol.

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

Parameters :

value ( str ) – The trade match ID value.

Warning

  • Panics at runtime if value is not a valid string containing a hyphen.

References

https://www.onixs.biz/fix-dictionary/5.0/tagnum_1003.html

value

Return the identifier (ID) value.

Returns :

str

class TraderId ( unicode value )

Bases: ComponentId

Represents a valid trader ID.

Must be correctly formatted with two valid strings either side of a hyphen. It is expected a trader ID is the abbreviated name of the trader with an order ID tag number separated by a hyphen.

Example: “TESTER-001”.

Parameters :

value ( str ) – The trader ID value.

Warning

  • The name and tag combination ID value must be unique at the firm level.

  • Panics at runtime if value is not a valid string containing a hyphen.

get_tag ( self ) unicode

Return the order ID tag value for this ID.

Returns :

str

value

Return the identifier (ID) value.

Returns :

str

class Venue ( unicode name )

Bases: Identifier

Represents a valid trading venue ID.

Parameters :

name ( str ) – The venue ID value.

Warning

  • Panics at runtime if value is not a valid string.

value

Return the identifier (ID) value.

Returns :

str

class VenueOrderId ( unicode value )

Bases: Identifier

Represents a valid venue order ID (assigned by a trading venue).

Parameters :

value ( str ) – The venue assigned order ID value.

Warning

  • Panics at runtime if value is not a valid string.

value

Return the identifier (ID) value.

Returns :

str