Fill

Financial DataMarket DataOrder ManagementPortfolio ManagementTrading

Properties

Name	Type	Description
EMSX_SEQUENCE	integer	Parent order sequence number
EMSX_ROUTE_ID	integer	Route that was filled
EMSX_FILL_ID	integer	Unique fill identifier
EMSX_TICKER	string
EMSX_SIDE	string
EMSX_FILL_AMOUNT	integer	Quantity filled
EMSX_FILL_PRICE	number	Fill price
EMSX_FILL_DATE	string	Fill date (YYYYMMDD)
EMSX_FILL_TIME	string	Fill time (HHMMSS)
EMSX_BROKER	string
EMSX_EXCHANGE	string	Exchange where the fill occurred

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "Fill",
  "type": "object",
  "properties": {
    "EMSX_SEQUENCE": {
      "type": "integer",
      "description": "Parent order sequence number"
    },
    "EMSX_ROUTE_ID": {
      "type": "integer",
      "description": "Route that was filled"
    },
    "EMSX_FILL_ID": {
      "type": "integer",
      "description": "Unique fill identifier"
    },
    "EMSX_TICKER": {
      "type": "string"
    },
    "EMSX_SIDE": {
      "type": "string"
    },
    "EMSX_FILL_AMOUNT": {
      "type": "integer",
      "description": "Quantity filled"
    },
    "EMSX_FILL_PRICE": {
      "type": "number",
      "description": "Fill price"
    },
    "EMSX_FILL_DATE": {
      "type": "string",
      "description": "Fill date (YYYYMMDD)"
    },
    "EMSX_FILL_TIME": {
      "type": "string",
      "description": "Fill time (HHMMSS)"
    },
    "EMSX_BROKER": {
      "type": "string"
    },
    "EMSX_EXCHANGE": {
      "type": "string",
      "description": "Exchange where the fill occurred"
    }
  }
}