Bloomberg AIM · Schema

Trade

A trade execution record within Bloomberg AIM/EMSX, representing a route sent to a broker and its associated fills. Maps to the EMSX route concept with embedded fill data.

Financial DataMarket DataOrder ManagementPortfolio ManagementTrading

Properties

Name	Type	Description
sequenceNumber	integer	Parent order sequence number in EMSX
routeId	integer	Unique route identifier within the parent order
ticker	string	Bloomberg ticker of the traded security
side	string	Trade direction
amount	integer	Quantity routed to the broker
filledAmount	integer	Quantity filled on this route
averagePrice	number	Volume-weighted average fill price for this route
broker	string	Broker code the route was sent to
orderType	string	Order type for this route
limitPrice	number	Limit price sent with the route
stopPrice	number	Stop price sent with the route
timeInForce	string	Time in force for this route
strategy	string	Broker execution strategy name
strategyParameters	object	Strategy-specific parameters sent to the broker
executionInstructions	string	Free-text execution instructions for the broker
status	string	Current route status
account	string	Trading account used for this route
exchange	string	Exchange where execution occurred
commission	number	Commission charged for this route execution
commissionType	string	How commission is calculated
netAmount	number	Net monetary amount of the trade (quantity x avgPrice +/- commission)
settlementDate	string	Expected or actual settlement date
fills	array	Individual fill records for this route
createdDate	string	Date the route was created
createdTime	string	Time the route was created (HH:MM:SS)
lastFillDate	string	Date of the most recent fill
lastFillTime	string	Time of the most recent fill (HH:MM:SS)
lastUpdated	string	Timestamp of the last route update

View JSON Schema on GitHub

JSON Schema

{
  "$id": "https://bloomberg.com/schemas/trade.json",
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "Trade",
  "description": "A trade execution record within Bloomberg AIM/EMSX, representing a route sent to a broker and its associated fills. Maps to the EMSX route concept with embedded fill data.",
  "type": "object",
  "required": [
    "sequenceNumber",
    "routeId",
    "ticker",
    "side",
    "amount",
    "broker"
  ],
  "properties": {
    "sequenceNumber": {
      "type": "integer",
      "description": "Parent order sequence number in EMSX"
    },
    "routeId": {
      "type": "integer",
      "description": "Unique route identifier within the parent order"
    },
    "ticker": {
      "type": "string",
      "description": "Bloomberg ticker of the traded security",
      "examples": [
        "IBM US Equity",
        "AAPL US Equity"
      ]
    },
    "side": {
      "type": "string",
      "description": "Trade direction",
      "enum": [
        "BUY",
        "SELL",
        "SHRT"
      ]
    },
    "amount": {
      "type": "integer",
      "description": "Quantity routed to the broker",
      "minimum": 1
    },
    "filledAmount": {
      "type": "integer",
      "description": "Quantity filled on this route",
      "minimum": 0,
      "default": 0
    },
    "averagePrice": {
      "type": "number",
      "description": "Volume-weighted average fill price for this route"
    },
    "broker": {
      "type": "string",
      "description": "Broker code the route was sent to"
    },
    "orderType": {
      "type": "string",
      "description": "Order type for this route",
      "enum": [
        "MKT",
        "LMT",
        "STP",
        "STP LMT"
      ]
    },
    "limitPrice": {
      "type": "number",
      "description": "Limit price sent with the route"
    },
    "stopPrice": {
      "type": "number",
      "description": "Stop price sent with the route"
    },
    "timeInForce": {
      "type": "string",
      "description": "Time in force for this route",
      "enum": [
        "DAY",
        "GTC",
        "OPG",
        "IOC",
        "FOK",
        "GTD",
        "MOC",
        "LOC"
      ]
    },
    "strategy": {
      "type": "string",
      "description": "Broker execution strategy name"
    },
    "strategyParameters": {
      "type": "object",
      "description": "Strategy-specific parameters sent to the broker",
      "additionalProperties": true
    },
    "executionInstructions": {
      "type": "string",
      "description": "Free-text execution instructions for the broker"
    },
    "status": {
      "type": "string",
      "description": "Current route status",
      "enum": [
        "CANCEL",
        "CXL_PND",
        "DONE",
        "FILL",
        "MOD_PND",
        "NEW",
        "PART_FILL",
        "RJCT",
        "SENT",
        "WORKING"
      ]
    },
    "account": {
      "type": "string",
      "description": "Trading account used for this route"
    },
    "exchange": {
      "type": "string",
      "description": "Exchange where execution occurred"
    },
    "commission": {
      "type": "number",
      "description": "Commission charged for this route execution"
    },
    "commissionType": {
      "type": "string",
      "description": "How commission is calculated",
      "enum": [
        "PerShare",
        "Percentage",
        "Fixed"
      ]
    },
    "netAmount": {
      "type": "number",
      "description": "Net monetary amount of the trade (quantity x avgPrice +/- commission)"
    },
    "settlementDate": {
      "type": "string",
      "format": "date",
      "description": "Expected or actual settlement date"
    },
    "fills": {
      "type": "array",
      "description": "Individual fill records for this route",
      "items": {
        "$ref": "#/$defs/Fill"
      }
    },
    "createdDate": {
      "type": "string",
      "format": "date",
      "description": "Date the route was created"
    },
    "createdTime": {
      "type": "string",
      "description": "Time the route was created (HH:MM:SS)"
    },
    "lastFillDate": {
      "type": "string",
      "format": "date",
      "description": "Date of the most recent fill"
    },
    "lastFillTime": {
      "type": "string",
      "description": "Time of the most recent fill (HH:MM:SS)"
    },
    "lastUpdated": {
      "type": "string",
      "format": "date-time",
      "description": "Timestamp of the last route update"
    }
  },
  "$defs": {
    "Fill": {
      "type": "object",
      "description": "An individual fill (partial or complete execution) within a route",
      "required": [
        "fillId",
        "fillAmount",
        "fillPrice"
      ],
      "properties": {
        "fillId": {
          "type": "integer",
          "description": "Unique fill identifier"
        },
        "fillAmount": {
          "type": "integer",
          "description": "Quantity executed in this fill",
          "minimum": 1
        },
        "fillPrice": {
          "type": "number",
          "description": "Execution price for this fill"
        },
        "fillDate": {
          "type": "string",
          "format": "date",
          "description": "Date of the fill"
        },
        "fillTime": {
          "type": "string",
          "description": "Time of the fill (HH:MM:SS)"
        },
        "exchange": {
          "type": "string",
          "description": "Exchange where the fill occurred"
        },
        "broker": {
          "type": "string",
          "description": "Broker that executed the fill"
        },
        "isManual": {
          "type": "boolean",
          "description": "Whether this fill was manually entered",
          "default": false
        }
      },
      "additionalProperties": false
    }
  },
  "additionalProperties": false
}