Bloomberg Buyside Enterprise Solutions · Schema

Bloomberg Buyside Order

A trading order representing an instruction to buy or sell a financial instrument, supporting various order types, time-in-force options, and algorithmic execution strategies for institutional buy-side trading.

AnalyticsAsset ManagementBuy-SideEnterprise SolutionsFinancial ServicesMarket DataPortfolio ManagementTrading

Properties

Name	Type	Description
id	string	Unique order identifier
security	string	Bloomberg security identifier (e.g., 'AAPL US Equity')
securityName	string	Human-readable security name
side	string	Order side indicating the direction of the trade
orderType	string	Order type determining execution behavior
quantity	number	Total order quantity in shares or units
filledQuantity	number	Cumulative filled quantity
remainingQuantity	number	Remaining quantity to be filled
limitPrice	number	Limit price for LIMIT and STOP_LIMIT orders
stopPrice	number	Stop trigger price for STOP and STOP_LIMIT orders
averageFillPrice	number	Volume-weighted average price of all fills
status	string	Current order lifecycle status
timeInForce	string	Time-in-force instruction governing order duration
expirationDate	string	Expiration date for Good-Till-Date (GTD) orders
portfolioId	string	Target portfolio for post-trade allocation
brokerId	string	Broker identifier for order routing
algorithm	string	Algorithmic execution strategy name
algorithmParams	object	Algorithm-specific execution parameters
currency	string	Order currency (ISO 4217)
trader	string	Identifier of the trader who placed the order
executions	array	Execution reports (fills) for this order
createdAt	string	Order creation timestamp
updatedAt	string	Most recent order update timestamp

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://www.bloomberg.com/schemas/buyside/order.json",
  "title": "Bloomberg Buyside Order",
  "description": "A trading order representing an instruction to buy or sell a financial instrument, supporting various order types, time-in-force options, and algorithmic execution strategies for institutional buy-side trading.",
  "type": "object",
  "required": ["security", "side", "orderType", "quantity"],
  "properties": {
    "id": {
      "type": "string",
      "description": "Unique order identifier"
    },
    "security": {
      "type": "string",
      "description": "Bloomberg security identifier (e.g., 'AAPL US Equity')"
    },
    "securityName": {
      "type": "string",
      "description": "Human-readable security name"
    },
    "side": {
      "type": "string",
      "enum": ["BUY", "SELL", "SHORT_SELL", "BUY_TO_COVER"],
      "description": "Order side indicating the direction of the trade"
    },
    "orderType": {
      "type": "string",
      "enum": ["MARKET", "LIMIT", "STOP", "STOP_LIMIT", "PEGGED", "VWAP", "TWAP"],
      "description": "Order type determining execution behavior"
    },
    "quantity": {
      "type": "number",
      "minimum": 0,
      "exclusiveMinimum": true,
      "description": "Total order quantity in shares or units"
    },
    "filledQuantity": {
      "type": "number",
      "minimum": 0,
      "description": "Cumulative filled quantity"
    },
    "remainingQuantity": {
      "type": "number",
      "minimum": 0,
      "description": "Remaining quantity to be filled"
    },
    "limitPrice": {
      "type": "number",
      "minimum": 0,
      "description": "Limit price for LIMIT and STOP_LIMIT orders"
    },
    "stopPrice": {
      "type": "number",
      "minimum": 0,
      "description": "Stop trigger price for STOP and STOP_LIMIT orders"
    },
    "averageFillPrice": {
      "type": "number",
      "description": "Volume-weighted average price of all fills"
    },
    "status": {
      "type": "string",
      "enum": ["NEW", "PENDING", "PARTIALLY_FILLED", "FILLED", "CANCELLED", "REJECTED", "EXPIRED"],
      "description": "Current order lifecycle status"
    },
    "timeInForce": {
      "type": "string",
      "enum": ["DAY", "GTC", "IOC", "FOK", "GTD"],
      "description": "Time-in-force instruction governing order duration"
    },
    "expirationDate": {
      "type": "string",
      "format": "date",
      "description": "Expiration date for Good-Till-Date (GTD) orders"
    },
    "portfolioId": {
      "type": "string",
      "description": "Target portfolio for post-trade allocation"
    },
    "brokerId": {
      "type": "string",
      "description": "Broker identifier for order routing"
    },
    "algorithm": {
      "type": "string",
      "description": "Algorithmic execution strategy name"
    },
    "algorithmParams": {
      "type": "object",
      "additionalProperties": true,
      "description": "Algorithm-specific execution parameters"
    },
    "currency": {
      "type": "string",
      "description": "Order currency (ISO 4217)",
      "pattern": "^[A-Z]{3}$"
    },
    "trader": {
      "type": "string",
      "description": "Identifier of the trader who placed the order"
    },
    "executions": {
      "type": "array",
      "items": {
        "$ref": "#/$defs/Execution"
      },
      "description": "Execution reports (fills) for this order"
    },
    "createdAt": {
      "type": "string",
      "format": "date-time",
      "description": "Order creation timestamp"
    },
    "updatedAt": {
      "type": "string",
      "format": "date-time",
      "description": "Most recent order update timestamp"
    }
  },
  "$defs": {
    "Execution": {
      "type": "object",
      "description": "An execution report representing a partial or complete fill of a trading order",
      "properties": {
        "id": {
          "type": "string",
          "description": "Unique execution identifier"
        },
        "quantity": {
          "type": "number",
          "minimum": 0,
          "description": "Executed quantity"
        },
        "price": {
          "type": "number",
          "description": "Execution price"
        },
        "commission": {
          "type": "number",
          "description": "Commission charged for this execution"
        },
        "fees": {
          "type": "number",
          "description": "Exchange and regulatory fees"
        },
        "netAmount": {
          "type": "number",
          "description": "Net settlement amount"
        },
        "venue": {
          "type": "string",
          "description": "Execution venue or exchange"
        },
        "broker": {
          "type": "string",
          "description": "Executing broker"
        },
        "settlementDate": {
          "type": "string",
          "format": "date",
          "description": "Expected settlement date"
        },
        "executedAt": {
          "type": "string",
          "format": "date-time",
          "description": "Execution timestamp"
        }
      }
    }
  }
}