Bloomberg EMSX · Schema

Bloomberg EMSX Fill

A fill (execution) in the Bloomberg Execution Management System (EMSX) representing a completed or partial trade execution against a route. Fills contain execution price, quantity, broker, exchange, and settlement information.

BloombergExecution ManagementFinancial ServicesOrder ManagementTrading

Properties

Name	Type	Description
fillId	integer	Unique fill identifier within the EMSX blotter
orderSequenceNumber	integer	Parent order sequence number
routeId	integer	Parent route identifier
ticker	string	Bloomberg security ticker symbol
side	string	Side of the fill
fillAmount	number	Executed quantity in this fill
fillPrice	number	Execution price for this fill
broker	string	Bloomberg broker code of the executing broker
brokerName	string	Full name of the executing broker
exchange	string	Exchange or venue where the execution occurred
currency	string	Trade currency in ISO 4217 three-letter code
settlementDate	string	Settlement date for the trade
tradeDate	string	Trade date (date the execution occurred)
fillTime	string	ISO 8601 timestamp of the fill execution
account	string	Trading account identifier
isManual	boolean	Whether this fill was manually entered (e.g., for voice-brokered trades)
contraParty	string	Counterparty identifier for the trade

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://www.bloomberg.com/schemas/emsx/fill.json",
  "title": "Bloomberg EMSX Fill",
  "description": "A fill (execution) in the Bloomberg Execution Management System (EMSX) representing a completed or partial trade execution against a route. Fills contain execution price, quantity, broker, exchange, and settlement information.",
  "type": "object",
  "required": ["orderSequenceNumber", "routeId", "fillAmount", "fillPrice"],
  "properties": {
    "fillId": {
      "type": "integer",
      "description": "Unique fill identifier within the EMSX blotter"
    },
    "orderSequenceNumber": {
      "type": "integer",
      "description": "Parent order sequence number"
    },
    "routeId": {
      "type": "integer",
      "description": "Parent route identifier"
    },
    "ticker": {
      "type": "string",
      "description": "Bloomberg security ticker symbol"
    },
    "side": {
      "type": "string",
      "enum": ["BUY", "SELL", "SHORT", "COVER"],
      "description": "Side of the fill"
    },
    "fillAmount": {
      "type": "number",
      "minimum": 0,
      "exclusiveMinimum": true,
      "description": "Executed quantity in this fill"
    },
    "fillPrice": {
      "type": "number",
      "description": "Execution price for this fill"
    },
    "broker": {
      "type": "string",
      "description": "Bloomberg broker code of the executing broker"
    },
    "brokerName": {
      "type": "string",
      "description": "Full name of the executing broker"
    },
    "exchange": {
      "type": "string",
      "description": "Exchange or venue where the execution occurred"
    },
    "currency": {
      "type": "string",
      "pattern": "^[A-Z]{3}$",
      "description": "Trade currency in ISO 4217 three-letter code"
    },
    "settlementDate": {
      "type": "string",
      "format": "date",
      "description": "Settlement date for the trade"
    },
    "tradeDate": {
      "type": "string",
      "format": "date",
      "description": "Trade date (date the execution occurred)"
    },
    "fillTime": {
      "type": "string",
      "format": "date-time",
      "description": "ISO 8601 timestamp of the fill execution"
    },
    "account": {
      "type": "string",
      "description": "Trading account identifier"
    },
    "isManual": {
      "type": "boolean",
      "description": "Whether this fill was manually entered (e.g., for voice-brokered trades)"
    },
    "contraParty": {
      "type": "string",
      "description": "Counterparty identifier for the trade"
    }
  }
}