Bloomberg EMSX · Schema

Bloomberg EMSX Route

A route in the Bloomberg Execution Management System (EMSX) representing the assignment of an order (or portion thereof) to a specific broker for execution. Routes contain broker details, execution strategy, pricing instructions, and fill status.

BloombergExecution ManagementFinancial ServicesOrder ManagementTrading

Properties

Name	Type	Description
routeId	integer	EMSX route identifier, unique within the blotter
orderSequenceNumber	integer	Parent order sequence number linking this route to its order
ticker	string	Bloomberg security ticker symbol
side	string	Route side, inherited from the parent order
amount	number	Quantity assigned to this route
filledAmount	number	Quantity filled on this route
averagePrice	number	Volume-weighted average fill price on this route
remainingAmount	number	Remaining unfilled quantity on this route
broker	string	Bloomberg broker code identifying the executing broker
brokerName	string	Full name of the executing broker
strategy	string	Execution strategy name (e.g., VWAP, TWAP, DMA, Iceberg)
strategyParameters	object	Strategy-specific configurable parameters
status	string	Current lifecycle status of the route
limitPrice	number	Limit price for the route
orderType	string	Order type on the route
timeInForce	string	Time in force on the route
account	string	Trading account identifier
exchange	string	Destination exchange or marketplace
reasonCode	string	Rejection or cancellation reason code from the broker
reasonDescription	string	Human-readable reason for rejection or cancellation
createdTime	string	ISO 8601 timestamp when the route was created
lastModifiedTime	string	ISO 8601 timestamp when the route was last modified
lastFillTime	string	ISO 8601 timestamp of the most recent fill on this route
customFields	object	Custom user-defined fields

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://www.bloomberg.com/schemas/emsx/route.json",
  "title": "Bloomberg EMSX Route",
  "description": "A route in the Bloomberg Execution Management System (EMSX) representing the assignment of an order (or portion thereof) to a specific broker for execution. Routes contain broker details, execution strategy, pricing instructions, and fill status.",
  "type": "object",
  "required": ["orderSequenceNumber", "broker", "amount"],
  "properties": {
    "routeId": {
      "type": "integer",
      "description": "EMSX route identifier, unique within the blotter"
    },
    "orderSequenceNumber": {
      "type": "integer",
      "description": "Parent order sequence number linking this route to its order"
    },
    "ticker": {
      "type": "string",
      "description": "Bloomberg security ticker symbol"
    },
    "side": {
      "type": "string",
      "enum": ["BUY", "SELL", "SHORT", "COVER"],
      "description": "Route side, inherited from the parent order"
    },
    "amount": {
      "type": "number",
      "minimum": 1,
      "description": "Quantity assigned to this route"
    },
    "filledAmount": {
      "type": "number",
      "minimum": 0,
      "description": "Quantity filled on this route"
    },
    "averagePrice": {
      "type": "number",
      "description": "Volume-weighted average fill price on this route"
    },
    "remainingAmount": {
      "type": "number",
      "minimum": 0,
      "description": "Remaining unfilled quantity on this route"
    },
    "broker": {
      "type": "string",
      "description": "Bloomberg broker code identifying the executing broker"
    },
    "brokerName": {
      "type": "string",
      "description": "Full name of the executing broker"
    },
    "strategy": {
      "type": "string",
      "description": "Execution strategy name (e.g., VWAP, TWAP, DMA, Iceberg)"
    },
    "strategyParameters": {
      "type": "object",
      "additionalProperties": true,
      "description": "Strategy-specific configurable parameters"
    },
    "status": {
      "type": "string",
      "enum": ["NEW", "WORKING", "PARTIALLY_FILLED", "FILLED", "CANCELLED", "REJECTED"],
      "description": "Current lifecycle status of the route"
    },
    "limitPrice": {
      "type": "number",
      "description": "Limit price for the route"
    },
    "orderType": {
      "type": "string",
      "enum": ["MKT", "LMT", "STP", "STP_LMT", "MOC", "LOC", "VWAP", "TWAP"],
      "description": "Order type on the route"
    },
    "timeInForce": {
      "type": "string",
      "enum": ["DAY", "GTC", "IOC", "FOK", "GTD", "OPG", "CLO"],
      "description": "Time in force on the route"
    },
    "account": {
      "type": "string",
      "description": "Trading account identifier"
    },
    "exchange": {
      "type": "string",
      "description": "Destination exchange or marketplace"
    },
    "reasonCode": {
      "type": "string",
      "description": "Rejection or cancellation reason code from the broker"
    },
    "reasonDescription": {
      "type": "string",
      "description": "Human-readable reason for rejection or cancellation"
    },
    "createdTime": {
      "type": "string",
      "format": "date-time",
      "description": "ISO 8601 timestamp when the route was created"
    },
    "lastModifiedTime": {
      "type": "string",
      "format": "date-time",
      "description": "ISO 8601 timestamp when the route was last modified"
    },
    "lastFillTime": {
      "type": "string",
      "format": "date-time",
      "description": "ISO 8601 timestamp of the most recent fill on this route"
    },
    "customFields": {
      "type": "object",
      "additionalProperties": true,
      "description": "Custom user-defined fields"
    }
  }
}