Bloomberg AIM · Schema

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

bloomberg-emsx-fill-schema.json Raw ↑
{
  "$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"
    }
  }
}

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