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Bloomberg AIM
Fill
Bloomberg AIM
· Schema
Fill
Financial Data
Market Data
Order Management
Portfolio Management
Trading
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