Bloomberg AIM · Schema
Trade
A trade execution record within Bloomberg AIM/EMSX, representing a route sent to a broker and its associated fills. Maps to the EMSX route concept with embedded fill data.
Financial DataMarket DataOrder ManagementPortfolio ManagementTrading
Properties
| Name | Type | Description |
|---|---|---|
| sequenceNumber | integer | Parent order sequence number in EMSX |
| routeId | integer | Unique route identifier within the parent order |
| ticker | string | Bloomberg ticker of the traded security |
| side | string | Trade direction |
| amount | integer | Quantity routed to the broker |
| filledAmount | integer | Quantity filled on this route |
| averagePrice | number | Volume-weighted average fill price for this route |
| broker | string | Broker code the route was sent to |
| orderType | string | Order type for this route |
| limitPrice | number | Limit price sent with the route |
| stopPrice | number | Stop price sent with the route |
| timeInForce | string | Time in force for this route |
| strategy | string | Broker execution strategy name |
| strategyParameters | object | Strategy-specific parameters sent to the broker |
| executionInstructions | string | Free-text execution instructions for the broker |
| status | string | Current route status |
| account | string | Trading account used for this route |
| exchange | string | Exchange where execution occurred |
| commission | number | Commission charged for this route execution |
| commissionType | string | How commission is calculated |
| netAmount | number | Net monetary amount of the trade (quantity x avgPrice +/- commission) |
| settlementDate | string | Expected or actual settlement date |
| fills | array | Individual fill records for this route |
| createdDate | string | Date the route was created |
| createdTime | string | Time the route was created (HH:MM:SS) |
| lastFillDate | string | Date of the most recent fill |
| lastFillTime | string | Time of the most recent fill (HH:MM:SS) |
| lastUpdated | string | Timestamp of the last route update |