class InterestAccrualsCurrency(Schema, AccountMixin):
""" Wrapped in <InterestAccruals> """
currency = OneOf(*CURRENCY_CODES)
fromDate = Date()
toDate = Date()
startingAccrualBalance = Decimal()
interestAccrued = Decimal()
accrualReversal = Decimal()
fxTranslation = Decimal()
endingAccrualBalance = Decimal()
class StatementOfFundsLine(Schema, AccountMixin, SecurityMixin):
""" Wrapped in <StmtFunds> """
currency = OneOf(*CURRENCY_CODES)
reportDate = Date()
date = Date()
activityDescription = String()
tradeID = String()
debit = Decimal()
credit = Decimal()
amount = Decimal()
balance = Decimal()
buySell = String()
class TradeTransfer(Schema, TradeMixin):
""" Wrapped in <TradeTransfers> """
# Oddly, TradeTransfer uses YYYYMMDD format for origTradeDate
# instead of ISO format like Trade
origTradeDate = Date()
brokerName = String()
brokerAccount = String()
awayBrokerCommission = Decimal()
regulatoryFee = Decimal()
direction = OneOf("To", "From")
deliveredReceived = OneOf("Delivered", "Received")
netTradeMoney = Decimal()
netTradeMoneyInBase = Decimal()
netTradePrice = Decimal()
class Trade(Schema, TradeMixin):
""" Wrapped in <Trades> """
buySell = OneOf("BUY", "BUY (Ca.)", "SELL", "SELL (Ca.)")
ibOrderID = String()
ibExecID = String()
brokerageOrderID = String()
orderReference = String()
volatilityOrderLink = String()
exchOrderId = String()
extExecID = String()
# Despite the name, orderTime actually contains both date & time data.
orderTime = DateTime()
changeInPrice = Decimal()
changeInQuantity = Decimal()
orderType = OneOf("LMT", "MKT")
traderID = String()
isAPIOrder = Boolean()
class SecurityMixin(object):
assetCategory = String()
symbol = String()
description = String()
conid = String()
securityID = String()
securityIDType = String()
cusip = String()
isin = String()
underlyingConid = String()
underlyingSymbol = String()
issuer = String()
multiplier = Decimal()
strike = Decimal()
expiry = Date()
putCall = String()
principalAdjustFactor = Decimal()
class MTMPerformanceSummaryUnderlying(Schema, AccountMixin, SecurityMixin):
""" Wrapped in <MTMPerformanceSummaryInBase> """
listingExchange = String()
underlyingSecurityID = String()
underlyingListingExchange = String()
reportDate = Date()
prevCloseQuantity = Decimal()
prevClosePrice = Decimal()
closeQuantity = Decimal()
closePrice = Decimal()
transactionMtm = Decimal()
priorOpenMtm = Decimal()
commissions = Decimal()
other = Decimal()
total = Decimal()
code = List()
class OptionEAE(Schema, AccountMixin, CurrencyMixin, SecurityMixin):
"""
Option Exercise, Assignment, or Expiration
Wrapped in (identically-named) <OptionEAE>
"""
date = Date()
transactionType = OneOf("Assignment", "Exercise", "Expiration", "Sell")
quantity = Decimal()
tradePrice = Decimal()
markPrice = Decimal()
proceeds = Decimal()
commisionsAndTax = Decimal()
costBasis = Decimal()
realizedPnl = Decimal()
fxPnl = Decimal()
mtmPnl = Decimal()
tradeID = String()
class CashTransaction(Schema, AccountMixin, CurrencyMixin, SecurityMixin):
""" Wrapped in <CashTransactions> """
# Despite the name, dateTime actually contains only the date.
dateTime = Date()
amount = Decimal()
type = OneOf("Deposits/Withdrawals", "Broker Interest Paid",
"Broker Interest Received", "Withholding Tax",
"Bond Interest Received", "Bond Interest Paid", "Other Fees",
"Dividends", "Payment In Lieu Of Dividends")
tradeID = String()
code = List()
transactionID = String()
reportDate = Date()
clientReference = String()
class Transfer(Schema, AccountMixin, CurrencyMixin, SecurityMixin):
""" Wrapped in <Transfers> """
date = Date()
type = OneOf("INTERNAL", "ACATS")
direction = OneOf("IN", "OUT")
company = String()
account = String()
accountName = String()
quantity = Decimal()
transferPrice = Decimal()
positionAmount = Decimal()
positionAmountInBase = Decimal()
pnlAmount = Decimal()
pnlAmountInBase = Decimal()
fxPnl = Decimal()
cashTransfer = Decimal()
code = List()
clientReference = String()
class DividendAccrualMixin(AccountMixin, CurrencyMixin, SecurityMixin):
exDate = Date()
payDate = Date()
quantity = Decimal()
tax = Decimal()
fee = Decimal()
grossRate = Decimal()
grossAmount = Decimal()
netAmount = Decimal()
code = List()
fromAcct = String()
toAcct = String()
class OpenPosition(Schema, AccountMixin, CurrencyMixin, SecurityMixin):
""" Wrapped in <OpenPositions> """
reportDate = Date()
position = Decimal()
markPrice = Decimal()
positionValue = Decimal()
openPrice = Decimal()
costBasisPrice = Decimal()
costBasisMoney = Decimal()
percentOfNAV = Decimal()
fifoPnlUnrealized = Decimal()
side = OneOf('Long', 'Short')
levelOfDetail = OneOf('LOT', 'SUMMARY')
openDateTime = DateTime()
holdingPeriodDateTime = DateTime()
code = List()
originatingOrderID = String()
originatingTransactionID = String()
accruedInt = String()
class SLBActivity(Schema, AccountMixin, CurrencyMixin, SecurityMixin):
""" Wrapped in <SLBActivities> """
date = Date()
slbTransactionId = String()
activityDescription = String()
type = OneOf("DirectBorrow", "DirectLoan", "ManagedLoan")
exchange = String()
quantity = Decimal()
feeRate = Decimal()
collateralAmount = Decimal()
markQuantity = Decimal()
markPriorPrice = Decimal()
markCurrentPrice = Decimal()
class CorporateAction(Schema, AccountMixin, CurrencyMixin, SecurityMixin):
""" Wrapped in <CorporateActions> """
reportDate = Date()
dateTime = DateTime()
amount = Decimal()
proceeds = Decimal()
value = Decimal()
quantity = Decimal()
fifoPnlRealized = Decimal()
mtmPnl = Decimal()
code = List()
type = OneOf("BC", "BM", "CA", "CC", "CD", "CH", "CI", "CO", "CP", "CS",
"CT", "DI", "DW", "ED", "FA", "FI", "FS", "GV", "HD", "HI",
"IC", "OR", "PI", "PV", "RI", "RS", "SD", "SO", "SR", "TC",
"TI", "TO")
class FxLot(Schema, AccountMixin):
""" Wrapped in <FxLots> """
assetCategory = String()
reportDate = Date()
functionalCurrency = OneOf(*CURRENCY_CODES)
fxCurrency = OneOf(*CURRENCY_CODES)
quantity = Decimal()
costPrice = Decimal()
costBasis = Decimal()
closePrice = Decimal()
value = Decimal()
unrealizedPL = Decimal()
code = List()
lotDescription = String()
lotOpenDateTime = DateTime()
levelOfDetail = OneOf('LOT', 'SUMMARY')
class PriorPeriodPosition(Schema, AccountMixin, CurrencyMixin, SecurityMixin):
""" Wrapped in <PriorPeriodPositions> """
priorMtmPnl = Decimal()
date = Date()
price = Decimal()
class ConversionRate(Schema):
""" Wrapped in <ConversionRates> """
reportDate = Date()
fromCurrency = OneOf(*CURRENCY_CODES)
toCurrency = OneOf(*CURRENCY_CODES)
rate = Decimal()
class TradeMixin(AccountMixin, CurrencyMixin, SecurityMixin):
tradeID = String()
reportDate = Date()
tradeDate = Date()
tradeTime = Time()
settleDateTarget = Date()
transactionType = OneOf("ExchTrade", "TradeCancel", "FracShare",
"FracShareCancel", "TradeCorrect", "BookTrade",
"DvpTrade")
exchange = String()
quantity = Decimal()
tradePrice = Decimal()
tradeMoney = Decimal()
proceeds = Decimal()
taxes = Decimal()
ibCommission = Decimal()
ibCommissionCurrency = OneOf(*CURRENCY_CODES)
netCash = Decimal()
closePrice = Decimal()
openCloseIndicator = OneOf("O", "C", "C;O")
notes = List(separator=';')
cost = Decimal()
fifoPnlRealized = Decimal()
fxPnl = Decimal()
mtmPnl = Decimal()
origTradePrice = Decimal()
origTradeDate = Date()
origTradeID = String()
origOrderID = String()
clearingFirmID = String()
transactionID = String()
openDateTime = DateTime()
holdingPeriodDateTime = DateTime()
whenRealized = DateTime()
whenReopened = DateTime()
levelOfDetail = OneOf("EXECUTION", "ORDER", "CLOSED_LOT",
"TRADE_TRANSFERS")
class ChangeInPositionValue(Schema, AccountMixin):
""" Wrapped in <ChangeInPositionValues> """
currency = OneOf(*CURRENCY_CODES)
assetCategory = String()
priorPeriodValue = Decimal()
transactions = Decimal()
mtmPriorPeriodPositions = Decimal()
mtmTransactions = Decimal()
corporateActions = Decimal()
other = Decimal()
accountTransfers = Decimal()
linkingAdjustments = Decimal()
fxTranslationPnl = Decimal()
futurePriceAdjustments = Decimal()
settledCash = Decimal()
endOfPeriodValue = Decimal()
class ChangeInNAV(Schema, AccountMixin):
""" Wrapped in <FlexStatement> """
fromDate = Date()
toDate = Date()
startingValue = Decimal()
mtm = Decimal()
realized = Decimal()
changeInUnrealized = Decimal()
costAdjustments = Decimal()
transferredPnlAdjustments = Decimal()
depositsWithdrawals = Decimal()
internalCashTransfers = Decimal()
assetTransfers = Decimal()
debitCardActivity = Decimal()
billPay = Decimal()
dividends = Decimal()
withholdingTax = Decimal()
withholding871m = Decimal()
withholdingTaxCollected = Decimal()
changeInDividendAccruals = Decimal()
interest = Decimal()
changeInInterestAccruals = Decimal()
advisorFees = Decimal()
clientFees = Decimal()
otherFees = Decimal()
feesReceivables = Decimal()
commissions = Decimal()
commissionReceivables = Decimal()
forexCommissions = Decimal()
transactionTax = Decimal()
taxReceivables = Decimal()
salesTax = Decimal()
softDollars = Decimal()
netFxTrading = Decimal()
fxTranslation = Decimal()
linkingAdjustments = Decimal()
other = Decimal()
endingValue = Decimal()
twr = Decimal()
corporateActionProceeds = Decimal()
class EquitySummaryByReportDateInBase(Schema, AccountMixin):
""" Wrapped in <EquitySummaryInBase> """
reportDate = Date()
cash = Decimal()
cashLong = Decimal()
cashShort = Decimal()
slbCashCollateral = Decimal()
slbCashCollateralLong = Decimal()
slbCashCollateralShort = Decimal()
stock = Decimal()
stockLong = Decimal()
stockShort = Decimal()
slbDirectSecuritiesBorrowed = Decimal()
slbDirectSecuritiesBorrowedLong = Decimal()
slbDirectSecuritiesBorrowedShort = Decimal()
slbDirectSecuritiesLent = Decimal()
slbDirectSecuritiesLentLong = Decimal()
slbDirectSecuritiesLentShort = Decimal()
options = Decimal()
optionsLong = Decimal()
optionsShort = Decimal()
commodities = Decimal()
commoditiesLong = Decimal()
commoditiesShort = Decimal()
bonds = Decimal()
bondsLong = Decimal()
bondsShort = Decimal()
notes = Decimal()
notesLong = Decimal()
notesShort = Decimal()
funds = Decimal()
fundsLong = Decimal()
fundsShort = Decimal()
interestAccruals = Decimal()
interestAccrualsLong = Decimal()
interestAccrualsShort = Decimal()
softDollars = Decimal()
softDollarsLong = Decimal()
softDollarsShort = Decimal()
forexCfdUnrealizedPl = Decimal()
forexCfdUnrealizedPlLong = Decimal()
forexCfdUnrealizedPlShort = Decimal()
dividendAccruals = Decimal()
dividendAccrualsLong = Decimal()
dividendAccrualsShort = Decimal()
fdicInsuredBankSweepAccount = Decimal()
fdicInsuredBankSweepAccountLong = Decimal()
fdicInsuredBankSweepAccountShort = Decimal()
fdicInsuredAccountInterestAccruals = Decimal()
fdicInsuredAccountInterestAccrualsLong = Decimal()
fdicInsuredAccountInterestAccrualsShort = Decimal()
total = Decimal()
totalLong = Decimal()
totalShort = Decimal()
class CurrencyMixin(object):
currency = OneOf(*CURRENCY_CODES)
fxRateToBase = Decimal()
class TradeConfirmation(Schema, TradeMixin):
""" Wrapped in <TradeConfirms> """
buySell = OneOf("BUY", "BUY (Ca.)", "SELL", "SELL (Ca.)")
levelOfDetail = OneOf("SYMBOL_SUMMARY", "ORDER", "EXECUTION")
commissionCurrency = OneOf(*CURRENCY_CODES)
price = Decimal()
thirdPartyClearingCommission = Decimal()
orderID = Decimal()
allocatedTo = String()
thirdPartyRegulatoryCommission = Decimal()
dateTime = DateTime()
brokerExecutionCommission = Decimal()
thirdPartyExecutionCommission = Decimal()
amount = Decimal()
otherCommission = Decimal()
commission = Decimal()
brokerClearingCommission = Decimal()
ibOrderID = String()
ibExecID = String()
execID = String()
brokerageOrderID = String()
orderReference = String()
volatilityOrderLink = String()
exchOrderId = String()
extExecID = String()
# Despite the name, orderTime actually contains both date & time data.
orderTime = DateTime()
changeInPrice = Decimal()
changeInQuantity = Decimal()
orderType = OneOf("LMT", "MKT", "MOC")
traderID = String()
isAPIOrder = Boolean()
class CashReportCurrency(Schema, AccountMixin):
""" Wrapped in <CashReport> """
currency = OneOf(*CURRENCY_CODES)
fromDate = Date()
toDate = Date()
startingCash = Decimal()
startingCashSec = Decimal()
startingCashCom = Decimal()
clientFees = Decimal()
clientFeesSec = Decimal()
clientFeesCom = Decimal()
clientFeesMTD = Decimal()
clientFeesYTD = Decimal()
commissions = Decimal()
commissionsSec = Decimal()
commissionsCom = Decimal()
commissionsMTD = Decimal()
commissionsYTD = Decimal()
billableCommissions = Decimal()
billableCommissionsSec = Decimal()
billableCommissionsCom = Decimal()
billableCommissionsMTD = Decimal()
billableCommissionsYTD = Decimal()
depositWithdrawals = Decimal()
depositWithdrawalsSec = Decimal()
depositWithdrawalsCom = Decimal()
depositWithdrawalsMTD = Decimal()
depositWithdrawalsYTD = Decimal()
deposits = Decimal()
depositsSec = Decimal()
depositsCom = Decimal()
depositsMTD = Decimal()
depositsYTD = Decimal()
withdrawals = Decimal()
withdrawalsSec = Decimal()
withdrawalsCom = Decimal()
withdrawalsMTD = Decimal()
withdrawalsYTD = Decimal()
accountTransfers = Decimal()
accountTransfersSec = Decimal()
accountTransfersCom = Decimal()
accountTransfersMTD = Decimal()
accountTransfersYTD = Decimal()
linkingAdjustments = Decimal()
linkingAdjustmentsSec = Decimal()
linkingAdjustmentsCom = Decimal()
internalTransfers = Decimal()
internalTransfersSec = Decimal()
internalTransfersCom = Decimal()
internalTransfersMTD = Decimal()
internalTransfersYTD = Decimal()
dividends = Decimal()
dividendsSec = Decimal()
dividendsCom = Decimal()
dividendsMTD = Decimal()
dividendsYTD = Decimal()
insuredDepositInterest = Decimal()
insuredDepositInterestSec = Decimal()
insuredDepositInterestCom = Decimal()
insuredDepositInterestMTD = Decimal()
insuredDepositInterestYTD = Decimal()
brokerInterest = Decimal()
brokerInterestSec = Decimal()
brokerInterestCom = Decimal()
brokerInterestMTD = Decimal()
brokerInterestYTD = Decimal()
bondInterest = Decimal()
bondInterestSec = Decimal()
bondInterestCom = Decimal()
bondInterestMTD = Decimal()
bondInterestYTD = Decimal()
cashSettlingMtm = Decimal()
cashSettlingMtmSec = Decimal()
cashSettlingMtmCom = Decimal()
cashSettlingMtmMTD = Decimal()
cashSettlingMtmYTD = Decimal()
realizedVm = Decimal()
realizedVmSec = Decimal()
realizedVmCom = Decimal()
realizedVmMTD = Decimal()
realizedVmYTD = Decimal()
cfdCharges = Decimal()
cfdChargesSec = Decimal()
cfdChargesCom = Decimal()
cfdChargesMTD = Decimal()
cfdChargesYTD = Decimal()
netTradesSales = Decimal()
netTradesSalesSec = Decimal()
netTradesSalesCom = Decimal()
netTradesSalesMTD = Decimal()
netTradesSalesYTD = Decimal()
netTradesPurchases = Decimal()
netTradesPurchasesSec = Decimal()
netTradesPurchasesCom = Decimal()
netTradesPurchasesMTD = Decimal()
netTradesPurchasesYTD = Decimal()
advisorFees = Decimal()
advisorFeesSec = Decimal()
advisorFeesCom = Decimal()
advisorFeesMTD = Decimal()
advisorFeesYTD = Decimal()
feesReceivables = Decimal()
feesReceivablesSec = Decimal()
feesReceivablesCom = Decimal()
feesReceivablesMTD = Decimal()
feesReceivablesYTD = Decimal()
paymentInLieu = Decimal()
paymentInLieuSec = Decimal()
paymentInLieuCom = Decimal()
paymentInLieuMTD = Decimal()
paymentInLieuYTD = Decimal()
transactionTax = Decimal()
transactionTaxSec = Decimal()
transactionTaxCom = Decimal()
transactionTaxMTD = Decimal()
transactionTaxYTD = Decimal()
taxReceivables = Decimal()
taxReceivablesSec = Decimal()
taxReceivablesCom = Decimal()
taxReceivablesMTD = Decimal()
taxReceivablesYTD = Decimal()
withholdingTax = Decimal()
withholdingTaxSec = Decimal()
withholdingTaxCom = Decimal()
withholdingTaxMTD = Decimal()
withholdingTaxYTD = Decimal()
withholding871m = Decimal()
withholding871mSec = Decimal()
withholding871mCom = Decimal()
withholding871mMTD = Decimal()
withholding871mYTD = Decimal()
withholdingCollectedTax = Decimal()
withholdingCollectedTaxSec = Decimal()
withholdingCollectedTaxCom = Decimal()
withholdingCollectedTaxMTD = Decimal()
withholdingCollectedTaxYTD = Decimal()
salesTax = Decimal()
salesTaxSec = Decimal()
salesTaxCom = Decimal()
salesTaxMTD = Decimal()
salesTaxYTD = Decimal()
fxTranslationGainLoss = Decimal()
fxTranslationGainLossSec = Decimal()
fxTranslationGainLossCom = Decimal()
otherFees = Decimal()
otherFeesSec = Decimal()
otherFeesCom = Decimal()
otherFeesMTD = Decimal()
otherFeesYTD = Decimal()
other = Decimal()
otherSec = Decimal()
otherCom = Decimal()
endingCash = Decimal()
endingCashSec = Decimal()
endingCashCom = Decimal()
endingSettledCash = Decimal()
endingSettledCashSec = Decimal()
endingSettledCashCom = Decimal()