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 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 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 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 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 FlexStatement(Schema):
accountId = String()
fromDate = Date()
toDate = Date()
period = String()
whenGenerated = DateTime()