class AccountInformation(Schema):
accountId = String()
acctAlias = String()
currency = OneOf(*CURRENCY_CODES)
name = String()
accountType = OneOf("Individual", "Institution Master",
"Institution Client", "Advisor Master",
"Advisor Master Consolidated", "Advisor Client",
"Broker Master", "Broker Master Consolidated",
"Broker Client", "Fund Advisor")
customerType = OneOf("Individual", "Joint", "Trust", "IRA", "Corporate",
"Partnership", "Limited Liability Corporation",
"Unincorporated Business", "IRA Traditional Rollover",
"IRA Traditional New", "IRA Traditional Inherited",
"IRA Roth New", "IRA Roth Inherited", "IRA SEP New",
"IRA SEP Inherited")
accountCapabilities = List(
valid=["Cash", "Margin", "Portfolio Margin", "IBPrime"])
tradingPermissions = List(valid=[
"Stocks", "Options", "Mutual Funds", "Futures", "Forex", "Bonds",
"CFDs", "IBG Notes", "Warrants", "US Treasury Bills",
"Futures Options", "SSF", "Stock Loan", "Stock Borrow"
])
dateOpened = Date()
dateFunded = Date()
dateClosed = Date()
masterName = String()
ibEntity = OneOf("IBLLC-US", "IB-UK", "IB-UKL", "IB-CAN", "IB-JP", "IB-IN")
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 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 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 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 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 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 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()
code = List()
tax = Decimal()
listingExchange = String()
underlyingListingExchange = String()
settleDate = String()
underlyingSecurityID = 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 SecurityInfo(Schema, SecurityMixin):
""" Wrapped in <SecuritiesInfo> """
maturity = String()
issueDate = Date()
code = List()
type = String()