trade / wire operation
Reconcile an execution journal to the ledger
totalfinance.trade.reconcile
Join the journal's order states (from the journal store by `journalId`, or inline events) to the ledger's fills under the execution source in both directions, compare delivered fill quantities per order within an explicit tolerance, list the unresolved orders, and — with an external snapshot — compose reconcilePortfolio verbatim. With planHash, exclude other plans’ journaled orders and fills from both joins; unattributed source fills remain discrepancies. External snapshots are judged over the whole portfolio. reconciled is true only when everything agrees and no order is unresolved. No effect; requires trade:paper. Opt-in (tradePack).
| Pack / profiles | trade / full |
|---|---|
| Default discovery | Opt-in |
| Required capabilities | trade:paper |
| Effects / authorization | none / none |
| Cost / cancellation | small / Do not assume inline interruption |
| Handle-eligible inputs | ledger |
| Idempotency | not-applicable |
Input schema
{
"type": "object",
"properties": {
"journalId": {
"type": "string",
"minLength": 1
},
"journal": {
"type": "array",
"items": {
"allOf": [
{
"type": "object",
"properties": {
"eventId": {
"type": "string",
"minLength": 1
},
"journalId": {
"type": "string",
"minLength": 1
},
"timestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"orderId": {
"type": "string",
"minLength": 1
},
"planHash": {
"type": "string",
"minLength": 1
},
"idempotencyKey": {
"type": "string",
"minLength": 1
},
"sourceId": {
"type": "string",
"minLength": 1
},
"provenance": {
"$ref": "#/$defs/Provenance"
},
"eventType": {},
"detail": {}
},
"additionalProperties": false,
"required": [
"eventId",
"journalId",
"timestampMs",
"orderId",
"planHash",
"sourceId",
"provenance",
"eventType",
"detail"
]
},
{
"anyOf": [
{
"properties": {
"eventType": {
"const": "proposed",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "preflighted",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "authorized",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "submitted",
"type": "string"
},
"detail": {
"type": "object",
"properties": {
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"fillId": {
"type": "string"
},
"pricePerUnit": {
"type": "number"
},
"reason": {
"type": "string"
},
"replacementOrderId": {
"type": "string"
},
"artifactHash": {
"type": "string"
},
"note": {
"type": "string"
},
"order": {
"allOf": [
{
"type": "object",
"properties": {
"instrumentId": {
"type": "string",
"minLength": 1
},
"side": {
"type": "string",
"enum": [
"buy",
"sell"
]
},
"timeInForce": {
"type": "string",
"enum": [
"day",
"gtc"
],
"description": "Default: the paper execution policy’s day time-in-force"
},
"comboId": {
"type": "string",
"minLength": 1,
"description": "The multi-leg order this is a leg of (B5)"
},
"orderId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0,
"description": "Units/contracts, strictly positive; side carries direction"
},
"plannedTimestampMs": {
"type": "number",
"description": "When the plan was made — never when a broker saw the order"
},
"submittedTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"type": {},
"limitPrice": {},
"stopPrice": {}
},
"additionalProperties": false,
"required": [
"instrumentId",
"side",
"orderId",
"quantity",
"plannedTimestampMs",
"type"
]
},
{
"anyOf": [
{
"properties": {
"type": {
"const": "market",
"type": "string"
}
},
"not": {
"anyOf": [
{
"required": [
"limitPrice"
]
},
{
"required": [
"stopPrice"
]
}
]
}
},
{
"properties": {
"type": {
"const": "market-on-open",
"type": "string"
}
},
"not": {
"anyOf": [
{
"required": [
"limitPrice"
]
},
{
"required": [
"stopPrice"
]
}
]
}
},
{
"properties": {
"type": {
"const": "market-on-close",
"type": "string"
}
},
"not": {
"anyOf": [
{
"required": [
"limitPrice"
]
},
{
"required": [
"stopPrice"
]
}
]
}
},
{
"properties": {
"type": {
"const": "limit",
"type": "string"
},
"limitPrice": {
"type": "number",
"exclusiveMinimum": 0
}
},
"required": [
"limitPrice"
],
"not": {
"anyOf": [
{
"required": [
"stopPrice"
]
}
]
}
},
{
"properties": {
"type": {
"const": "stop",
"type": "string"
},
"stopPrice": {
"type": "number",
"exclusiveMinimum": 0
}
},
"required": [
"stopPrice"
],
"not": {
"anyOf": [
{
"required": [
"limitPrice"
]
}
]
}
},
{
"properties": {
"type": {
"const": "stop-limit",
"type": "string"
},
"limitPrice": {
"type": "number",
"exclusiveMinimum": 0
},
"stopPrice": {
"type": "number",
"exclusiveMinimum": 0
}
},
"required": [
"limitPrice",
"stopPrice"
]
}
]
}
]
},
"instrument": {
"type": "object",
"properties": {
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"contractMultiplier": {
"type": "number",
"exclusiveMinimum": 0
},
"contract": {
"$ref": "#/$defs/Contract"
},
"settlementStyle": {
"type": "string",
"enum": [
"cash-on-trade",
"variation-margin"
]
},
"settlementLag": {
"anyOf": [
{
"const": 0,
"type": "number"
},
{
"const": 1,
"type": "number"
},
{
"const": 2,
"type": "number"
}
],
"description": "T+n 24-hour days in the paper broker; default 0"
}
},
"additionalProperties": false,
"required": [
"currency"
]
},
"accountId": {
"type": "string",
"minLength": 1
},
"baseCurrency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"executionPolicyHash": {
"type": "string",
"minLength": 1
},
"comboId": {
"type": "string",
"minLength": 1
},
"netLimitPrice": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"quantity"
]
}
}
},
{
"properties": {
"eventType": {
"const": "acknowledged",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "partially-filled",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail2"
}
}
},
{
"properties": {
"eventType": {
"const": "filled",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail2"
}
}
},
{
"properties": {
"eventType": {
"const": "rejected",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "cancel-requested",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "cancelled",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "replaced",
"type": "string"
},
"detail": {
"type": "object",
"properties": {
"quantity": {
"type": "number"
},
"fillId": {
"type": "string"
},
"pricePerUnit": {
"type": "number"
},
"reason": {
"type": "string"
},
"replacementOrderId": {
"type": "string",
"minLength": 1
},
"artifactHash": {
"type": "string"
},
"note": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"replacementOrderId"
]
}
}
},
{
"properties": {
"eventType": {
"const": "expired",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "reconciled",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
},
{
"properties": {
"eventType": {
"const": "unresolved",
"type": "string"
},
"detail": {
"$ref": "#/$defs/Detail"
}
}
}
]
}
]
}
},
"ledger": {
"anyOf": [
{
"anyOf": [
{
"type": "object",
"properties": {
"kind": {
"const": "totalfinance.portfolio-ledger",
"type": "string"
},
"schemaVersion": {
"const": 1,
"type": "number"
},
"portfolioId": {
"type": "string",
"minLength": 1
},
"baseCurrency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"lotRelief": {
"type": "string",
"enum": [
"fifo",
"lifo",
"highest-cost",
"specific-lot"
]
},
"events": {
"type": "array",
"items": {
"$ref": "#/$defs/PortfolioEventEnvelope"
}
},
"provenance": {
"$ref": "#/$defs/Provenance"
}
},
"additionalProperties": false,
"required": [
"kind",
"schemaVersion",
"baseCurrency",
"lotRelief",
"events"
]
},
{
"type": "object",
"properties": {
"schemaVersion": {
"const": 1,
"type": "number"
},
"portfolioId": {
"type": "string",
"minLength": 1
},
"baseCurrency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"lotRelief": {
"type": "string",
"enum": [
"fifo",
"lifo",
"highest-cost",
"specific-lot"
]
},
"accounts": {
"type": "object",
"additionalProperties": {
"type": "object",
"properties": {
"cashBalances": {
"type": "object",
"additionalProperties": {
"type": "object",
"properties": {
"totalAmount": {
"type": "number"
},
"settlementSchedule": {
"type": "array",
"items": {
"type": "object",
"properties": {
"eventId": {
"type": "string",
"minLength": 1
},
"amount": {
"type": "number"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventId",
"amount",
"settleTimestampMs"
]
}
}
},
"additionalProperties": false,
"required": [
"totalAmount",
"settlementSchedule"
]
}
},
"positions": {
"type": "object",
"additionalProperties": {
"type": "object",
"properties": {
"instrumentId": {
"type": "string",
"minLength": 1
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"contractMultiplier": {
"type": "number",
"exclusiveMinimum": 0
},
"settlementStyle": {
"type": "string",
"enum": [
"cash-on-trade",
"variation-margin"
]
},
"contract": {
"$ref": "#/$defs/Contract"
},
"quantity": {
"type": "number"
},
"lots": {
"type": "array",
"items": {
"type": "object",
"properties": {
"lotId": {
"type": "string",
"minLength": 1
},
"openedByEventId": {
"type": "string",
"minLength": 1
},
"openedTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"quantity": {
"type": "number"
},
"costBasisPerUnit": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"lotId",
"openedByEventId",
"openedTimestampMs",
"quantity",
"costBasisPerUnit"
]
}
}
},
"additionalProperties": false,
"required": [
"instrumentId",
"currency",
"contractMultiplier",
"settlementStyle",
"quantity",
"lots"
]
}
},
"realizedPnl": {
"type": "object",
"additionalProperties": {
"type": "number"
}
},
"incomeReceived": {
"type": "object",
"additionalProperties": {
"type": "number"
}
},
"transactionCosts": {
"type": "object",
"additionalProperties": {
"type": "number"
}
},
"financingCosts": {
"type": "object",
"additionalProperties": {
"type": "number"
}
},
"realizedPnlByInstrument": {
"type": "object",
"additionalProperties": {
"type": "object",
"additionalProperties": {
"type": "number"
}
}
},
"incomeByInstrument": {
"type": "object",
"additionalProperties": {
"type": "object",
"additionalProperties": {
"type": "number"
}
}
},
"transactionCostsByInstrument": {
"type": "object",
"additionalProperties": {
"type": "object",
"additionalProperties": {
"type": "number"
}
}
}
},
"additionalProperties": false,
"required": [
"cashBalances",
"positions",
"realizedPnl",
"incomeReceived",
"transactionCosts",
"financingCosts",
"realizedPnlByInstrument",
"incomeByInstrument",
"transactionCostsByInstrument"
]
}
},
"appliedEvents": {
"type": "object",
"additionalProperties": {
"type": "string"
}
},
"eventCount": {
"type": "integer",
"minimum": 0
},
"lastEffectiveTimestampMs": {
"anyOf": [
{
"type": "number",
"description": "Epoch milliseconds"
},
{
"type": "null"
}
]
},
"lotSequence": {
"type": "integer",
"minimum": 0
},
"fillEffects": {
"type": "object",
"additionalProperties": {
"type": "object",
"properties": {
"accountId": {
"type": "string",
"minLength": 1
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"openedLotIds": {
"type": "array",
"items": {
"type": "string",
"minLength": 1
}
},
"relievedQuantity": {
"type": "number"
},
"realizedPnl": {
"type": "number"
},
"cashDelta": {
"type": "number"
},
"accruedInterest": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"accountId",
"instrumentId",
"currency",
"openedLotIds",
"relievedQuantity",
"realizedPnl",
"cashDelta",
"accruedInterest"
]
}
},
"reversals": {
"type": "object",
"additionalProperties": {
"type": "string"
}
},
"accountMigrations": {
"type": "array",
"items": {
"type": "object",
"properties": {
"eventId": {
"type": "string",
"minLength": 1
},
"fromAccountId": {
"type": "string",
"minLength": 1
},
"toAccountId": {
"type": "string",
"minLength": 1
},
"effectiveTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventId",
"fromAccountId",
"toAccountId",
"effectiveTimestampMs"
]
}
}
},
"additionalProperties": false,
"required": [
"schemaVersion",
"baseCurrency",
"lotRelief",
"accounts",
"appliedEvents",
"eventCount",
"lastEffectiveTimestampMs",
"lotSequence",
"fillEffects",
"reversals",
"accountMigrations"
]
}
]
},
{
"type": "string",
"pattern": "^totalfinance:\\/\\/portfolios\\/"
}
]
},
"sourceId": {
"type": "string",
"minLength": 1
},
"fills": {
"type": "array",
"items": {
"$ref": "#/$defs/Fill"
}
},
"external": {
"type": "object",
"properties": {
"asOf": {
"anyOf": [
{
"type": "number",
"description": "Epoch milliseconds"
},
{
"type": "string"
}
]
},
"accounts": {
"type": "object",
"additionalProperties": {
"type": "object",
"properties": {
"cash": {
"type": "object",
"additionalProperties": {
"type": "object",
"properties": {
"total": {
"type": "number"
},
"settled": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"total"
]
}
},
"positions": {
"type": "array",
"items": {
"type": "object",
"properties": {
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"costBasis": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"instrumentId",
"quantity"
]
}
}
},
"additionalProperties": false,
"required": [
"cash",
"positions"
]
}
},
"source": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"asOf",
"accounts"
]
},
"asOf": {
"type": "number"
},
"tolerance": {
"type": "object",
"properties": {
"quantity": {
"type": "number",
"minimum": 0
},
"cashAmount": {
"type": "number",
"minimum": 0
},
"costBasis": {
"type": "number",
"minimum": 0
}
},
"additionalProperties": false,
"required": [
"quantity",
"cashAmount"
]
},
"planHash": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"ledger",
"sourceId",
"fills",
"asOf",
"tolerance"
],
"oneOf": [
{
"required": [
"journalId"
],
"not": {
"required": [
"journal"
]
}
},
{
"required": [
"journal"
],
"not": {
"required": [
"journalId"
]
}
}
],
"$id": "https://totalfinance.dev/schemas/trade.reconcile.input",
"$defs": {
"PortfolioEventEnvelope": {
"allOf": [
{
"type": "object",
"properties": {
"eventId": {
"type": "string",
"minLength": 1
},
"schemaVersion": {
"const": 1,
"type": "number"
},
"sourceId": {
"type": "string",
"minLength": 1
},
"accountId": {
"type": "string",
"minLength": 1
},
"effectiveTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"recordedTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"correlationId": {
"type": "string",
"minLength": 1
},
"causationId": {
"type": "string",
"minLength": 1
},
"reversesEventId": {
"type": "string",
"minLength": 1
},
"provenance": {
"$ref": "#/$defs/Provenance"
},
"eventType": {},
"event": {}
},
"additionalProperties": false,
"required": [
"eventId",
"schemaVersion",
"sourceId",
"accountId",
"effectiveTimestampMs",
"recordedTimestampMs",
"provenance",
"eventType",
"event"
]
},
{
"anyOf": [
{
"properties": {
"eventType": {
"const": "cash.deposit",
"type": "string"
},
"event": {
"$ref": "#/$defs/CashDeposit"
}
}
},
{
"properties": {
"eventType": {
"const": "cash.withdrawal",
"type": "string"
},
"event": {
"$ref": "#/$defs/CashWithdrawal"
}
}
},
{
"properties": {
"eventType": {
"const": "cash.transfer",
"type": "string"
},
"event": {
"$ref": "#/$defs/CashTransfer"
}
}
},
{
"properties": {
"eventType": {
"const": "cash.conversion",
"type": "string"
},
"event": {
"$ref": "#/$defs/CashConversion"
}
}
},
{
"properties": {
"eventType": {
"const": "trade.fill",
"type": "string"
},
"event": {
"$ref": "#/$defs/TradeFill"
}
}
},
{
"properties": {
"eventType": {
"const": "cost.charge",
"type": "string"
},
"event": {
"$ref": "#/$defs/CostCharge"
}
}
},
{
"properties": {
"eventType": {
"const": "income.received",
"type": "string"
},
"event": {
"$ref": "#/$defs/IncomeReceived"
}
}
},
{
"properties": {
"eventType": {
"const": "financing.charge",
"type": "string"
},
"event": {
"$ref": "#/$defs/FinancingCharge"
}
}
},
{
"properties": {
"eventType": {
"const": "corporate.split",
"type": "string"
},
"event": {
"$ref": "#/$defs/CorporateSplit"
}
}
},
{
"properties": {
"eventType": {
"const": "derivative.exercise",
"type": "string"
},
"event": {
"$ref": "#/$defs/DerivativeExercise"
}
}
},
{
"properties": {
"eventType": {
"const": "derivative.assignment",
"type": "string"
},
"event": {
"$ref": "#/$defs/DerivativeAssignment"
}
}
},
{
"properties": {
"eventType": {
"const": "derivative.expiration",
"type": "string"
},
"event": {
"$ref": "#/$defs/DerivativeExpiration"
}
}
},
{
"properties": {
"eventType": {
"const": "derivative.multiplier-change",
"type": "string"
},
"event": {
"$ref": "#/$defs/DerivativeMultiplierChange"
}
}
},
{
"properties": {
"eventType": {
"const": "derivative.variation-margin",
"type": "string"
},
"event": {
"$ref": "#/$defs/DerivativeVariationMargin"
}
}
},
{
"properties": {
"eventType": {
"const": "derivative.roll",
"type": "string"
},
"event": {
"$ref": "#/$defs/DerivativeRoll"
}
}
},
{
"properties": {
"eventType": {
"const": "fixed-income.redemption",
"type": "string"
},
"event": {
"$ref": "#/$defs/FixedIncomeRedemption"
}
}
},
{
"properties": {
"eventType": {
"const": "corporate.symbol-change",
"type": "string"
},
"event": {
"$ref": "#/$defs/CorporateSymbolChange"
}
}
},
{
"properties": {
"eventType": {
"const": "corporate.merger",
"type": "string"
},
"event": {
"$ref": "#/$defs/CorporateMerger"
}
}
},
{
"properties": {
"eventType": {
"const": "corporate.spin-off",
"type": "string"
},
"event": {
"$ref": "#/$defs/CorporateSpinOff"
}
}
},
{
"properties": {
"eventType": {
"const": "corporate.return-of-capital",
"type": "string"
},
"event": {
"$ref": "#/$defs/CorporateReturnOfCapital"
}
}
},
{
"properties": {
"eventType": {
"const": "corporate.cash-in-lieu",
"type": "string"
},
"event": {
"$ref": "#/$defs/CorporateCashInLieu"
}
}
},
{
"properties": {
"eventType": {
"const": "position.transfer",
"type": "string"
},
"event": {
"$ref": "#/$defs/PositionTransfer"
}
}
},
{
"properties": {
"eventType": {
"const": "admin.reversal",
"type": "string"
},
"event": {
"type": "object",
"properties": {
"eventType": {
"const": "admin.reversal",
"type": "string"
},
"original": {
"$ref": "#/$defs/PortfolioEventEnvelope"
},
"reason": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"eventType",
"original"
]
}
},
"required": [
"reversesEventId"
]
},
{
"properties": {
"eventType": {
"const": "admin.correction",
"type": "string"
},
"event": {
"type": "object",
"properties": {
"eventType": {
"const": "admin.correction",
"type": "string"
},
"original": {
"$ref": "#/$defs/PortfolioEventEnvelope"
},
"replacement": {
"anyOf": [
{
"$ref": "#/$defs/CashDeposit"
},
{
"$ref": "#/$defs/CashWithdrawal"
},
{
"$ref": "#/$defs/CashTransfer"
},
{
"$ref": "#/$defs/CashConversion"
},
{
"$ref": "#/$defs/TradeFill"
},
{
"$ref": "#/$defs/CostCharge"
},
{
"$ref": "#/$defs/IncomeReceived"
},
{
"$ref": "#/$defs/FinancingCharge"
},
{
"$ref": "#/$defs/CorporateSplit"
},
{
"$ref": "#/$defs/DerivativeExercise"
},
{
"$ref": "#/$defs/DerivativeAssignment"
},
{
"$ref": "#/$defs/DerivativeExpiration"
},
{
"$ref": "#/$defs/DerivativeMultiplierChange"
},
{
"$ref": "#/$defs/DerivativeVariationMargin"
},
{
"$ref": "#/$defs/DerivativeRoll"
},
{
"$ref": "#/$defs/FixedIncomeRedemption"
},
{
"$ref": "#/$defs/CorporateSymbolChange"
},
{
"$ref": "#/$defs/CorporateMerger"
},
{
"$ref": "#/$defs/CorporateSpinOff"
},
{
"$ref": "#/$defs/CorporateReturnOfCapital"
},
{
"$ref": "#/$defs/CorporateCashInLieu"
},
{
"$ref": "#/$defs/PositionTransfer"
}
]
},
"reason": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"eventType",
"original",
"replacement"
]
}
},
"required": [
"reversesEventId"
]
},
{
"properties": {
"eventType": {
"const": "admin.account-migration",
"type": "string"
},
"event": {
"type": "object",
"properties": {
"eventType": {
"const": "admin.account-migration",
"type": "string"
},
"fromAccountId": {
"type": "string",
"minLength": 1
},
"toAccountId": {
"type": "string",
"minLength": 1
},
"reason": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromAccountId",
"toAccountId"
]
}
}
}
]
}
]
},
"Provenance": {
"type": "object",
"properties": {
"provider": {
"type": "string"
},
"dataset": {
"type": "string"
},
"asOf": {
"type": "number",
"description": "Epoch milliseconds"
},
"receivedAt": {
"type": "number",
"description": "Epoch milliseconds"
},
"sourceVersion": {
"type": "string"
},
"requestId": {
"type": "string"
},
"warnings": {
"type": "array",
"items": {
"type": "object",
"properties": {
"code": {
"type": "string",
"minLength": 1
},
"message": {
"type": "string"
},
"severity": {
"type": "string",
"enum": [
"info",
"warn",
"error"
]
},
"context": {
"type": "object",
"additionalProperties": {}
}
},
"additionalProperties": false,
"required": [
"code",
"message",
"severity"
]
}
}
},
"additionalProperties": false
},
"Detail": {
"type": "object",
"properties": {
"quantity": {
"type": "number"
},
"fillId": {
"type": "string"
},
"pricePerUnit": {
"type": "number"
},
"reason": {
"type": "string"
},
"replacementOrderId": {
"type": "string"
},
"artifactHash": {
"type": "string"
},
"note": {
"type": "string"
}
},
"additionalProperties": false
},
"Contract": {
"anyOf": [
{
"type": "object",
"properties": {
"kind": {
"const": "option",
"type": "string"
},
"underlyingInstrumentId": {
"type": "string",
"minLength": 1
},
"type": {
"type": "string",
"enum": [
"call",
"put"
]
},
"strikePricePerUnit": {
"type": "number"
},
"expiryTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"kind",
"underlyingInstrumentId",
"type",
"strikePricePerUnit",
"expiryTimestampMs"
]
},
{
"type": "object",
"properties": {
"kind": {
"const": "future",
"type": "string"
},
"underlyingInstrumentId": {
"type": "string",
"minLength": 1
},
"expiryTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"kind",
"underlyingInstrumentId",
"expiryTimestampMs"
]
},
{
"type": "object",
"properties": {
"kind": {
"const": "perpetual",
"type": "string"
},
"underlyingInstrumentId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"kind",
"underlyingInstrumentId"
]
}
]
},
"Detail2": {
"type": "object",
"properties": {
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"fillId": {
"type": "string",
"minLength": 1
},
"pricePerUnit": {
"type": "number"
},
"reason": {
"type": "string"
},
"replacementOrderId": {
"type": "string"
},
"artifactHash": {
"type": "string"
},
"note": {
"type": "string"
},
"observationTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"fill": {
"$ref": "#/$defs/Fill"
}
},
"additionalProperties": false,
"required": [
"quantity",
"fillId"
]
},
"Fill": {
"type": "object",
"properties": {
"fillId": {
"type": "string",
"minLength": 1
},
"accountId": {
"type": "string",
"minLength": 1
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"side": {
"type": "string",
"enum": [
"buy",
"sell"
]
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"pricePerUnit": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"filledTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"contractMultiplier": {
"type": "number",
"exclusiveMinimum": 0
},
"settlementStyle": {
"type": "string",
"enum": [
"cash-on-trade",
"variation-margin"
]
},
"contract": {
"$ref": "#/$defs/Contract"
},
"accruedInterest": {
"type": "number"
},
"executionPriceAdjustment": {
"type": "number",
"minimum": 0
},
"costs": {
"type": "object",
"properties": {
"commission": {
"type": "number",
"minimum": 0
},
"exchangeFees": {
"type": "number",
"minimum": 0
},
"regulatoryFees": {
"type": "number",
"minimum": 0
},
"slippageAdjustment": {
"type": "number",
"minimum": 0
}
},
"additionalProperties": false
},
"orderId": {
"type": "string",
"minLength": 1
},
"venue": {
"type": "string"
},
"liquidity": {
"type": "string",
"enum": [
"maker",
"taker",
"unknown"
]
}
},
"additionalProperties": false,
"required": [
"fillId",
"accountId",
"instrumentId",
"side",
"quantity",
"pricePerUnit",
"currency",
"filledTimestampMs"
]
},
"CashDeposit": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.deposit",
"type": "string"
},
"amount": {
"type": "number",
"exclusiveMinimum": 0
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"amount",
"currency"
]
},
"CashWithdrawal": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.withdrawal",
"type": "string"
},
"amount": {
"type": "number",
"exclusiveMinimum": 0
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"amount",
"currency"
]
},
"CashTransfer": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.transfer",
"type": "string"
},
"amount": {
"type": "number",
"exclusiveMinimum": 0
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"fromAccountId": {
"type": "string",
"minLength": 1
},
"toAccountId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"amount",
"currency",
"fromAccountId",
"toAccountId"
]
},
"CashConversion": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.conversion",
"type": "string"
},
"fromCurrency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"toCurrency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"fromAmount": {
"type": "number",
"exclusiveMinimum": 0
},
"toAmount": {
"type": "number",
"exclusiveMinimum": 0
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromCurrency",
"toCurrency",
"fromAmount",
"toAmount"
]
},
"TradeFill": {
"type": "object",
"properties": {
"eventType": {
"const": "trade.fill",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"side": {
"type": "string",
"enum": [
"buy",
"sell"
]
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"pricePerUnit": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
},
"contractMultiplier": {
"type": "number",
"exclusiveMinimum": 0
},
"settlementStyle": {
"type": "string",
"enum": [
"cash-on-trade",
"variation-margin"
]
},
"contract": {
"$ref": "#/$defs/Contract"
},
"accruedInterest": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"side",
"quantity",
"pricePerUnit",
"currency"
]
},
"LotSelections": {
"type": "array",
"items": {
"type": "object",
"properties": {
"lotId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
}
},
"additionalProperties": false,
"required": [
"lotId",
"quantity"
]
},
"minItems": 1
},
"CostCharge": {
"type": "object",
"properties": {
"eventType": {
"const": "cost.charge",
"type": "string"
},
"costType": {
"type": "string",
"enum": [
"commission",
"exchange-fee",
"regulatory-fee",
"slippage-adjustment"
]
},
"amount": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"relatesToEventId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"costType",
"amount",
"currency"
]
},
"IncomeReceived": {
"type": "object",
"properties": {
"eventType": {
"const": "income.received",
"type": "string"
},
"incomeType": {
"type": "string",
"enum": [
"dividend",
"coupon",
"interest",
"staking-reward",
"funding-receipt"
]
},
"amount": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"incomeType",
"amount",
"currency"
]
},
"FinancingCharge": {
"type": "object",
"properties": {
"eventType": {
"const": "financing.charge",
"type": "string"
},
"financingType": {
"type": "string",
"enum": [
"margin-interest",
"borrow-charge",
"funding-payment"
]
},
"amount": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"instrumentId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"financingType",
"amount",
"currency"
]
},
"CorporateSplit": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.split",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"sharesAfterSplit": {
"type": "number",
"exclusiveMinimum": 0
},
"sharesBeforeSplit": {
"type": "number",
"exclusiveMinimum": 0
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"sharesAfterSplit",
"sharesBeforeSplit"
]
},
"DerivativeExercise": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.exercise",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"settlement": {
"$ref": "#/$defs/Settlement"
},
"premiumTreatment": {
"type": "string",
"enum": [
"fold-into-underlying-basis",
"realize"
]
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity",
"settlement",
"premiumTreatment"
]
},
"Settlement": {
"anyOf": [
{
"type": "object",
"properties": {
"kind": {
"const": "physical",
"type": "string"
}
},
"additionalProperties": false,
"required": [
"kind"
]
},
{
"type": "object",
"properties": {
"kind": {
"const": "cash",
"type": "string"
},
"settlementPricePerUnit": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"kind",
"settlementPricePerUnit"
]
}
]
},
"DerivativeAssignment": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.assignment",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"settlement": {
"$ref": "#/$defs/Settlement"
},
"premiumTreatment": {
"type": "string",
"enum": [
"fold-into-underlying-basis",
"realize"
]
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity",
"settlement",
"premiumTreatment"
]
},
"DerivativeExpiration": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.expiration",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity"
]
},
"DerivativeMultiplierChange": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.multiplier-change",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"contractMultiplierAfter": {
"type": "number",
"exclusiveMinimum": 0
},
"strikePricePerUnitAfter": {
"type": "number",
"exclusiveMinimum": 0
},
"reason": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"contractMultiplierAfter"
]
},
"DerivativeVariationMargin": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.variation-margin",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"settlementPricePerUnit": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"settlementPricePerUnit"
]
},
"DerivativeRoll": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.roll",
"type": "string"
},
"fromInstrumentId": {
"type": "string",
"minLength": 1
},
"toInstrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"closePricePerUnit": {
"type": "number"
},
"openPricePerUnit": {
"type": "number"
},
"contract": {
"$ref": "#/$defs/Contract"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromInstrumentId",
"toInstrumentId",
"quantity",
"closePricePerUnit",
"openPricePerUnit"
]
},
"FixedIncomeRedemption": {
"type": "object",
"properties": {
"eventType": {
"const": "fixed-income.redemption",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"redemptionType": {
"type": "string",
"enum": [
"maturity",
"call",
"principal-paydown",
"sinking-fund"
]
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"pricePerUnit": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"redemptionType",
"quantity",
"pricePerUnit",
"currency"
]
},
"CorporateSymbolChange": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.symbol-change",
"type": "string"
},
"fromInstrumentId": {
"type": "string",
"minLength": 1
},
"toInstrumentId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromInstrumentId",
"toInstrumentId"
]
},
"CorporateMerger": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.merger",
"type": "string"
},
"fromInstrumentId": {
"type": "string",
"minLength": 1
},
"toInstrumentId": {
"type": "string",
"minLength": 1
},
"sharesPerShare": {
"type": "number",
"exclusiveMinimum": 0
},
"cashPerShare": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
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]
},
"CorporateSpinOff": {
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"properties": {
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"const": "corporate.spin-off",
"type": "string"
},
"parentInstrumentId": {
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"minLength": 1
},
"childInstrumentId": {
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},
"sharesPerParentShare": {
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"exclusiveMinimum": 0
},
"basisAllocationFraction": {
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}
},
"additionalProperties": false,
"required": [
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"parentInstrumentId",
"childInstrumentId",
"sharesPerParentShare",
"basisAllocationFraction"
]
},
"CorporateReturnOfCapital": {
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"properties": {
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"const": "corporate.return-of-capital",
"type": "string"
},
"instrumentId": {
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"minLength": 1
},
"amountPerShare": {
"type": "number"
},
"currency": {
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},
"settleTimestampMs": {
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}
},
"additionalProperties": false,
"required": [
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"instrumentId",
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"currency"
]
},
"CorporateCashInLieu": {
"type": "object",
"properties": {
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"type": "string"
},
"instrumentId": {
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},
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},
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},
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}
},
"additionalProperties": false,
"required": [
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"quantity",
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"currency"
]
},
"PositionTransfer": {
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"properties": {
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"const": "position.transfer",
"type": "string"
},
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},
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},
"fromAccountId": {
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},
"toAccountId": {
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},
"lotSelections": {
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}
},
"additionalProperties": false,
"required": [
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"instrumentId",
"quantity",
"fromAccountId",
"toAccountId"
]
}
}
}Output schema
{
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},
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],
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},
{
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},
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}
}
},
{
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},
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}
}
},
{
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}
}
},
{
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}
},
{
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}
},
{
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}
},
{
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}
}
},
{
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},
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}
}
},
{
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},
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}
}
},
{
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},
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}
}
},
{
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}
},
{
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}
}
},
{
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}
}
},
{
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},
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}
}
},
{
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"type": "string"
},
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}
}
},
{
"properties": {
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},
"event": {
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}
}
},
{
"properties": {
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"type": "string"
},
"event": {
"$ref": "#/$defs/CorporateSymbolChange"
}
}
},
{
"properties": {
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"const": "corporate.merger",
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}
}
},
{
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"type": "string"
},
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}
}
},
{
"properties": {
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"type": "string"
},
"event": {
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}
}
},
{
"properties": {
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},
"event": {
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}
}
},
{
"properties": {
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"type": "string"
},
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}
}
},
{
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"const": "admin.reversal",
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},
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"type": "string"
},
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},
"reason": {
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}
},
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]
}
},
"required": [
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]
},
{
"properties": {
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},
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},
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},
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},
{
"$ref": "#/$defs/CashWithdrawal"
},
{
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},
{
"$ref": "#/$defs/CashConversion"
},
{
"$ref": "#/$defs/TradeFill"
},
{
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},
{
"$ref": "#/$defs/IncomeReceived"
},
{
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},
{
"$ref": "#/$defs/CorporateSplit"
},
{
"$ref": "#/$defs/DerivativeExercise"
},
{
"$ref": "#/$defs/DerivativeAssignment"
},
{
"$ref": "#/$defs/DerivativeExpiration"
},
{
"$ref": "#/$defs/DerivativeMultiplierChange"
},
{
"$ref": "#/$defs/DerivativeVariationMargin"
},
{
"$ref": "#/$defs/DerivativeRoll"
},
{
"$ref": "#/$defs/FixedIncomeRedemption"
},
{
"$ref": "#/$defs/CorporateSymbolChange"
},
{
"$ref": "#/$defs/CorporateMerger"
},
{
"$ref": "#/$defs/CorporateSpinOff"
},
{
"$ref": "#/$defs/CorporateReturnOfCapital"
},
{
"$ref": "#/$defs/CorporateCashInLieu"
},
{
"$ref": "#/$defs/PositionTransfer"
}
]
},
"reason": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"eventType",
"original",
"replacement"
]
}
},
"required": [
"reversesEventId"
]
},
{
"properties": {
"eventType": {
"const": "admin.account-migration",
"type": "string"
},
"event": {
"type": "object",
"properties": {
"eventType": {
"const": "admin.account-migration",
"type": "string"
},
"fromAccountId": {
"type": "string",
"minLength": 1
},
"toAccountId": {
"type": "string",
"minLength": 1
},
"reason": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromAccountId",
"toAccountId"
]
}
}
}
]
}
]
},
"Explanation": {
"anyOf": [
{
"type": "object",
"properties": {
"kind": {
"const": "pending-settlement",
"type": "string"
},
"detail": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"kind",
"detail"
]
},
{
"type": "object",
"properties": {
"kind": {
"const": "corporate-action-candidate",
"type": "string"
},
"detail": {
"type": "string"
},
"ratio": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"kind",
"detail",
"ratio"
]
}
]
},
"Tolerance": {
"type": "object",
"properties": {
"quantity": {
"type": "number",
"minimum": 0
},
"cashAmount": {
"type": "number",
"minimum": 0
},
"costBasis": {
"type": "number",
"minimum": 0
}
},
"additionalProperties": false,
"required": [
"quantity",
"cashAmount",
"costBasis"
]
},
"CashDeposit": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.deposit",
"type": "string"
},
"amount": {
"type": "number",
"exclusiveMinimum": 0
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"amount",
"currency"
]
},
"CashWithdrawal": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.withdrawal",
"type": "string"
},
"amount": {
"type": "number",
"exclusiveMinimum": 0
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"amount",
"currency"
]
},
"CashTransfer": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.transfer",
"type": "string"
},
"amount": {
"type": "number",
"exclusiveMinimum": 0
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"fromAccountId": {
"type": "string",
"minLength": 1
},
"toAccountId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"amount",
"currency",
"fromAccountId",
"toAccountId"
]
},
"CashConversion": {
"type": "object",
"properties": {
"eventType": {
"const": "cash.conversion",
"type": "string"
},
"fromCurrency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"toCurrency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"fromAmount": {
"type": "number",
"exclusiveMinimum": 0
},
"toAmount": {
"type": "number",
"exclusiveMinimum": 0
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromCurrency",
"toCurrency",
"fromAmount",
"toAmount"
]
},
"TradeFill": {
"type": "object",
"properties": {
"eventType": {
"const": "trade.fill",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"side": {
"type": "string",
"enum": [
"buy",
"sell"
]
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"pricePerUnit": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
},
"contractMultiplier": {
"type": "number",
"exclusiveMinimum": 0
},
"settlementStyle": {
"type": "string",
"enum": [
"cash-on-trade",
"variation-margin"
]
},
"contract": {
"$ref": "#/$defs/Contract"
},
"accruedInterest": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"side",
"quantity",
"pricePerUnit",
"currency"
]
},
"LotSelections": {
"type": "array",
"items": {
"type": "object",
"properties": {
"lotId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
}
},
"additionalProperties": false,
"required": [
"lotId",
"quantity"
]
},
"minItems": 1
},
"Contract": {
"anyOf": [
{
"type": "object",
"properties": {
"kind": {
"const": "option",
"type": "string"
},
"underlyingInstrumentId": {
"type": "string",
"minLength": 1
},
"type": {
"type": "string",
"enum": [
"call",
"put"
]
},
"strikePricePerUnit": {
"type": "number"
},
"expiryTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"kind",
"underlyingInstrumentId",
"type",
"strikePricePerUnit",
"expiryTimestampMs"
]
},
{
"type": "object",
"properties": {
"kind": {
"const": "future",
"type": "string"
},
"underlyingInstrumentId": {
"type": "string",
"minLength": 1
},
"expiryTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"kind",
"underlyingInstrumentId",
"expiryTimestampMs"
]
},
{
"type": "object",
"properties": {
"kind": {
"const": "perpetual",
"type": "string"
},
"underlyingInstrumentId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"kind",
"underlyingInstrumentId"
]
}
]
},
"CostCharge": {
"type": "object",
"properties": {
"eventType": {
"const": "cost.charge",
"type": "string"
},
"costType": {
"type": "string",
"enum": [
"commission",
"exchange-fee",
"regulatory-fee",
"slippage-adjustment"
]
},
"amount": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"relatesToEventId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"costType",
"amount",
"currency"
]
},
"IncomeReceived": {
"type": "object",
"properties": {
"eventType": {
"const": "income.received",
"type": "string"
},
"incomeType": {
"type": "string",
"enum": [
"dividend",
"coupon",
"interest",
"staking-reward",
"funding-receipt"
]
},
"amount": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"incomeType",
"amount",
"currency"
]
},
"FinancingCharge": {
"type": "object",
"properties": {
"eventType": {
"const": "financing.charge",
"type": "string"
},
"financingType": {
"type": "string",
"enum": [
"margin-interest",
"borrow-charge",
"funding-payment"
]
},
"amount": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"instrumentId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"financingType",
"amount",
"currency"
]
},
"CorporateSplit": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.split",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"sharesAfterSplit": {
"type": "number",
"exclusiveMinimum": 0
},
"sharesBeforeSplit": {
"type": "number",
"exclusiveMinimum": 0
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"sharesAfterSplit",
"sharesBeforeSplit"
]
},
"DerivativeExercise": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.exercise",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"settlement": {
"$ref": "#/$defs/Settlement"
},
"premiumTreatment": {
"type": "string",
"enum": [
"fold-into-underlying-basis",
"realize"
]
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity",
"settlement",
"premiumTreatment"
]
},
"Settlement": {
"anyOf": [
{
"type": "object",
"properties": {
"kind": {
"const": "physical",
"type": "string"
}
},
"additionalProperties": false,
"required": [
"kind"
]
},
{
"type": "object",
"properties": {
"kind": {
"const": "cash",
"type": "string"
},
"settlementPricePerUnit": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"kind",
"settlementPricePerUnit"
]
}
]
},
"DerivativeAssignment": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.assignment",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"settlement": {
"$ref": "#/$defs/Settlement"
},
"premiumTreatment": {
"type": "string",
"enum": [
"fold-into-underlying-basis",
"realize"
]
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity",
"settlement",
"premiumTreatment"
]
},
"DerivativeExpiration": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.expiration",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity"
]
},
"DerivativeMultiplierChange": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.multiplier-change",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"contractMultiplierAfter": {
"type": "number",
"exclusiveMinimum": 0
},
"strikePricePerUnitAfter": {
"type": "number",
"exclusiveMinimum": 0
},
"reason": {
"type": "string"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"contractMultiplierAfter"
]
},
"DerivativeVariationMargin": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.variation-margin",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"settlementPricePerUnit": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"settlementPricePerUnit"
]
},
"DerivativeRoll": {
"type": "object",
"properties": {
"eventType": {
"const": "derivative.roll",
"type": "string"
},
"fromInstrumentId": {
"type": "string",
"minLength": 1
},
"toInstrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"closePricePerUnit": {
"type": "number"
},
"openPricePerUnit": {
"type": "number"
},
"contract": {
"$ref": "#/$defs/Contract"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromInstrumentId",
"toInstrumentId",
"quantity",
"closePricePerUnit",
"openPricePerUnit"
]
},
"FixedIncomeRedemption": {
"type": "object",
"properties": {
"eventType": {
"const": "fixed-income.redemption",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"redemptionType": {
"type": "string",
"enum": [
"maturity",
"call",
"principal-paydown",
"sinking-fund"
]
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"pricePerUnit": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"redemptionType",
"quantity",
"pricePerUnit",
"currency"
]
},
"CorporateSymbolChange": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.symbol-change",
"type": "string"
},
"fromInstrumentId": {
"type": "string",
"minLength": 1
},
"toInstrumentId": {
"type": "string",
"minLength": 1
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromInstrumentId",
"toInstrumentId"
]
},
"CorporateMerger": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.merger",
"type": "string"
},
"fromInstrumentId": {
"type": "string",
"minLength": 1
},
"toInstrumentId": {
"type": "string",
"minLength": 1
},
"sharesPerShare": {
"type": "number",
"exclusiveMinimum": 0
},
"cashPerShare": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"fromInstrumentId"
]
},
"CorporateSpinOff": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.spin-off",
"type": "string"
},
"parentInstrumentId": {
"type": "string",
"minLength": 1
},
"childInstrumentId": {
"type": "string",
"minLength": 1
},
"sharesPerParentShare": {
"type": "number",
"exclusiveMinimum": 0
},
"basisAllocationFraction": {
"type": "number"
}
},
"additionalProperties": false,
"required": [
"eventType",
"parentInstrumentId",
"childInstrumentId",
"sharesPerParentShare",
"basisAllocationFraction"
]
},
"CorporateReturnOfCapital": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.return-of-capital",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"amountPerShare": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"amountPerShare",
"currency"
]
},
"CorporateCashInLieu": {
"type": "object",
"properties": {
"eventType": {
"const": "corporate.cash-in-lieu",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"amount": {
"type": "number"
},
"currency": {
"type": "string",
"pattern": "^[A-Z]{3}$"
},
"relatesToEventId": {
"type": "string",
"minLength": 1
},
"settleTimestampMs": {
"type": "number",
"description": "Epoch milliseconds"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity",
"amount",
"currency"
]
},
"PositionTransfer": {
"type": "object",
"properties": {
"eventType": {
"const": "position.transfer",
"type": "string"
},
"instrumentId": {
"type": "string",
"minLength": 1
},
"quantity": {
"type": "number",
"exclusiveMinimum": 0
},
"fromAccountId": {
"type": "string",
"minLength": 1
},
"toAccountId": {
"type": "string",
"minLength": 1
},
"lotSelections": {
"$ref": "#/$defs/LotSelections"
}
},
"additionalProperties": false,
"required": [
"eventType",
"instrumentId",
"quantity",
"fromAccountId",
"toAccountId"
]
}
}
}