Trade Data Target Schema

To ensure the send_trade method supports a fully structured schema for trade data input, including all fields from the R8fin Trade Data schema.

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Installation

Install the SDK using pip:

pip install blockhouse==1.0.16

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Sending Full Trade Data

The send_trade method supports sending complete trade data based on the R8fin Trade Data schema.

from blockhouse import TradeClient

# Initialize the client
client = TradeClient("f6d8d388f0c3c1479d5b30cb43d5346d")

# Send the trade data
response = client.send_trade(trade_data)

Input Schema

The send_trade method accepts a dictionary containing the following fields:

Column Name	Data Type	Description
trade_date	DATE	The execution trade date.
executiontime	TIMESTAMP	Execution time logged in raw format.
brokerexecutiontime	TIMESTAMP	Time recorded by the broker.
exec_time_et	TIMESTAMP	Execution time in Eastern Time.
recapid	STRING	Record ID for this trade.
orderid	STRING	Order ID associated with the execution.
parentcorrelationorderid	STRING	Parent order ID that links multiple orders.
executionid	STRING	Unique ID for the execution.
firm	STRING	Firm identifier.
client	STRING	Client identifier.
syntheticcontractidentifier	STRING	Identifier for the synthetic contract.
instrument	STRING	Instrument or contract involved in the trade.
syntheticpricemode	STRING	Pricing mode (e.g., Yield).
syntheticticksize	FLOAT	Tick size for the synthetic contract.
syntheticcontractdefinition	STRING	Details of the synthetic contract (e.g., UST 10_YEAR, UST 30_YEAR).
security_type	STRING	Type of security (e.g., C for Cash).
symbol	STRING	The symbol of the product that was executed.
cusip	STRING	CUSIP identifier for the security.
side	STRING	Trade side (B for Buy, S for Sell).
quantity	INT	Quantity of the trade (e.g., 1, 2).
price	FLOAT	Price of the trade.
order_source	STRING	Source of the order (e.g., Other-Core).
broker_id	STRING	Broker identifier.
exchange	STRING	Exchange where the trade was executed.
exchange_route	STRING	Route taken at the exchange.
exchange_endpoint	STRING	Endpoint for the exchange.
exchange_lp	STRING	Liquidity provider at the exchange.
is_aggressive	BOOLEAN	Indicator if the trade was aggressive.
destination	STRING	Destination type (e.g., ICEBERG, SOR).
order_text	STRING	Additional text for the order (e.g., Quote or Hedge description).
quote_or_hedge	STRING	Indicates if the trade is a Quote or Hedge.
hedge_target_price	FLOAT	Target price for the hedge.
cash_exchange_trade_id	STRING	ID of the cash exchange trade.
timestamp	FLOAT	Timestamp of the trade.
build_id	STRING	Build ID associated with the execution.
build_name	STRING	Name of the build.
hide_duration	FLOAT	Duration for which the order was hidden.
pop_ticks	STRING	Ticks associated with the trade population.
label	STRING	Label for the trade (e.g., comp_0: 0.0).
strategy	STRING	The trading strategy applied (e.g., Curve).

Example Usage

from blockhouse import TradeClient

# Initialize the client
client = TradeClient("d713bb69cbdb9c15c2b30c388ebbaf6a")

# Define the full trade data schema
trade_data = {
    "trade_date": "2025-01-15",
    "executiontime": "2025-01-15T10:30:45Z",
    "brokerexecutiontime": "2025-01-15T10:30:50Z",
    "exec_time_et": "2025-01-15T05:30:45-05:00",
    "recapid": "abcd1234",
    "orderid": "12345",
    "parentcorrelationorderid": "67890",
    "executionid": "xyz9876",
    "firm": "BlockhouseTrading",
    "client": "Client123",
    "syntheticcontractidentifier": "Synthetic01",
    "instrument": "UST 10_YEAR",
    "syntheticpricemode": "Yield",
    "syntheticticksize": 0.01,
    "syntheticcontractdefinition": "UST 10_YEAR Synthetic Contract",
    "security_type": "C",
    "symbol": "AAPL",
    "cusip": "037833100",
    "side": "buy",
    "quantity": 100,
    "price": 150.50,
    "order_source": "Other-Core",
    "broker_id": "BRK123",
    "exchange": "NASDAQ",
    "exchange_route": "Direct",
    "exchange_endpoint": "Endpoint123",
    "exchange_lp": "LiquidityProvider1",
    "is_aggressive": True,
    "destination": "SOR",
    "order_text": "Quote description",
    "quote_or_hedge": "Quote",
    "hedge_target_price": 150.00,
    "cash_exchange_trade_id": "CASH123",
    "timestamp": 1673881845.123,
    "build_id": "Build123",
    "build_name": "Release_1.0",
    "hide_duration": 0.5,
    "pop_ticks": "Tick123",
    "label": "comp_0: 0.0",
    "strategy": "Curve"
}

# Send the trade data
response = client.send_trade(trade_data)

# Print the response
print(response)

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Response Schema

The send_trade method returns a structured response, adhering to the following schema:

Field Name	Data Type	Description
status	STRING	Indicates success or failure of the operation.
message	STRING	Additional information or status message.

Example Response

Successful API calls return a response similar to the following:

{
    "status": "success",
    "message": "Trade successfully sent to Blockhouse API."
}