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.
Installation
Install the SDK using pip:
Sending Full Trade Data
The send_trade
method supports sending complete trade data based on the R8fin Trade Data schema.
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
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:
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