Message: Trade

File: WebAPI/order_2.proto

Description

Trade per specific outright contract.

Used in

TransactionStatus

Fields

trade_id

Type: string

Description: Trade ID assigned by the server, unique within account.

contract_id

Type: uint32

Description: Server contract identifier.

statement_date

Type: sint64

Description: Brokerage statement date this trade corresponds to (in time format, convert to date only).

trade_utc_time (deprecated)

Type: sint64

Description: Note: Use trade_utc_timestamp field instead.

trade_utc_timestamp

Type: google.protobuf.Timestamp

Description: Time of the trade (UTC).

trade_date

Type: sint64

Description: Exchange trade day this trade corresponds to (in time format, date only value).

scaled_price

Type: sint64

Description: Trade price in native integer format. price = round(price_correct / correct_price_scale).

price_correct

Type: double

Description: Trade price in correct price format. Could have higher precision than price multiplied by correct_price_scale.

side

Type: uint32

Description: Trade side. This field is associated with Order.Side enum type.

uint32_qty (deprecated)

Type: uint32

Description: Note: Use qty field instead.

qty

Type: cqg.Decimal

Description: Trade size.

trade_counterparty

Type: string

Description: If present, identifies the counter-party of the trade, as reported by the execution system (may or may not match counter-party reported for the order fill).

is_aggressive

Type: bool

Description: True if trade was made as aggressive. False if trade was made as passive. Absence of value means undefined.

leg_execution_id

Type: string

Description: Execution ID of the leg fill

open_close_effect

Type: uint32

Description: Open/close effect of the trade as a result of the corresponding open_close_instruction. One of OpenCloseInstruction enum.

speculation_type

Type: uint32

Description: Speculation type of the trade. One of SpeculationType enum.

trade_match_id

Type: string

Description: Identifier assigned to a trade by a matching system.

specific_contract_id

Type: uint32

Description: When this field is present, the contract_id field contains the server contract identifier of a relative symbol (e.g., in case of relative daily futures), and the specific_contract_id contains the server contract identifier of the specific symbol (e.g., the specific instrument mapped to the relative daily future at the moment of this trade).

fill_extra_attributes

Type: shared_1.NamedValue

Description: List of fill extra attributes.