TradingVenueBrickId

Guid?

You can input a BrickId that represents the TradingVenue where this trade was executed for use in TRS reporting. If the execution was made directly on an exchange you could get the primary market of the instrument using GetInstruments or if the trade was executed off exchange with a broker as the counterparty for example you should input the BrickId of the TradingVenue called OTC and uses the code XOFF for TRS reporting. You can find out the BrickId of this TradingVenue by using the following method: GetTradingVenues

No

2.36

TRSTradingCapacity

Enum

You can select between enum values AOTC, DEAL, MATCH or UNDEFINED.

Yes

2.36

INTC

Bool

By setting this to true it will influence the TRS report with regards to who the buyer or seller is. If INTC is true it means the house is the buyer and if it is false then the Person who conducts the trade is the direct buyer of the instrument.

Yes

2.36

TradingVenueTransactionId

String

The transactionId of the trade, given by the broker counterparty.

No

2.36

ExecutionWithinFirmType

Enum

An enum with which you can select the values USER or ALGO depending on whether the trade was conducted by a user (real person) or an algorithm.

Yes

2.36

ExecutionWithinFirm_USER

Guid?

The id of the Person who executes the trade. Use this if ExecutionWithinFirmTypeKey is set to USER, in which case it is also mandatory.

No

2.36

ExecutionWithinFirm_ALGO

Guid?

No

2.36

OTCPostTradeIndicators

OTCPostTradeIndicators

2.36

WaiverIndicators

WaiverIndicators

2.36

TradeTime

DateTime?

This is the actual trade time for the execution of the order. If this is not set the TradeTime will be set to the time when the function is executed.

No

2.38