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Variable Name

Description

$source

A numeric code indicating where the execution originated. See the list of source ids.

$date

The trade date in YYYY-MM-DD format (e.g. 2011-08-15).

$time

The trade time in HH:MM:SS format (e.g. 09:35:12). If the trade time is uknown, the variable is set to 00:00:00.

$type

B = Buy, S = Sell, T = Short, C = Cover. See side and intention codes for more information.

$quantity

Number of shares or contracts traded.

$symbolTicker symbol of the instrument being traded.
$currencyCurrency code of the instrument being traded (3-character ISO code).
$multiplierThe multiplier (can be called "contract size" for options and "value multiplier" for futures) used when computing profit and loss.
$spotRateThe conversion rate from the trade currency to the account currency.
$pricePrice of the trade.
$valueValue of the trade in the currency of the account.
$execBrokerMPID / identifier of the executing broker. Will always be in uppercase.
$contraMPID / identifier of the counterparty.  Will always be in uppercase.
$routeName of the route, ECN or exchange. Will always be in uppercase.
$internalRouteIndicates the actual destination when an order is routed via an order desk or another intermediary (when available).
$internalLiquidityIndicates the actual liquidity flag when an order is routed via an order desk or another intermediary (when available). 
$liquidityLiquidity flag.
$originalCommissionCommission as received from the data source.
$originalExchangeFeeExchange/ECN fee as received from the data source.
$originalSecFeeSEC transaction fee as received from the data source.
$originalTafTrade activity fee as received from the data source.
$originalNsccFee

National Securities Clearing Corporation fee as received from the data source.

$originalMiscellaneousFeeMiscellaneous fee as received from the data source. 
$originalClearingFeeOther clearing fee as received from the data source.
$orderQuantityTotal quantity for the order. Set to 0 for all but the last execution for the order. Note that if an order contains a fill with a manually set fee, this variable will always be set to 0 for that order.
$monthlyVolumeTotal cumulative quantity traded during the trade date month up to and including the execution being processed. Note that currently this lumps together volume across all instrument types.

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