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Variable Name | Description |
|---|---|
$date | The trade date in YYYY-MM-DD format (e.g. 2011-08-15). |
$type | B = Buy, S = Sell, T = Short, C = Cover. See side and intention codes for more information. |
$quantity | Number of shares or contracts traded. |
| $symbol | Ticker symbol of the instrument being traded. |
| $multiplier | The multiplier (can be called "contract size" for options and "value multiplier" for futures) used when computing profit and loss. |
| $listingExchange | Listing exchange for the security being traded (see list of exchange codes). |
| $spotRate | The conversion rate from the trade currency to the account currency. |
| $price | Price of the trade. |
| $routes | A mapping of route to quantity for this order. To check whether a part of the order was routed to a particular destination you can use |
| $originalCommission | Commission as received from the data source. |
| $originalExchangeFee | Exchange/ECN fee as received from the data source. |
| $originalSecFee | SEC transaction fee as received from the data source. |
| $originalTaf | Trade activity fee as received from the data source. |
| $originalNsccFee | National Securities Clearing Corporation fee as received from the data source. |
| $originalMiscellaneousFee | Miscellaneous fee as received from the data source. |
| $originalClearingFee | Other clearing fee as received from the data source. |
| $originalOrf | Options Regulatory Fee as received from the data source. (v1.5.98.19.16 or greater) |
| $originalAccessFee | Exchange access fee as received from the data source. (v1.5.98.19.16 or greater) |
| $originalNfaFee | National Futures Association fee as received from the data source. (v1.5.98.19.16 or greater) |
| $fillCount | Number of regular executions comprising this order (not counting any canceled or non-regular fills). |
| $monthlyVolume | Total cumulative quantity traded during the trade date month up to and including the order being processed. The quantity is for the instrument type of the order being evaluated. For example, if a formula is being evaluation for an equity order, monthlyVolume will equal total equity shares the account traded from the beginning of the month up to and including the order processed. |
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