execution

S3 / causeway-data / dev / main / fibo / execution

Auto-generated from fibo-data-gen/pure/ — column-level lineage from the FIBO-grounded class to its physical store. Structured mappings point at parquet columns; Object mappings point at object-storage paths for audio, video, documents, and transcripts.

// AUTO-GENERATED by generators/pure_export.py — do not edit by hand.
// Source: metadata/datasets/*.json

###Pure

Profile fibo::Lineage
{
    stereotypes: [parquetBacked, objectBacked];
    tags: [parquetPath, fiboModule, fiboConcept, datasetTitle, glossaryTerm, objectPath, mediaTypes];
}

<<Lineage.parquetBacked>>
{Lineage.parquetPath = 'out/parquet/execution/**/*.parquet', Lineage.fiboModule = 'FBC', Lineage.fiboConcept = 'TradeExecution', Lineage.datasetTitle = 'Trade Executions'}
// Fills against orders — quantity executed at a price on a venue, possibly via a broker, with commissions and fees.
Class fibo::fbc::TradeExecution
{
    // ExecutionIdentifier: Internal surrogate key for a trade execution.
    executionId : Integer[1];
    // OrderIdentifier: Internal surrogate key for an order.
    orderId : Integer[1];
    // MarketIdentifierCode: Four-letter ISO 10383 code uniquely identifying a trading venue (e.g., XNYS for NYSE, XLON for LSE).
    micCode : String[0..1];
    // Broker: An intermediary that executes orders on behalf of a client in exchange for commission.
    brokerLei : String[0..1];
    // ExecutedQuantity: Number of units filled in an execution.
    executedQuantity : Decimal[1];
    // ExecutedPrice: Price at which an execution actually occurred.
    executedPrice : Decimal[1];
    // ISO4217CurrencyCode: Three-letter code (e.g., USD, EUR, JPY) that uniquely identifies a currency under ISO 4217.
    currencyCode : String[1];
    // AsOfDate: The business date as of which a snapshot was taken (positions, prices, NAV, etc.).
    executionDate : StrictDate[1];
    // AsOfDate: The business date as of which a snapshot was taken (positions, prices, NAV, etc.).
    executionTimestamp : DateTime[1];
    // Commission: Fee paid to a broker for executing a trade.
    commission : Decimal[0..1];
    // Fees: Other transaction costs charged by venues, regulators, or clearing houses.
    fees : Decimal[0..1];
}

    // parquet: out/parquet/execution/**/*.parquet
    Table execution (execution_id INT PRIMARY KEY, order_id INT, mic_code VARCHAR(255), broker_lei VARCHAR(255), executed_quantity DECIMAL(20,6), executed_price DECIMAL(28,10), currency_code VARCHAR(255), execution_date DATE, execution_timestamp TIMESTAMP, commission DECIMAL(20,6), fees DECIMAL(20,6))

    fibo::fbc::TradeExecution : Relational
    {
        ~mainTable [FiboParquet]execution
        executionId : [FiboParquet]execution.execution_id,
        orderId : [FiboParquet]execution.order_id,
        micCode : [FiboParquet]execution.mic_code,
        brokerLei : [FiboParquet]execution.broker_lei,
        executedQuantity : [FiboParquet]execution.executed_quantity,
        executedPrice : [FiboParquet]execution.executed_price,
        currencyCode : [FiboParquet]execution.currency_code,
        executionDate : [FiboParquet]execution.execution_date,
        executionTimestamp : [FiboParquet]execution.execution_timestamp,
        commission : [FiboParquet]execution.commission,
        fees : [FiboParquet]execution.fees
    }

// AUTO-GENERATED by generators/pure_export.py — do not edit by hand.

Store store::object::CausewayObjectStore
(
  backend: S3
  bucket:  'causeway-data'
  region:  'us-east-1'
)