Trade Execution

FIBO-grounded class definition for this concept: properties, multiplicities, and source-column annotations. Per-dataset Mapping and Table blocks live on each dataset's Pure Model tab.

<<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];
}