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Data Dictionary - Entity Table: Fill#

This table describes part of an order (to trade a financial asset) that has been executed in the market. The fill table is a link between the portfolio management system and a corresponding execution management or trading system. One order can have multiple fills based on the trading volumes on the market and set limits for the order volumes.

Primary Key ('id').ENGINE = InnoDB..
Column NameData TypePK Primary Key, NN-Not Null, NullExampleComments
idBIGINT(12)PK, NN1PrimaryKey-ID, Not Null (auto creates)
Date_TimeDATETIMENULL1/1/2020 12:30:30 PMDate of filling the order
ExternalIDVARCHAR(45)NULL1Order filling external id
SequenceNumberBIGINT(6)NULL2Fill sequence number
QuantityDECIMALNULL123Filled quantity in units
PriceDECIMALNULL12Actual fill price
CurrencyBIGINT(12)NULL3Currency of the order
ComissionDECIMALNULL20Comission payment, e.g. brokerage comission
Comission_CurrencyBIGINT(12)NULL3Currency of the comission
FeeDECIMALNULL15Fees paid during transactions
Fee_CurrencyBIGINT(12)NULL3Currency of the Fee
OrderBIGINT(12)NULL1Order id. One order can have multiple fills
SideVARCHAR(4)NULLbuy, sellBuy or sell order side
Order(Order)Order (id)NO ACTIONNO ACTION
Comission_Currency(Comission_Currency)Currency (id)NO ACTIONNO ACTION
FillCurrency(Currency)Currency (id)NO ACTIONNO ACTION
Fee_Currency( Fee_Currency)Currency (id)NO ACTIONNO ACTION
Order_idxFill(Order ASC)VISIBLE.
Comission_Currency_idxFill(Comission_Currency ASC)VISIBLE.
Currency_idxFill(Currency ASC)VISIBLE
Fee_Currency_idxFill(Fee_Currency ASC)VISIBLE.