Fill
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 Name | Data Type | PK Primary Key, NN-Not Null, Null | Example | Comments |
id | BIGINT(12) | PK, NN | 1 | PrimaryKey-ID, Not Null (auto creates) |
Date_Time | DATETIME | NULL | 1/1/2020 12:30:30 PM | Date of filling the order |
ExternalID | VARCHAR(45) | NULL | 1 | Order filling external id |
SequenceNumber | BIGINT(6) | NULL | 2 | Fill sequence number |
Quantity | DECIMAL | NULL | 123 | Filled quantity in units |
Price | DECIMAL | NULL | 12 | Actual fill price |
Currency | BIGINT(12) | NULL | 3 | Currency of the order |
Comission | DECIMAL | NULL | 20 | Comission payment, e.g. brokerage comission |
Comission_Currency | BIGINT(12) | NULL | 3 | Currency of the comission |
Fee | DECIMAL | NULL | 15 | Fees paid during transactions |
Fee_Currency | BIGINT(12) | NULL | 3 | Currency of the Fee |
Order | BIGINT(12) | NULL | 1 | Order id. One order can have multiple fills |
Side | VARCHAR(4) | NULL | buy, sell | Buy or sell order side |
| CONSTRAINT | FOREIGN KEY | REFERENCES | ON DELETE | ON UPDATE |
Order | (Order) | Order (id) | NO ACTION | NO ACTION |
Comission_Currency | (Comission_Currency) | Currency (id) | NO ACTION | NO ACTION |
FillCurrency | (Currency) | Currency (id) | NO ACTION | NO ACTION |
Fee_Currency | ( Fee_Currency) | Currency (id) | NO ACTION | NO ACTION |
| CREATE INDEX | ON | ASC | VISIBLE | . |
Order_idx | Fill | (Order ASC) | VISIBLE | . |
Comission_Currency_idx | Fill | (Comission_Currency ASC) | VISIBLE | . |
Currency_idx | Fill | (Currency ASC) | VISIBLE | |
Fee_Currency_idx | Fill | (Fee_Currency ASC) | VISIBLE | . |