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Fill Table

Fill Table
FieldDescription
[RECEIVE_DATE] [datetime] NOT NULLThe date and time the fill was received by the Historical Fill Server.
[MODE] [smallint] NULLAn internal TT code.
[GATEWAY_NAME][varchar](16) NOT NULLThe name of the gateway associated with the server that received the fill.
[RECORD_NO] [int] NOT NULLNumerical identifier for the fill.
[TRANS_CODE] [smallint] NULLThe transaction code for the type of fill. For example, 1000 (for a normal trade) and 1001 (for a Fast Fill).
[SERIES_KEY] [varchar](40) NULLInternal ID that uniquely identifies the instrument contained in the fill.
[TRANSACTION_NO] [int] NULLThe transaction number for the fill.
[ORDER_NO] [varchar](32) NULLThe order number assigned by the exchange.
[BUY_SELL] [varchar](1) NULL(B) The fill was for a Buy order or (S) the fill was for a Sell order.
[OPEN_CLOSE] [varchar](1) NULL(O) The trade opened a position or Close (C) the trade closed a position.
[PARTIAL_FILL] [varchar](1) NULL(F) The order is completely filled or (P) the order is partially filled.
[ORDER_TYPE] [varchar](1) NULLA Limit (L) or Market (M) order.
[ORDER_RESTRICT][varchar](1) NULLThe strategic restriction put on the order. Example: <None>, FOK, IOC
[BUY_QTY] [numeric](18, 0) NULLThe quantity of a buy order which has been filled.
[SELL_QTY] [numeric](18, 0) NULLThe quantity of a sell order which has been filled.
[MATCH_PRC] [numeric](18, 0) NULLThe price on the fill (in integer format).
[DISPLAY_PRC] [numeric](26, 8) NULLThe price on the fill (in String format)
[NATIVE_MATCH_PRC] [numeric](18, 5) NULLThe price on the fill multiplied by the point value and Tick Size and Exchange Rate
[CASH_PRC] [numeric](18, 0) NULLThe cash price of the fill
[FEE_AMOUNT] [int] NULLMonetary value of the associated fee.
[ORDER_DATETIME] [datetime] NOT NULLThe date and time the order was received by the TT Gateway. This is based on the time zone set on the Gateway.
[ORDER_TIME_MS] [smallint] NULLThe millisecond portion of the ORDER_DATETIME.
[TRANS_DATETIME] [datetime] NOT NULLThe date and time the order was filled at the exchange. This is based on the time and time zone the exchange sends.
[TRANS_TIME_MS] [smallint] NULLThe millisecond portion of the TRANS_DATETIME
[MEMBER_ID] [varchar](12) NULLThe highest level of the three-part Member Group and Trader ID used for login. This can be an exchange given or proxy Member ID.
[GROUP_ID] [varchar](4) NULLThe second level of the three-part Member Group and Trader ID used for login. This can be an exchange given or proxy Group ID.
[TRADER] [varchar](12) NULLThe third level of the three-part Member Group and Trader ID used for login. This can be an exchange given or proxy Trader ID.
[EXCH_MEMBER] [varchar](12) NULLThe highest level of the three-part Member Group and Trader ID given by the exchange.
[EXCH_GROUP] [varchar](4) NULLThe second level of the three-part Member Group and Trader ID given by the exchange.
[EXCH_TRADER] [varchar](12) NULLThe third level of the three-part Member Group and Trader ID given by the exchange.
[CLEARING_MEMBER] [varchar](12) NULLDesignates the member firm of the trader's clearing house through which trades settle.
[GIVEUP_MEMBER] [varchar](12) NULLThe member for whom a separate party completes a transaction. Used for give-up trade accounts.
[CNTR_PARTY] [varchar](12) NULLThe counter party on the trade.
[CNTR_CLR_MEMBER][varchar](12) NULLCounter Clearing Member. Designates a member firm on the other side of a trade through which transactions are settled.
[ACCOUNT_TYPE] [varchar](4) NULLThe type of account. For example, Agent, Market Maker, Principal, Give-up, Unallocated.
[FREE_TEXT_0] [varchar](16) NULLThe account number on the fill.
[FREE_TEXT_0] [varchar](16) NULLFree Form Text Field 1. Values for annotation purposes by you or back office (sub-account).
[SOURCE_ID] [varchar](16) NULLThe source of the fill.
[FILL_KEY] [varchar](40) NOT NULLA unique identifier for each fill.
[EXCHANGE_ORDER_ID] [varchar](64) NULLExchange Order ID assigned to the fill.
[SITE_ORDER_KEY] [varchar](13) NULLA TT generated unique number used to track orders.
[WORK_QTY] [numeric](18, 0) NULLThe working quantity of the order.
[FILL_CONFIRMED] [smallint] NULLDenotes that the fill has been confirmed by the trader.
[FEE_CODE] [varchar](1) NULLFee code for the fill. The fee codes are exchange-dependent.
[ORDER_SOURCE][numeric](18, 0) NULLOptions include: 0 (Normal OS), 1 (Autospreader), 2 (Autotrader), 3 (API/XTAPI), 4 (Ext Source - Exchange), 5 (FA Licensed - Licensed FIX Adapter), 6 (FA Unlicensed - Unlicensed FIX Adapter), 7 (XT Lite - X_TRADER Lite), 8 (TT_TRADER)
[SESSION_ID] [numeric](18, 0) NULLNumerical identifier for a trading session. Used for diagnosing Fill session rollovers and SOD's and settlements.
[CTI_CODE] [varchar](1) NULLDesignates if the order has been placed by a Member Trader, Proprietary Trader, On Behalf of Other Traders, or for a Customer.
[ORIGIN] [varchar](1) NULLDesignates if the order has been placed for a customer or for the trader's firm.
[USER_NAME] [varchar](50) NULLThe universal login identifier that the trader uses to log into the system.
[MARKET_ID] [smallint] NOT NULLNumerical designation for the exchange where the order was placed.
[GATEWAY_ID] [smallint] NULLNumerical designation for the gateway where the order was placed.
[ORDER_FLAGS] [int] NULLCross order flag.
[LAST_MODIFIED_DATETIME] [datetime] NOT NULLThe last date and time the fill record was modified in the database.
[LAST_MODIFIED_TIME_MS] [smallint] NULLThe millisecond portion of the LAST_MODIFIED_DATETIME.
[CREATED_DATETIME] [datetime] NOT NULLThe date and time the fill record was created in the database.
[CREATED_TIME_MS] [smallint] NULLThe millisecond portion of the CREATED_DATETIME.
[SEQUENCE_NO] [int] NOT NULLThe sequences number of the fill, typically a 1.
[RECORD_TYPE] [int] NULLThe record type, typically a 1.
[ORDER_SEQUENCE_NO] [int] NOT NULLThe sequence number of the order, typically a 1.
[ORDER_SEQUENCE_NO] [int] NOT NULLThe sequence number of the order, typically a 1.
[FILL_COMB_CODE] [numeric](18, 0) NULLNumerical combination code for a strategy fill. If the fill is not for a Strategy the value is 500.
[FILL_MKT_PRECISION] [int] NULLThe precision of the price of the fill.
[FILL_MKT_DECIMALS] [smallint] NULLThe number of decimal places in the price of the fill.
[FILL_SRS_PRECISION] [int] NULLThe strike price precision, only relevant for options fills.
[FILL_SRS_DECIMALS] [smallint] NULLThe number of decimal places in the strike price, only relevant for options fills.
[FILL_TICK_N] [int] NULLThe numerator in the tick value of the fill price.
[FILL_TICK_D] [int] NULLThe denominator in the tick value of the fill price.
[TRANSACTION_ID] [varchar](64) NULLThe transaction code for the fill.