{ "$schema": "https://json-schema.org/draft/2020-12/schema", "$id": "https://www.bloomberg.com/schemas/emsx/fill.json", "title": "Bloomberg EMSX Fill", "description": "A fill (execution) in the Bloomberg Execution Management System (EMSX) representing a completed or partial trade execution against a route. Fills contain execution price, quantity, broker, exchange, and settlement information.", "type": "object", "required": ["orderSequenceNumber", "routeId", "fillAmount", "fillPrice"], "properties": { "fillId": { "type": "integer", "description": "Unique fill identifier within the EMSX blotter" }, "orderSequenceNumber": { "type": "integer", "description": "Parent order sequence number" }, "routeId": { "type": "integer", "description": "Parent route identifier" }, "ticker": { "type": "string", "description": "Bloomberg security ticker symbol" }, "side": { "type": "string", "enum": ["BUY", "SELL", "SHORT", "COVER"], "description": "Side of the fill" }, "fillAmount": { "type": "number", "minimum": 0, "exclusiveMinimum": true, "description": "Executed quantity in this fill" }, "fillPrice": { "type": "number", "description": "Execution price for this fill" }, "broker": { "type": "string", "description": "Bloomberg broker code of the executing broker" }, "brokerName": { "type": "string", "description": "Full name of the executing broker" }, "exchange": { "type": "string", "description": "Exchange or venue where the execution occurred" }, "currency": { "type": "string", "pattern": "^[A-Z]{3}$", "description": "Trade currency in ISO 4217 three-letter code" }, "settlementDate": { "type": "string", "format": "date", "description": "Settlement date for the trade" }, "tradeDate": { "type": "string", "format": "date", "description": "Trade date (date the execution occurred)" }, "fillTime": { "type": "string", "format": "date-time", "description": "ISO 8601 timestamp of the fill execution" }, "account": { "type": "string", "description": "Trading account identifier" }, "isManual": { "type": "boolean", "description": "Whether this fill was manually entered (e.g., for voice-brokered trades)" }, "contraParty": { "type": "string", "description": "Counterparty identifier for the trade" } } }