ibflex2 1.0.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- ibflex/Types.py +2823 -0
- ibflex/__init__.py +19 -0
- ibflex/__version__.py +26 -0
- ibflex/client.py +259 -0
- ibflex/enums.py +295 -0
- ibflex/parser.py +487 -0
- ibflex/py.typed +0 -0
- ibflex/utils.py +16 -0
- ibflex2-1.0.0.dist-info/METADATA +208 -0
- ibflex2-1.0.0.dist-info/RECORD +14 -0
- ibflex2-1.0.0.dist-info/WHEEL +5 -0
- ibflex2-1.0.0.dist-info/entry_points.txt +2 -0
- ibflex2-1.0.0.dist-info/licenses/LICENSE.txt +19 -0
- ibflex2-1.0.0.dist-info/top_level.txt +1 -0
ibflex/Types.py
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# coding: utf-8
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"""Python data types for IB Flex format XML data.
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These class definitions are introspected by ibflex.parser to type-convert
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IB data. They're dataclasses, made immutable by passing `Frozen=True` to the
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class decorator. Class attributes are annotated with PEP 484 type hints.
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Except for the top-level XML elements, i.e. <FlexQueryResponse>,
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<FlexStatements>, and <FlexStatement>, the Flex format cleanly differentiates
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between data-bearing elements and container elements. Data elements hold
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their values in XML element attributes; container elements are sequences
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of child elements (usually data elements, but sometimes other containers).
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XML element attributes are represented by class attributes hinted with the
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Python type to which their values should be converted. Almost all are marked
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`Optional`, since Flex report configuration allows any of them to be included
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or omitted individually. Default value is `None` for a single value, or an
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empty tuple for a sequence.
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Specifically defined enums are an exception; the parser handles missing values
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for them, so you shouldn't specify a default value. The enums therefore need
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to come first in the class definition to avoid offending dataclass.
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Some data elements have XML attributes whose values are sequences delimited by
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commas or semicolons. These are represented as by class attributes hinted as
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a variable-length `Tuple` of their sequence item type (`str` or an Enum type).
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XML container elements are represented as variable-length `Tuple` of contained
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child type.
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TODO - need types for:
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FdicInsuredDepositsByBank
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ComplexPositions
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HKIPOSubscriptionActivity
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PendingExcercises
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FxTransactions
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UnbookedTrades
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RoutingCommissions
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IBGNoteTransactions
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Adjustments
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SoftDollars
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CFDCharges
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SLBOpenContracts
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HKIPOOpenSubscriptions
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"""
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# PEP 563 compliance
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# https://www.python.org/dev/peps/pep-0563/#resolving-type-hints-at-runtime
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from __future__ import annotations
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__all__ = [
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"FlexElement",
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"FlexQueryResponse",
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"FlexStatement",
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"AccountInformation",
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"ChangeInNAV",
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"MTMPerformanceSummaryUnderlying",
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"EquitySummaryByReportDateInBase",
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"MTDYTDPerformanceSummaryUnderlying",
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"CashReportCurrency",
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"FIFOPerformanceSummaryUnderlying",
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"NetStockPosition",
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"UnsettledTransfer",
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"UnbundledCommissionDetail",
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"StatementOfFundsLine",
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"ChangeInPositionValue",
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"OpenPosition",
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"FxLot",
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"Trade",
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"TradeConfirm",
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"OptionEAE",
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"TradeTransfer",
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"TierInterestDetail",
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"HardToBorrowDetail",
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"InterestAccrualsCurrency",
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"SLBActivity",
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"Transfer",
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"CorporateAction",
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"FxTransaction",
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"CashTransaction",
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"ChangeInDividendAccrual",
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"OpenDividendAccrual",
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"SecurityInfo",
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"ConversionRate",
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"PriorPeriodPosition",
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"ClientFee",
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"ClientFeesDetail",
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"SalesTax",
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"DebitCardActivity",
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"SymbolSummary",
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"AssetSummary",
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"Order",
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]
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import datetime
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import decimal
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from dataclasses import dataclass
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from typing import Tuple, Optional
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from ibflex import enums
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@dataclass(frozen=True)
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class FlexElement:
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"""Base class for data element types"""
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@dataclass(frozen=True)
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class FlexQueryResponse(FlexElement):
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"""Root element"""
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queryName: str
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type: str
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FlexStatements: Tuple["FlexStatement", ...]
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Message: Optional[str] = None
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def __repr__(self):
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repr = (
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f"{type(self).__name__}("
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f"queryName={self.queryName!r}, "
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f"type={self.type!r}, "
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f"len(FlexStatements)={len(self.FlexStatements)}"
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f"Message={self.Message!r}"
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")"
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)
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return repr
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@dataclass(frozen=True)
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class FlexStatement(FlexElement):
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"""Wrapped in <FlexStatements>"""
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accountId: str
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fromDate: datetime.date
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toDate: datetime.date
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period: str
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whenGenerated: datetime.datetime
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AccountInformation: Optional["_AccountInformation"] = None
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ChangeInNAV: Optional["_ChangeInNAV"] = None
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CashReport: Tuple["CashReportCurrency", ...] = ()
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MTDYTDPerformanceSummary: Tuple["MTDYTDPerformanceSummaryUnderlying", ...] = ()
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MTMPerformanceSummaryInBase: Tuple["MTMPerformanceSummaryUnderlying", ...] = ()
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EquitySummaryInBase: Tuple["EquitySummaryByReportDateInBase", ...] = ()
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FIFOPerformanceSummaryInBase: Tuple["FIFOPerformanceSummaryUnderlying", ...] = ()
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FdicInsuredDepositsByBank: Tuple = () # TODO
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StmtFunds: Tuple["StatementOfFundsLine", ...] = ()
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ChangeInPositionValues: Tuple["ChangeInPositionValue", ...] = ()
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OpenPositions: Tuple["OpenPosition", ...] = ()
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NetStockPositionSummary: Tuple["NetStockPosition", ...] = ()
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ComplexPositions: Tuple = () # TODO
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FxPositions: Tuple["FxLot", ...] = () # N.B. FXLot wrapped in FxLots
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Trades: Tuple["Trade", ...] = ()
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HKIPOSubscriptionActivity: Tuple = () # TODO
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TradeConfirms: Tuple["TradeConfirm", ...] = ()
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TransactionTaxes: Tuple = ()
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OptionEAE: Tuple["_OptionEAE", ...] = ()
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# Not a typo - they really spell it "Excercises"
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PendingExcercises: Tuple = () # TODO
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TradeTransfers: Tuple["TradeTransfer", ...] = ()
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FxTransactions: Tuple["FxTransaction", ...] = ()
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UnbookedTrades: Tuple = () # TODO
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RoutingCommissions: Tuple = () # TODO
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IBGNoteTransactions: Tuple = () # TODO
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UnsettledTransfers: Tuple["UnsettledTransfer", ...] = ()
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UnbundledCommissionDetails: Tuple["UnbundledCommissionDetail", ...] = ()
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Adjustments: Tuple = () # TODO
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PriorPeriodPositions: Tuple["PriorPeriodPosition", ...] = ()
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CorporateActions: Tuple["CorporateAction", ...] = ()
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ClientFees: Tuple["ClientFee", ...] = ()
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ClientFeesDetail: Tuple["_ClientFeesDetail", ...] = ()
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DebitCardActivities: Tuple["DebitCardActivity", ...] = ()
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SoftDollars: Tuple = () # TODO
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CashTransactions: Tuple["CashTransaction", ...] = ()
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SalesTaxes: Tuple["SalesTax", ...] = ()
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CFDCharges: Tuple = () # TODO
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InterestAccruals: Tuple["InterestAccrualsCurrency", ...] = ()
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TierInterestDetails: Tuple["TierInterestDetail", ...] = ()
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HardToBorrowDetails: Tuple["HardToBorrowDetail", ...] = ()
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HardToBorrowMarkupDetails: Tuple = ()
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SLBOpenContracts: Tuple["SLBOpenContract", ...] = ()
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SLBActivities: Tuple["SLBActivity", ...] = ()
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SLBFees: Tuple["SLBFee", ...] = ()
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Transfers: Tuple["Transfer", ...] = ()
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ChangeInDividendAccruals: Tuple["_ChangeInDividendAccrual", ...] = ()
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OpenDividendAccruals: Tuple["OpenDividendAccrual", ...] = ()
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SecuritiesInfo: Tuple["SecurityInfo", ...] = ()
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ConversionRates: Tuple["ConversionRate", ...] = ()
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HKIPOOpenSubscriptions: Tuple = () # TODO
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CommissionCredits: Tuple = () # TODO
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StockGrantActivities: Tuple = () # TODO
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SLBCollaterals: Tuple = () # TODO
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IncentiveCouponAccrualDetails: Tuple = () # TODO
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DepositsOnHold: Tuple = () # TODO
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def __repr__(self):
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repr = (
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f"{type(self).__name__}("
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f"accountId={self.accountId!r}, "
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f"fromDate={self.fromDate!r}, "
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f"toDate={self.toDate!r}, "
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f"period={self.period!r}, "
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f"whenGenerated={self.whenGenerated!r}"
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)
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sequences = (
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(k, getattr(self, k))
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for k, v in self.__annotations__.items()
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if hasattr(v, "__origin__") and v.__origin__ is tuple
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)
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nonempty_sequences = ", ".join(
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f"len({name})={len(value)}" for (name, value) in sequences if value
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)
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if nonempty_sequences:
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repr += ", "
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for seq in nonempty_sequences:
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repr += seq
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repr += ")"
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return repr
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@dataclass(frozen=True)
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class AccountInformation(FlexElement):
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"""Child of <FlexStatement>"""
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accountId: Optional[str] = None
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acctAlias: Optional[str] = None
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model: Optional[str] = None
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currency: Optional[str] = None
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name: Optional[str] = None
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accountType: Optional[str] = None
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customerType: Optional[str] = None
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accountCapabilities: Tuple[str, ...] = ()
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tradingPermissions: Tuple[str, ...] = ()
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registeredRepName: Optional[str] = None
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registeredRepPhone: Optional[str] = None
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dateOpened: Optional[datetime.date] = None
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dateFunded: Optional[datetime.date] = None
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dateClosed: Optional[datetime.date] = None
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street: Optional[str] = None
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street2: Optional[str] = None
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city: Optional[str] = None
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state: Optional[str] = None
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country: Optional[str] = None
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postalCode: Optional[str] = None
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streetResidentialAddress: Optional[str] = None
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street2ResidentialAddress: Optional[str] = None
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cityResidentialAddress: Optional[str] = None
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stateResidentialAddress: Optional[str] = None
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countryResidentialAddress: Optional[str] = None
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postalCodeResidentialAddress: Optional[str] = None
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masterName: Optional[str] = None
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ibEntity: Optional[str] = None
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primaryEmail: Optional[str] = None
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accountRepName: Optional[str] = None
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accountRepPhone: Optional[str] = None
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lastTradedDate: Optional[datetime.date] = None
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# Type alias to work around https://github.com/python/mypy/issues/1775
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_AccountInformation = AccountInformation
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@dataclass(frozen=True)
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class ChangeInNAV(FlexElement):
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"""Child of <FlexStatement>"""
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accountId: Optional[str] = None
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acctAlias: Optional[str] = None
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model: Optional[str] = None
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fromDate: Optional[datetime.date] = None
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toDate: Optional[datetime.date] = None
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startingValue: Optional[decimal.Decimal] = None
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mtm: Optional[decimal.Decimal] = None
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realized: Optional[decimal.Decimal] = None
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changeInUnrealized: Optional[decimal.Decimal] = None
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costAdjustments: Optional[decimal.Decimal] = None
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transferredPnlAdjustments: Optional[decimal.Decimal] = None
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depositsWithdrawals: Optional[decimal.Decimal] = None
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internalCashTransfers: Optional[decimal.Decimal] = None
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assetTransfers: Optional[decimal.Decimal] = None
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debitCardActivity: Optional[decimal.Decimal] = None
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billPay: Optional[decimal.Decimal] = None
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dividends: Optional[decimal.Decimal] = None
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withholdingTax: Optional[decimal.Decimal] = None
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withholding871m: Optional[decimal.Decimal] = None
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withholdingTaxCollected: Optional[decimal.Decimal] = None
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changeInDividendAccruals: Optional[decimal.Decimal] = None
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interest: Optional[decimal.Decimal] = None
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changeInInterestAccruals: Optional[decimal.Decimal] = None
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advisorFees: Optional[decimal.Decimal] = None
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brokerFees: Optional[decimal.Decimal] = None
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changeInBrokerFeeAccruals: Optional[decimal.Decimal] = None
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clientFees: Optional[decimal.Decimal] = None
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otherFees: Optional[decimal.Decimal] = None
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feesReceivables: Optional[decimal.Decimal] = None
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commissions: Optional[decimal.Decimal] = None
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commissionReceivables: Optional[decimal.Decimal] = None
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forexCommissions: Optional[decimal.Decimal] = None
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|
+
transactionTax: Optional[decimal.Decimal] = None
|
|
300
|
+
taxReceivables: Optional[decimal.Decimal] = None
|
|
301
|
+
salesTax: Optional[decimal.Decimal] = None
|
|
302
|
+
softDollars: Optional[decimal.Decimal] = None
|
|
303
|
+
netFxTrading: Optional[decimal.Decimal] = None
|
|
304
|
+
fxTranslation: Optional[decimal.Decimal] = None
|
|
305
|
+
linkingAdjustments: Optional[decimal.Decimal] = None
|
|
306
|
+
other: Optional[decimal.Decimal] = None
|
|
307
|
+
endingValue: Optional[decimal.Decimal] = None
|
|
308
|
+
twr: Optional[decimal.Decimal] = None
|
|
309
|
+
corporateActionProceeds: Optional[decimal.Decimal] = None
|
|
310
|
+
commissionCreditsRedemption: Optional[decimal.Decimal] = None
|
|
311
|
+
grantActivity: Optional[decimal.Decimal] = None
|
|
312
|
+
excessFundSweep: Optional[decimal.Decimal] = None
|
|
313
|
+
billableSalesTax: Optional[decimal.Decimal] = None
|
|
314
|
+
mtmAtPaxos: Optional[decimal.Decimal] = None
|
|
315
|
+
carbonCredits: Optional[decimal.Decimal] = None
|
|
316
|
+
donations: Optional[decimal.Decimal] = None
|
|
317
|
+
paxosTransfers: Optional[decimal.Decimal] = None
|
|
318
|
+
commissionsAtPaxos: Optional[decimal.Decimal] = None
|
|
319
|
+
referralFee: Optional[decimal.Decimal] = None
|
|
320
|
+
currency: Optional[str] = None
|
|
321
|
+
changeInIncentiveCouponAccruals: Optional[decimal.Decimal] = None
|
|
322
|
+
otherIncome: Optional[decimal.Decimal] = None
|
|
323
|
+
|
|
324
|
+
# Type alias to work around https://github.com/python/mypy/issues/1775
|
|
325
|
+
_ChangeInNAV = ChangeInNAV
|
|
326
|
+
|
|
327
|
+
|
|
328
|
+
@dataclass(frozen=True)
|
|
329
|
+
class MTMPerformanceSummaryUnderlying(FlexElement):
|
|
330
|
+
"""Wrapped in <MTMPerformanceSummaryInBase>"""
|
|
331
|
+
|
|
332
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
333
|
+
accountId: Optional[str] = None
|
|
334
|
+
acctAlias: Optional[str] = None
|
|
335
|
+
model: Optional[str] = None
|
|
336
|
+
symbol: Optional[str] = None
|
|
337
|
+
description: Optional[str] = None
|
|
338
|
+
conid: Optional[str] = None
|
|
339
|
+
securityID: Optional[str] = None
|
|
340
|
+
securityIDType: Optional[str] = None
|
|
341
|
+
cusip: Optional[str] = None
|
|
342
|
+
isin: Optional[str] = None
|
|
343
|
+
sedol: Optional[str] = None
|
|
344
|
+
listingExchange: Optional[str] = None
|
|
345
|
+
underlyingConid: Optional[str] = None
|
|
346
|
+
underlyingSymbol: Optional[str] = None
|
|
347
|
+
underlyingSecurityID: Optional[str] = None
|
|
348
|
+
underlyingListingExchange: Optional[str] = None
|
|
349
|
+
issuer: Optional[str] = None
|
|
350
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
351
|
+
strike: Optional[decimal.Decimal] = None
|
|
352
|
+
expiry: Optional[datetime.date] = None
|
|
353
|
+
putCall: Optional[enums.PutCall] = None
|
|
354
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
355
|
+
reportDate: Optional[datetime.date] = None
|
|
356
|
+
prevCloseQuantity: Optional[decimal.Decimal] = None
|
|
357
|
+
prevClosePrice: Optional[decimal.Decimal] = None
|
|
358
|
+
closeQuantity: Optional[decimal.Decimal] = None
|
|
359
|
+
closePrice: Optional[decimal.Decimal] = None
|
|
360
|
+
transactionMtm: Optional[decimal.Decimal] = None
|
|
361
|
+
priorOpenMtm: Optional[decimal.Decimal] = None
|
|
362
|
+
commissions: Optional[decimal.Decimal] = None
|
|
363
|
+
other: Optional[decimal.Decimal] = None
|
|
364
|
+
total: Optional[decimal.Decimal] = None
|
|
365
|
+
code: Tuple[enums.Code, ...] = ()
|
|
366
|
+
corpActionMtm: Optional[decimal.Decimal] = None
|
|
367
|
+
dividends: Optional[decimal.Decimal] = None
|
|
368
|
+
serialNumber: Optional[str] = None
|
|
369
|
+
deliveryType: Optional[str] = None
|
|
370
|
+
commodityType: Optional[str] = None
|
|
371
|
+
fineness: Optional[decimal.Decimal] = None
|
|
372
|
+
weight: Optional[str] = None
|
|
373
|
+
otherWithAccruals: Optional[decimal.Decimal] = None
|
|
374
|
+
totalWithAccruals: Optional[decimal.Decimal] = None
|
|
375
|
+
subCategory: Optional[str] = None
|
|
376
|
+
figi: Optional[str] = None
|
|
377
|
+
issuerCountryCode: Optional[str] = None
|
|
378
|
+
|
|
379
|
+
@dataclass(frozen=True)
|
|
380
|
+
class EquitySummaryByReportDateInBase(FlexElement):
|
|
381
|
+
"""Wrapped in <EquitySummaryInBase>"""
|
|
382
|
+
|
|
383
|
+
accountId: Optional[str] = None
|
|
384
|
+
acctAlias: Optional[str] = None
|
|
385
|
+
model: Optional[str] = None
|
|
386
|
+
currency: Optional[str] = None
|
|
387
|
+
reportDate: Optional[datetime.date] = None
|
|
388
|
+
cash: Optional[decimal.Decimal] = None
|
|
389
|
+
cashLong: Optional[decimal.Decimal] = None
|
|
390
|
+
cashShort: Optional[decimal.Decimal] = None
|
|
391
|
+
slbCashCollateral: Optional[decimal.Decimal] = None
|
|
392
|
+
slbCashCollateralLong: Optional[decimal.Decimal] = None
|
|
393
|
+
slbCashCollateralShort: Optional[decimal.Decimal] = None
|
|
394
|
+
stock: Optional[decimal.Decimal] = None
|
|
395
|
+
stockLong: Optional[decimal.Decimal] = None
|
|
396
|
+
stockShort: Optional[decimal.Decimal] = None
|
|
397
|
+
slbDirectSecuritiesBorrowed: Optional[decimal.Decimal] = None
|
|
398
|
+
slbDirectSecuritiesBorrowedLong: Optional[decimal.Decimal] = None
|
|
399
|
+
slbDirectSecuritiesBorrowedShort: Optional[decimal.Decimal] = None
|
|
400
|
+
slbDirectSecuritiesLent: Optional[decimal.Decimal] = None
|
|
401
|
+
slbDirectSecuritiesLentLong: Optional[decimal.Decimal] = None
|
|
402
|
+
slbDirectSecuritiesLentShort: Optional[decimal.Decimal] = None
|
|
403
|
+
options: Optional[decimal.Decimal] = None
|
|
404
|
+
optionsLong: Optional[decimal.Decimal] = None
|
|
405
|
+
optionsShort: Optional[decimal.Decimal] = None
|
|
406
|
+
bonds: Optional[decimal.Decimal] = None
|
|
407
|
+
bondsLong: Optional[decimal.Decimal] = None
|
|
408
|
+
bondsShort: Optional[decimal.Decimal] = None
|
|
409
|
+
bondInterestAccrualsComponent: Optional[decimal.Decimal] = None
|
|
410
|
+
bondInterestAccrualsComponentLong: Optional[decimal.Decimal] = None
|
|
411
|
+
bondInterestAccrualsComponentShort: Optional[decimal.Decimal] = None
|
|
412
|
+
notes: Optional[decimal.Decimal] = None
|
|
413
|
+
notesLong: Optional[decimal.Decimal] = None
|
|
414
|
+
notesShort: Optional[decimal.Decimal] = None
|
|
415
|
+
incentiveCouponAccruals: Optional[decimal.Decimal] = None
|
|
416
|
+
interestAccruals: Optional[decimal.Decimal] = None
|
|
417
|
+
interestAccrualsLong: Optional[decimal.Decimal] = None
|
|
418
|
+
interestAccrualsShort: Optional[decimal.Decimal] = None
|
|
419
|
+
softDollars: Optional[decimal.Decimal] = None
|
|
420
|
+
softDollarsLong: Optional[decimal.Decimal] = None
|
|
421
|
+
softDollarsShort: Optional[decimal.Decimal] = None
|
|
422
|
+
dividendAccruals: Optional[decimal.Decimal] = None
|
|
423
|
+
dividendAccrualsLong: Optional[decimal.Decimal] = None
|
|
424
|
+
dividendAccrualsShort: Optional[decimal.Decimal] = None
|
|
425
|
+
total: Optional[decimal.Decimal] = None
|
|
426
|
+
totalLong: Optional[decimal.Decimal] = None
|
|
427
|
+
totalShort: Optional[decimal.Decimal] = None
|
|
428
|
+
commodities: Optional[decimal.Decimal] = None
|
|
429
|
+
commoditiesLong: Optional[decimal.Decimal] = None
|
|
430
|
+
commoditiesShort: Optional[decimal.Decimal] = None
|
|
431
|
+
funds: Optional[decimal.Decimal] = None
|
|
432
|
+
fundsLong: Optional[decimal.Decimal] = None
|
|
433
|
+
fundsShort: Optional[decimal.Decimal] = None
|
|
434
|
+
forexCfdUnrealizedPl: Optional[decimal.Decimal] = None
|
|
435
|
+
forexCfdUnrealizedPlLong: Optional[decimal.Decimal] = None
|
|
436
|
+
forexCfdUnrealizedPlShort: Optional[decimal.Decimal] = None
|
|
437
|
+
brokerInterestAccrualsComponent: Optional[decimal.Decimal] = None
|
|
438
|
+
brokerCashComponent: Optional[decimal.Decimal] = None
|
|
439
|
+
brokerFeesAccrualsComponent: Optional[decimal.Decimal] = None
|
|
440
|
+
brokerFeesAccrualsComponentLong: Optional[decimal.Decimal] = None
|
|
441
|
+
brokerFeesAccrualsComponentShort: Optional[decimal.Decimal] = None
|
|
442
|
+
eventContractInterestAccruals: Optional[decimal.Decimal] = None
|
|
443
|
+
marginFinancingChargeAccruals: Optional[decimal.Decimal] = None
|
|
444
|
+
cfdUnrealizedPl: Optional[decimal.Decimal] = None
|
|
445
|
+
insuredBankDepositRedemptionCashComponent: Optional[decimal.Decimal] = None
|
|
446
|
+
fdicInsuredBankSweepAccount: Optional[decimal.Decimal] = None
|
|
447
|
+
fdicInsuredBankSweepAccountLong: Optional[decimal.Decimal] = None
|
|
448
|
+
fdicInsuredBankSweepAccountShort: Optional[decimal.Decimal] = None
|
|
449
|
+
fdicInsuredBankSweepAccountCashComponent: Optional[decimal.Decimal] = None
|
|
450
|
+
fdicInsuredBankSweepAccountCashComponentLong: Optional[decimal.Decimal] = None
|
|
451
|
+
fdicInsuredBankSweepAccountCashComponentShort: Optional[decimal.Decimal] = None
|
|
452
|
+
fdicInsuredAccountInterestAccruals: Optional[decimal.Decimal] = None
|
|
453
|
+
fdicInsuredAccountInterestAccrualsLong: Optional[decimal.Decimal] = None
|
|
454
|
+
fdicInsuredAccountInterestAccrualsShort: Optional[decimal.Decimal] = None
|
|
455
|
+
fdicInsuredAccountInterestAccrualsComponent: Optional[decimal.Decimal] = None
|
|
456
|
+
fdicInsuredAccountInterestAccrualsComponentLong: Optional[decimal.Decimal] = None
|
|
457
|
+
fdicInsuredAccountInterestAccrualsComponentShort: Optional[decimal.Decimal] = None
|
|
458
|
+
brokerCashComponentLong: Optional[decimal.Decimal] = None
|
|
459
|
+
brokerCashComponentShort: Optional[decimal.Decimal] = None
|
|
460
|
+
brokerInterestAccrualsComponentLong: Optional[decimal.Decimal] = None
|
|
461
|
+
brokerInterestAccrualsComponentShort: Optional[decimal.Decimal] = None
|
|
462
|
+
cfdUnrealizedPlLong: Optional[decimal.Decimal] = None
|
|
463
|
+
cfdUnrealizedPlShort: Optional[decimal.Decimal] = None
|
|
464
|
+
ipoSubscription: Optional[decimal.Decimal] = None
|
|
465
|
+
ipoSubscriptionLong: Optional[decimal.Decimal] = None
|
|
466
|
+
ipoSubscriptionShort: Optional[decimal.Decimal] = None
|
|
467
|
+
crypto: Optional[decimal.Decimal] = None
|
|
468
|
+
physDel: Optional[decimal.Decimal] = None
|
|
469
|
+
physDelLong: Optional[decimal.Decimal] = None
|
|
470
|
+
physDelShort: Optional[decimal.Decimal] = None
|
|
471
|
+
currency: Optional[str] = None
|
|
472
|
+
insuredBankDepositRedemptionCashComponentLong: Optional[decimal.Decimal] = None
|
|
473
|
+
insuredBankDepositRedemptionCashComponentShort: Optional[decimal.Decimal] = None
|
|
474
|
+
incentiveCouponAccrualsLong: Optional[decimal.Decimal] = None
|
|
475
|
+
incentiveCouponAccrualsShort: Optional[decimal.Decimal] = None
|
|
476
|
+
eventContractInterestAccrualsLong: Optional[decimal.Decimal] = None
|
|
477
|
+
eventContractInterestAccrualsShort: Optional[decimal.Decimal] = None
|
|
478
|
+
marginFinancingChargeAccrualsLong: Optional[decimal.Decimal] = None
|
|
479
|
+
marginFinancingChargeAccrualsShort: Optional[decimal.Decimal] = None
|
|
480
|
+
cryptoLong: Optional[decimal.Decimal] = None
|
|
481
|
+
cryptoShort: Optional[decimal.Decimal] = None
|
|
482
|
+
|
|
483
|
+
|
|
484
|
+
@dataclass(frozen=True)
|
|
485
|
+
class MTDYTDPerformanceSummaryUnderlying(FlexElement):
|
|
486
|
+
"""Wrapped in <MTDYTDPerformanceSummary>"""
|
|
487
|
+
|
|
488
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
489
|
+
accountId: Optional[str] = None
|
|
490
|
+
acctAlias: Optional[str] = None
|
|
491
|
+
model: Optional[str] = None
|
|
492
|
+
symbol: Optional[str] = None
|
|
493
|
+
description: Optional[str] = None
|
|
494
|
+
conid: Optional[str] = None
|
|
495
|
+
securityID: Optional[str] = None
|
|
496
|
+
cusip: Optional[str] = None
|
|
497
|
+
isin: Optional[str] = None
|
|
498
|
+
listingExchange: Optional[str] = None
|
|
499
|
+
underlyingConid: Optional[str] = None
|
|
500
|
+
underlyingSecurityID: Optional[str] = None
|
|
501
|
+
underlyingListingExchange: Optional[str] = None
|
|
502
|
+
mtmMTD: Optional[decimal.Decimal] = None
|
|
503
|
+
mtmYTD: Optional[decimal.Decimal] = None
|
|
504
|
+
realSTMTD: Optional[decimal.Decimal] = None
|
|
505
|
+
realSTYTD: Optional[decimal.Decimal] = None
|
|
506
|
+
realLTMTD: Optional[decimal.Decimal] = None
|
|
507
|
+
realLTYTD: Optional[decimal.Decimal] = None
|
|
508
|
+
securityIDType: Optional[str] = None
|
|
509
|
+
underlyingSymbol: Optional[str] = None
|
|
510
|
+
issuer: Optional[str] = None
|
|
511
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
512
|
+
strike: Optional[decimal.Decimal] = None
|
|
513
|
+
expiry: Optional[datetime.date] = None
|
|
514
|
+
putCall: Optional[enums.PutCall] = None
|
|
515
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
516
|
+
realizedPnlMTD: Optional[decimal.Decimal] = None
|
|
517
|
+
realizedCapitalGainsPnlMTD: Optional[decimal.Decimal] = None
|
|
518
|
+
realizedFxPnlMTD: Optional[decimal.Decimal] = None
|
|
519
|
+
realizedPnlYTD: Optional[decimal.Decimal] = None
|
|
520
|
+
realizedCapitalGainsPnlYTD: Optional[decimal.Decimal] = None
|
|
521
|
+
realizedFxPnlYTD: Optional[decimal.Decimal] = None
|
|
522
|
+
brokerFees: Optional[decimal.Decimal] = None
|
|
523
|
+
brokerFeesSec: Optional[decimal.Decimal] = None
|
|
524
|
+
brokerFeesCom: Optional[decimal.Decimal] = None
|
|
525
|
+
brokerFeesMTD: Optional[decimal.Decimal] = None
|
|
526
|
+
brokerFeesYTD: Optional[decimal.Decimal] = None
|
|
527
|
+
serialNumber: Optional[str] = None
|
|
528
|
+
deliveryType: Optional[str] = None
|
|
529
|
+
commodityType: Optional[str] = None
|
|
530
|
+
fineness: Optional[decimal.Decimal] = None
|
|
531
|
+
weight: Optional[str] = None
|
|
532
|
+
|
|
533
|
+
|
|
534
|
+
@dataclass(frozen=True)
|
|
535
|
+
class CashReportCurrency(FlexElement):
|
|
536
|
+
"""Wrapped in <CashReport>"""
|
|
537
|
+
|
|
538
|
+
accountId: Optional[str] = None
|
|
539
|
+
currency: Optional[str] = None
|
|
540
|
+
fromDate: Optional[datetime.date] = None
|
|
541
|
+
toDate: Optional[datetime.date] = None
|
|
542
|
+
startingCash: Optional[decimal.Decimal] = None
|
|
543
|
+
startingCashPaxos: Optional[decimal.Decimal] = None
|
|
544
|
+
startingCashSec: Optional[decimal.Decimal] = None
|
|
545
|
+
startingCashCom: Optional[decimal.Decimal] = None
|
|
546
|
+
clientFees: Optional[decimal.Decimal] = None
|
|
547
|
+
clientFeesSec: Optional[decimal.Decimal] = None
|
|
548
|
+
clientFeesCom: Optional[decimal.Decimal] = None
|
|
549
|
+
commissions: Optional[decimal.Decimal] = None
|
|
550
|
+
commissionsSec: Optional[decimal.Decimal] = None
|
|
551
|
+
commissionsCom: Optional[decimal.Decimal] = None
|
|
552
|
+
billableCommissions: Optional[decimal.Decimal] = None
|
|
553
|
+
billableCommissionsSec: Optional[decimal.Decimal] = None
|
|
554
|
+
billableCommissionsCom: Optional[decimal.Decimal] = None
|
|
555
|
+
billableSalesTaxIBUKL: Optional[decimal.Decimal] = None
|
|
556
|
+
depositWithdrawals: Optional[decimal.Decimal] = None
|
|
557
|
+
depositWithdrawalsSec: Optional[decimal.Decimal] = None
|
|
558
|
+
depositWithdrawalsCom: Optional[decimal.Decimal] = None
|
|
559
|
+
deposits: Optional[decimal.Decimal] = None
|
|
560
|
+
depositsSec: Optional[decimal.Decimal] = None
|
|
561
|
+
depositsCom: Optional[decimal.Decimal] = None
|
|
562
|
+
withdrawals: Optional[decimal.Decimal] = None
|
|
563
|
+
withdrawalsSec: Optional[decimal.Decimal] = None
|
|
564
|
+
withdrawalsCom: Optional[decimal.Decimal] = None
|
|
565
|
+
accountTransfers: Optional[decimal.Decimal] = None
|
|
566
|
+
accountTransfersSec: Optional[decimal.Decimal] = None
|
|
567
|
+
accountTransfersCom: Optional[decimal.Decimal] = None
|
|
568
|
+
internalTransfers: Optional[decimal.Decimal] = None
|
|
569
|
+
internalTransfersSec: Optional[decimal.Decimal] = None
|
|
570
|
+
internalTransfersCom: Optional[decimal.Decimal] = None
|
|
571
|
+
dividends: Optional[decimal.Decimal] = None
|
|
572
|
+
dividendsSec: Optional[decimal.Decimal] = None
|
|
573
|
+
dividendsCom: Optional[decimal.Decimal] = None
|
|
574
|
+
brokerFees: Optional[decimal.Decimal] = None
|
|
575
|
+
brokerFeesSec: Optional[decimal.Decimal] = None
|
|
576
|
+
brokerFeesCom: Optional[decimal.Decimal] = None
|
|
577
|
+
brokerFeesMTD: Optional[decimal.Decimal] = None
|
|
578
|
+
brokerFeesYTD: Optional[decimal.Decimal] = None
|
|
579
|
+
brokerFeesPaxos: Optional[decimal.Decimal] = None
|
|
580
|
+
brokerInterest: Optional[decimal.Decimal] = None
|
|
581
|
+
brokerInterestSec: Optional[decimal.Decimal] = None
|
|
582
|
+
brokerInterestCom: Optional[decimal.Decimal] = None
|
|
583
|
+
bondInterest: Optional[decimal.Decimal] = None
|
|
584
|
+
bondInterestSec: Optional[decimal.Decimal] = None
|
|
585
|
+
bondInterestCom: Optional[decimal.Decimal] = None
|
|
586
|
+
bondInterestPaxos: Optional[decimal.Decimal] = None
|
|
587
|
+
cashSettlingMtm: Optional[decimal.Decimal] = None
|
|
588
|
+
cashSettlingMtmSec: Optional[decimal.Decimal] = None
|
|
589
|
+
cashSettlingMtmCom: Optional[decimal.Decimal] = None
|
|
590
|
+
cfdCharges: Optional[decimal.Decimal] = None
|
|
591
|
+
cfdChargesSec: Optional[decimal.Decimal] = None
|
|
592
|
+
cfdChargesCom: Optional[decimal.Decimal] = None
|
|
593
|
+
netTradesSales: Optional[decimal.Decimal] = None
|
|
594
|
+
netTradesSalesSec: Optional[decimal.Decimal] = None
|
|
595
|
+
netTradesSalesCom: Optional[decimal.Decimal] = None
|
|
596
|
+
netTradesPurchases: Optional[decimal.Decimal] = None
|
|
597
|
+
netTradesPurchasesSec: Optional[decimal.Decimal] = None
|
|
598
|
+
netTradesPurchasesCom: Optional[decimal.Decimal] = None
|
|
599
|
+
feesReceivables: Optional[decimal.Decimal] = None
|
|
600
|
+
feesReceivablesSec: Optional[decimal.Decimal] = None
|
|
601
|
+
feesReceivablesCom: Optional[decimal.Decimal] = None
|
|
602
|
+
paymentInLieu: Optional[decimal.Decimal] = None
|
|
603
|
+
paymentInLieuSec: Optional[decimal.Decimal] = None
|
|
604
|
+
paymentInLieuCom: Optional[decimal.Decimal] = None
|
|
605
|
+
transactionTax: Optional[decimal.Decimal] = None
|
|
606
|
+
transactionTaxSec: Optional[decimal.Decimal] = None
|
|
607
|
+
transactionTaxCom: Optional[decimal.Decimal] = None
|
|
608
|
+
withholdingTax: Optional[decimal.Decimal] = None
|
|
609
|
+
withholdingTaxSec: Optional[decimal.Decimal] = None
|
|
610
|
+
withholdingTaxCom: Optional[decimal.Decimal] = None
|
|
611
|
+
fxTranslationGainLoss: Optional[decimal.Decimal] = None
|
|
612
|
+
fxTranslationGainLossSec: Optional[decimal.Decimal] = None
|
|
613
|
+
fxTranslationGainLossCom: Optional[decimal.Decimal] = None
|
|
614
|
+
fxTranslationGainLossPaxos: Optional[decimal.Decimal] = None
|
|
615
|
+
otherFees: Optional[decimal.Decimal] = None
|
|
616
|
+
otherFeesSec: Optional[decimal.Decimal] = None
|
|
617
|
+
otherFeesCom: Optional[decimal.Decimal] = None
|
|
618
|
+
endingCash: Optional[decimal.Decimal] = None
|
|
619
|
+
endingCashSec: Optional[decimal.Decimal] = None
|
|
620
|
+
endingCashCom: Optional[decimal.Decimal] = None
|
|
621
|
+
endingCashPaxos: Optional[decimal.Decimal] = None
|
|
622
|
+
endingSettledCash: Optional[decimal.Decimal] = None
|
|
623
|
+
endingSettledCashSec: Optional[decimal.Decimal] = None
|
|
624
|
+
endingSettledCashCom: Optional[decimal.Decimal] = None
|
|
625
|
+
endingSettledCashPaxos: Optional[decimal.Decimal] = None
|
|
626
|
+
endingCashIBUKL: Optional[decimal.Decimal] = None
|
|
627
|
+
clientFeesMTD: Optional[decimal.Decimal] = None
|
|
628
|
+
clientFeesYTD: Optional[decimal.Decimal] = None
|
|
629
|
+
clientFeesPaxos: Optional[decimal.Decimal] = None
|
|
630
|
+
commissionsMTD: Optional[decimal.Decimal] = None
|
|
631
|
+
commissionsYTD: Optional[decimal.Decimal] = None
|
|
632
|
+
commissionsPaxos: Optional[decimal.Decimal] = None
|
|
633
|
+
billableCommissionsMTD: Optional[decimal.Decimal] = None
|
|
634
|
+
billableCommissionsYTD: Optional[decimal.Decimal] = None
|
|
635
|
+
billableCommissionsPaxos: Optional[decimal.Decimal] = None
|
|
636
|
+
depositWithdrawalsMTD: Optional[decimal.Decimal] = None
|
|
637
|
+
depositWithdrawalsYTD: Optional[decimal.Decimal] = None
|
|
638
|
+
depositWithdrawalsPaxos: Optional[decimal.Decimal] = None
|
|
639
|
+
depositsMTD: Optional[decimal.Decimal] = None
|
|
640
|
+
depositsYTD: Optional[decimal.Decimal] = None
|
|
641
|
+
depositsPaxos: Optional[decimal.Decimal] = None
|
|
642
|
+
withdrawalsMTD: Optional[decimal.Decimal] = None
|
|
643
|
+
withdrawalsYTD: Optional[decimal.Decimal] = None
|
|
644
|
+
withdrawalsPaxos: Optional[decimal.Decimal] = None
|
|
645
|
+
accountTransfersMTD: Optional[decimal.Decimal] = None
|
|
646
|
+
accountTransfersYTD: Optional[decimal.Decimal] = None
|
|
647
|
+
accountTransfersPaxos: Optional[decimal.Decimal] = None
|
|
648
|
+
internalTransfersMTD: Optional[decimal.Decimal] = None
|
|
649
|
+
internalTransfersYTD: Optional[decimal.Decimal] = None
|
|
650
|
+
internalTransfersPaxos: Optional[decimal.Decimal] = None
|
|
651
|
+
paxosTransfersPaxos: Optional[decimal.Decimal] = None
|
|
652
|
+
excessFundSweep: Optional[decimal.Decimal] = None
|
|
653
|
+
excessFundSweepSec: Optional[decimal.Decimal] = None
|
|
654
|
+
excessFundSweepCom: Optional[decimal.Decimal] = None
|
|
655
|
+
excessFundSweepMTD: Optional[decimal.Decimal] = None
|
|
656
|
+
excessFundSweepYTD: Optional[decimal.Decimal] = None
|
|
657
|
+
excessFundSweepPaxos: Optional[decimal.Decimal] = None
|
|
658
|
+
dividendsMTD: Optional[decimal.Decimal] = None
|
|
659
|
+
dividendsYTD: Optional[decimal.Decimal] = None
|
|
660
|
+
dividendsPaxos: Optional[decimal.Decimal] = None
|
|
661
|
+
insuredDepositInterestMTD: Optional[decimal.Decimal] = None
|
|
662
|
+
insuredDepositInterestYTD: Optional[decimal.Decimal] = None
|
|
663
|
+
insuredDepositInteresPaxos: Optional[decimal.Decimal] = None
|
|
664
|
+
brokerInterestMTD: Optional[decimal.Decimal] = None
|
|
665
|
+
brokerInterestYTD: Optional[decimal.Decimal] = None
|
|
666
|
+
brokerInterestPaxos: Optional[decimal.Decimal] = None
|
|
667
|
+
bondInterestMTD: Optional[decimal.Decimal] = None
|
|
668
|
+
bondInterestYTD: Optional[decimal.Decimal] = None
|
|
669
|
+
cashSettlingMtmMTD: Optional[decimal.Decimal] = None
|
|
670
|
+
cashSettlingMtmYTD: Optional[decimal.Decimal] = None
|
|
671
|
+
cashSettlingMtmPaxos: Optional[decimal.Decimal] = None
|
|
672
|
+
realizedVmMTD: Optional[decimal.Decimal] = None
|
|
673
|
+
realizedVmYTD: Optional[decimal.Decimal] = None
|
|
674
|
+
realizedVmPaxos: Optional[decimal.Decimal] = None
|
|
675
|
+
cfdChargesMTD: Optional[decimal.Decimal] = None
|
|
676
|
+
cfdChargesYTD: Optional[decimal.Decimal] = None
|
|
677
|
+
cfdChargesPaxos: Optional[decimal.Decimal] = None
|
|
678
|
+
netTradesSalesMTD: Optional[decimal.Decimal] = None
|
|
679
|
+
netTradesSalesYTD: Optional[decimal.Decimal] = None
|
|
680
|
+
netTradesSalesPaxos: Optional[decimal.Decimal] = None
|
|
681
|
+
advisorFeesMTD: Optional[decimal.Decimal] = None
|
|
682
|
+
advisorFeesYTD: Optional[decimal.Decimal] = None
|
|
683
|
+
advisorFeePaxos: Optional[decimal.Decimal] = None
|
|
684
|
+
feesReceivablesMTD: Optional[decimal.Decimal] = None
|
|
685
|
+
feesReceivablesYTD: Optional[decimal.Decimal] = None
|
|
686
|
+
feesReceivablesPaxos: Optional[decimal.Decimal] = None
|
|
687
|
+
netTradesPurchasesMTD: Optional[decimal.Decimal] = None
|
|
688
|
+
netTradesPurchasesYTD: Optional[decimal.Decimal] = None
|
|
689
|
+
netTradesPurchasesPaxos: Optional[decimal.Decimal] = None
|
|
690
|
+
paymentInLieuMTD: Optional[decimal.Decimal] = None
|
|
691
|
+
paymentInLieuYTD: Optional[decimal.Decimal] = None
|
|
692
|
+
paymentInLieuPaxos: Optional[decimal.Decimal] = None
|
|
693
|
+
transactionTaxMTD: Optional[decimal.Decimal] = None
|
|
694
|
+
transactionTaxYTD: Optional[decimal.Decimal] = None
|
|
695
|
+
transactionTaxPaxos: Optional[decimal.Decimal] = None
|
|
696
|
+
taxReceivablesMTD: Optional[decimal.Decimal] = None
|
|
697
|
+
taxReceivablesYTD: Optional[decimal.Decimal] = None
|
|
698
|
+
taxReceivablesPaxos: Optional[decimal.Decimal] = None
|
|
699
|
+
withholdingTaxMTD: Optional[decimal.Decimal] = None
|
|
700
|
+
withholdingTaxYTD: Optional[decimal.Decimal] = None
|
|
701
|
+
withholdingTaxPaxos: Optional[decimal.Decimal] = None
|
|
702
|
+
withholding871mMTD: Optional[decimal.Decimal] = None
|
|
703
|
+
withholding871mYTD: Optional[decimal.Decimal] = None
|
|
704
|
+
withholding871mPaxos: Optional[decimal.Decimal] = None
|
|
705
|
+
withholdingCollectedTaxMTD: Optional[decimal.Decimal] = None
|
|
706
|
+
withholdingCollectedTaxYTD: Optional[decimal.Decimal] = None
|
|
707
|
+
withholdingCollectedTaxPaxos: Optional[decimal.Decimal] = None
|
|
708
|
+
salesTaxMTD: Optional[decimal.Decimal] = None
|
|
709
|
+
salesTaxYTD: Optional[decimal.Decimal] = None
|
|
710
|
+
salesTaxPaxos: Optional[decimal.Decimal] = None
|
|
711
|
+
otherIncome: Optional[decimal.Decimal] = None
|
|
712
|
+
otherIncomeSec: Optional[decimal.Decimal] = None
|
|
713
|
+
otherIncomeCom: Optional[decimal.Decimal] = None
|
|
714
|
+
otherFeesMTD: Optional[decimal.Decimal] = None
|
|
715
|
+
otherFeesYTD: Optional[decimal.Decimal] = None
|
|
716
|
+
otherFeesPaxos: Optional[decimal.Decimal] = None
|
|
717
|
+
acctAlias: Optional[str] = None
|
|
718
|
+
model: Optional[str] = None
|
|
719
|
+
avgCreditBalance: Optional[decimal.Decimal] = None
|
|
720
|
+
avgCreditBalanceSec: Optional[decimal.Decimal] = None
|
|
721
|
+
avgCreditBalanceCom: Optional[decimal.Decimal] = None
|
|
722
|
+
avgDebitBalance: Optional[decimal.Decimal] = None
|
|
723
|
+
avgDebitBalanceSec: Optional[decimal.Decimal] = None
|
|
724
|
+
avgDebitBalanceCom: Optional[decimal.Decimal] = None
|
|
725
|
+
linkingAdjustments: Optional[decimal.Decimal] = None
|
|
726
|
+
linkingAdjustmentsSec: Optional[decimal.Decimal] = None
|
|
727
|
+
linkingAdjustmentsCom: Optional[decimal.Decimal] = None
|
|
728
|
+
linkingAdjustmentsPaxos: Optional[decimal.Decimal] = None
|
|
729
|
+
insuredDepositInterest: Optional[decimal.Decimal] = None
|
|
730
|
+
insuredDepositInterestSec: Optional[decimal.Decimal] = None
|
|
731
|
+
insuredDepositInterestCom: Optional[decimal.Decimal] = None
|
|
732
|
+
insuredDepositInterestPaxos: Optional[decimal.Decimal] = None
|
|
733
|
+
realizedVm: Optional[decimal.Decimal] = None
|
|
734
|
+
realizedVmSec: Optional[decimal.Decimal] = None
|
|
735
|
+
realizedVmCom: Optional[decimal.Decimal] = None
|
|
736
|
+
advisorFees: Optional[decimal.Decimal] = None
|
|
737
|
+
advisorFeesSec: Optional[decimal.Decimal] = None
|
|
738
|
+
advisorFeesCom: Optional[decimal.Decimal] = None
|
|
739
|
+
advisorFeesPaxos: Optional[decimal.Decimal] = None
|
|
740
|
+
taxReceivables: Optional[decimal.Decimal] = None
|
|
741
|
+
taxReceivablesSec: Optional[decimal.Decimal] = None
|
|
742
|
+
taxReceivablesCom: Optional[decimal.Decimal] = None
|
|
743
|
+
withholding871m: Optional[decimal.Decimal] = None
|
|
744
|
+
withholding871mSec: Optional[decimal.Decimal] = None
|
|
745
|
+
withholding871mCom: Optional[decimal.Decimal] = None
|
|
746
|
+
withholdingCollectedTax: Optional[decimal.Decimal] = None
|
|
747
|
+
withholdingCollectedTaxSec: Optional[decimal.Decimal] = None
|
|
748
|
+
withholdingCollectedTaxCom: Optional[decimal.Decimal] = None
|
|
749
|
+
salesTax: Optional[decimal.Decimal] = None
|
|
750
|
+
salesTaxSec: Optional[decimal.Decimal] = None
|
|
751
|
+
salesTaxCom: Optional[decimal.Decimal] = None
|
|
752
|
+
other: Optional[decimal.Decimal] = None
|
|
753
|
+
otherSec: Optional[decimal.Decimal] = None
|
|
754
|
+
otherCom: Optional[decimal.Decimal] = None
|
|
755
|
+
otherPaxos: Optional[decimal.Decimal] = None
|
|
756
|
+
levelOfDetail: Optional[str] = None
|
|
757
|
+
debitCardActivity: Optional[decimal.Decimal] = None
|
|
758
|
+
debitCardActivitySec: Optional[decimal.Decimal] = None
|
|
759
|
+
debitCardActivityCom: Optional[decimal.Decimal] = None
|
|
760
|
+
debitCardActivityMTD: Optional[decimal.Decimal] = None
|
|
761
|
+
debitCardActivityYTD: Optional[decimal.Decimal] = None
|
|
762
|
+
debitCardActivityPaxos: Optional[decimal.Decimal] = None
|
|
763
|
+
billPay: Optional[decimal.Decimal] = None
|
|
764
|
+
billPaySec: Optional[decimal.Decimal] = None
|
|
765
|
+
billPayCom: Optional[decimal.Decimal] = None
|
|
766
|
+
billPayMTD: Optional[decimal.Decimal] = None
|
|
767
|
+
billPayYTD: Optional[decimal.Decimal] = None
|
|
768
|
+
billPayPaxos: Optional[decimal.Decimal] = None
|
|
769
|
+
realizedForexVm: Optional[decimal.Decimal] = None
|
|
770
|
+
realizedForexVmSec: Optional[decimal.Decimal] = None
|
|
771
|
+
realizedForexVmCom: Optional[decimal.Decimal] = None
|
|
772
|
+
realizedForexVmMTD: Optional[decimal.Decimal] = None
|
|
773
|
+
realizedForexVmYTD: Optional[decimal.Decimal] = None
|
|
774
|
+
realizedForexVmPaxos: Optional[decimal.Decimal] = None
|
|
775
|
+
ipoSubscription: Optional[decimal.Decimal] = None
|
|
776
|
+
ipoSubscriptionSec: Optional[decimal.Decimal] = None
|
|
777
|
+
ipoSubscriptionCom: Optional[decimal.Decimal] = None
|
|
778
|
+
ipoSubscriptionMTD: Optional[decimal.Decimal] = None
|
|
779
|
+
ipoSubscriptionYTD: Optional[decimal.Decimal] = None
|
|
780
|
+
ipoSubscriptionPaxos: Optional[decimal.Decimal] = None
|
|
781
|
+
billableSalesTax: Optional[decimal.Decimal] = None
|
|
782
|
+
billableSalesTaxSec: Optional[decimal.Decimal] = None
|
|
783
|
+
billableSalesTaxCom: Optional[decimal.Decimal] = None
|
|
784
|
+
billableSalesTaxMTD: Optional[decimal.Decimal] = None
|
|
785
|
+
billableSalesTaxYTD: Optional[decimal.Decimal] = None
|
|
786
|
+
billableSalesTaxPaxos: Optional[decimal.Decimal] = None
|
|
787
|
+
commissionCreditsRedemption: Optional[decimal.Decimal] = None
|
|
788
|
+
commissionCreditsRedemptionSec: Optional[decimal.Decimal] = None
|
|
789
|
+
commissionCreditsRedemptionCom: Optional[decimal.Decimal] = None
|
|
790
|
+
commissionCreditsRedemptionMTD: Optional[decimal.Decimal] = None
|
|
791
|
+
commissionCreditsRedemptionYTD: Optional[decimal.Decimal] = None
|
|
792
|
+
commissionCreditsRedemptionPaxos: Optional[decimal.Decimal] = None
|
|
793
|
+
referralFee: Optional[decimal.Decimal] = None
|
|
794
|
+
referralFeePaxos: Optional[decimal.Decimal] = None
|
|
795
|
+
referralFeeSec: Optional[decimal.Decimal] = None
|
|
796
|
+
referralFeeCom: Optional[decimal.Decimal] = None
|
|
797
|
+
referralFeeMTD: Optional[decimal.Decimal] = None
|
|
798
|
+
referralFeeYTD: Optional[decimal.Decimal] = None
|
|
799
|
+
carbonCredits: Optional[decimal.Decimal] = None
|
|
800
|
+
carbonCreditsSec: Optional[decimal.Decimal] = None
|
|
801
|
+
carbonCreditsCom: Optional[decimal.Decimal] = None
|
|
802
|
+
carbonCreditsMTD: Optional[decimal.Decimal] = None
|
|
803
|
+
carbonCreditsYTD: Optional[decimal.Decimal] = None
|
|
804
|
+
carbonCreditsPaxos: Optional[decimal.Decimal] = None
|
|
805
|
+
donations: Optional[decimal.Decimal] = None
|
|
806
|
+
donationsSec: Optional[decimal.Decimal] = None
|
|
807
|
+
donationsCom: Optional[decimal.Decimal] = None
|
|
808
|
+
donationsMTD: Optional[decimal.Decimal] = None
|
|
809
|
+
donationsYTD: Optional[decimal.Decimal] = None
|
|
810
|
+
donationsPaxos: Optional[decimal.Decimal] = None
|
|
811
|
+
paxosTransfers: Optional[decimal.Decimal] = None
|
|
812
|
+
paxosTransfersSec: Optional[decimal.Decimal] = None
|
|
813
|
+
paxosTransfersCom: Optional[decimal.Decimal] = None
|
|
814
|
+
paxosTransfersMTD: Optional[decimal.Decimal] = None
|
|
815
|
+
paxosTransfersYTD: Optional[decimal.Decimal] = None
|
|
816
|
+
slbStartingCashCollateral: Optional[decimal.Decimal] = None
|
|
817
|
+
slbStartingCashCollateralSec: Optional[decimal.Decimal] = None
|
|
818
|
+
slbStartingCashCollateralCom: Optional[decimal.Decimal] = None
|
|
819
|
+
slbStartingCashCollateralPaxos: Optional[decimal.Decimal] = None
|
|
820
|
+
slbNetSecuritiesLentActivity: Optional[decimal.Decimal] = None
|
|
821
|
+
slbNetSecuritiesLentActivityCom: Optional[decimal.Decimal] = None
|
|
822
|
+
slbNetSecuritiesLentActivitySec: Optional[decimal.Decimal] = None
|
|
823
|
+
slbNetSecuritiesLentActivityPaxos: Optional[decimal.Decimal] = None
|
|
824
|
+
slbEndingCashCollateral: Optional[decimal.Decimal] = None
|
|
825
|
+
slbEndingCashCollateralSec: Optional[decimal.Decimal] = None
|
|
826
|
+
slbEndingCashCollateralCom: Optional[decimal.Decimal] = None
|
|
827
|
+
slbEndingCashCollateralPaxos: Optional[decimal.Decimal] = None
|
|
828
|
+
slbNetCash: Optional[decimal.Decimal] = None
|
|
829
|
+
slbNetCashSec: Optional[decimal.Decimal] = None
|
|
830
|
+
slbNetCashCom: Optional[decimal.Decimal] = None
|
|
831
|
+
slbNetCashPaxos: Optional[decimal.Decimal] = None
|
|
832
|
+
slbNetSettledCash: Optional[decimal.Decimal] = None
|
|
833
|
+
slbNetSettledCashSec: Optional[decimal.Decimal] = None
|
|
834
|
+
slbNetSettledCashCom: Optional[decimal.Decimal] = None
|
|
835
|
+
slbNetSettledCashPaxos: Optional[decimal.Decimal] = None
|
|
836
|
+
|
|
837
|
+
|
|
838
|
+
@dataclass(frozen=True)
|
|
839
|
+
class CFDCharge(FlexElement):
|
|
840
|
+
"""Wrapped in <CFDCharge>"""
|
|
841
|
+
|
|
842
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
843
|
+
accountId: Optional[str] = None
|
|
844
|
+
currency: Optional[str] = None
|
|
845
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
846
|
+
description: Optional[str] = None
|
|
847
|
+
conid: Optional[str] = None
|
|
848
|
+
securityID: Optional[str] = None
|
|
849
|
+
cusip: Optional[str] = None
|
|
850
|
+
isin: Optional[str] = None
|
|
851
|
+
listingExchange: Optional[str] = None
|
|
852
|
+
underlyingConid: Optional[str] = None
|
|
853
|
+
underlyingSecurityID: Optional[str] = None
|
|
854
|
+
underlyingListingExchange: Optional[str] = None
|
|
855
|
+
amount: Optional[decimal.Decimal] = None
|
|
856
|
+
dateTime: Optional[datetime.datetime] = None
|
|
857
|
+
sedol: Optional[str] = None
|
|
858
|
+
symbol: Optional[str] = None
|
|
859
|
+
securityIDType: Optional[str] = None
|
|
860
|
+
underlyingSymbol: Optional[str] = None
|
|
861
|
+
issuer: Optional[str] = None
|
|
862
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
863
|
+
strike: Optional[decimal.Decimal] = None
|
|
864
|
+
expiry: Optional[datetime.date] = None
|
|
865
|
+
putCall: Optional[enums.PutCall] = None
|
|
866
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
867
|
+
tradeID: Optional[str] = None
|
|
868
|
+
code: Tuple[enums.Code, ...] = ()
|
|
869
|
+
transactionID: Optional[str] = None
|
|
870
|
+
reportDate: Optional[datetime.date] = None
|
|
871
|
+
date: Optional[datetime.date] = None
|
|
872
|
+
received: Optional[decimal.Decimal] = None
|
|
873
|
+
paid: Optional[decimal.Decimal] = None
|
|
874
|
+
total: Optional[decimal.Decimal] = None
|
|
875
|
+
transactionId: Optional[str] = None
|
|
876
|
+
activityDescription: Optional[str] = None
|
|
877
|
+
clientReference: Optional[str] = None
|
|
878
|
+
acctAlias: Optional[str] = None
|
|
879
|
+
model: Optional[str] = None
|
|
880
|
+
levelOfDetail: Optional[str] = None
|
|
881
|
+
|
|
882
|
+
|
|
883
|
+
@dataclass(frozen=True)
|
|
884
|
+
class StatementOfFundsLine(FlexElement):
|
|
885
|
+
"""Wrapped in <StmtFunds>"""
|
|
886
|
+
|
|
887
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
888
|
+
accountId: Optional[str] = None
|
|
889
|
+
balance: Optional[decimal.Decimal] = None
|
|
890
|
+
debit: Optional[decimal.Decimal] = None
|
|
891
|
+
credit: Optional[decimal.Decimal] = None
|
|
892
|
+
currency: Optional[str] = None
|
|
893
|
+
tradeID: Optional[str] = None
|
|
894
|
+
# Despite the name, `date` actually contains date/time data.
|
|
895
|
+
date: Optional[datetime.datetime] = None
|
|
896
|
+
reportDate: Optional[datetime.date] = None
|
|
897
|
+
activityDescription: Optional[str] = None
|
|
898
|
+
amount: Optional[decimal.Decimal] = None
|
|
899
|
+
buySell: Optional[str] = None
|
|
900
|
+
acctAlias: Optional[str] = None
|
|
901
|
+
model: Optional[str] = None
|
|
902
|
+
symbol: Optional[str] = None
|
|
903
|
+
description: Optional[str] = None
|
|
904
|
+
conid: Optional[str] = None
|
|
905
|
+
securityID: Optional[str] = None
|
|
906
|
+
securityIDType: Optional[str] = None
|
|
907
|
+
cusip: Optional[str] = None
|
|
908
|
+
isin: Optional[str] = None
|
|
909
|
+
underlyingConid: Optional[str] = None
|
|
910
|
+
underlyingSymbol: Optional[str] = None
|
|
911
|
+
issuer: Optional[str] = None
|
|
912
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
913
|
+
strike: Optional[decimal.Decimal] = None
|
|
914
|
+
expiry: Optional[datetime.date] = None
|
|
915
|
+
putCall: Optional[enums.PutCall] = None
|
|
916
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
917
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
918
|
+
listingExchange: Optional[str] = None
|
|
919
|
+
underlyingSecurityID: Optional[str] = None
|
|
920
|
+
underlyingListingExchange: Optional[str] = None
|
|
921
|
+
settleDate: Optional[datetime.date] = None
|
|
922
|
+
activityCode: Optional[str] = None # FIXME
|
|
923
|
+
orderID: Optional[str] = None
|
|
924
|
+
tradeQuantity: Optional[decimal.Decimal] = None
|
|
925
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
926
|
+
tradeGross: Optional[decimal.Decimal] = None
|
|
927
|
+
tradeCommission: Optional[decimal.Decimal] = None
|
|
928
|
+
tradeTax: Optional[decimal.Decimal] = None
|
|
929
|
+
tradeCode: Optional[str] = None
|
|
930
|
+
levelOfDetail: Optional[str] = None
|
|
931
|
+
transactionID: Optional[str] = None
|
|
932
|
+
serialNumber: Optional[str] = None
|
|
933
|
+
deliveryType: Optional[str] = None
|
|
934
|
+
commodityType: Optional[str] = None
|
|
935
|
+
fineness: Optional[decimal.Decimal] = None
|
|
936
|
+
weight: Optional[str] = None
|
|
937
|
+
actionID: Optional[str] = None
|
|
938
|
+
subCategory: Optional[str] = None
|
|
939
|
+
figi: Optional[str] = None
|
|
940
|
+
issuerCountryCode: Optional[str] = None
|
|
941
|
+
relatedTradeID: Optional[str] = None
|
|
942
|
+
origTransactionID: Optional[str] = None
|
|
943
|
+
relatedTransactionID: Optional[str] = None
|
|
944
|
+
|
|
945
|
+
|
|
946
|
+
@dataclass(frozen=True)
|
|
947
|
+
class ChangeInPositionValue(FlexElement):
|
|
948
|
+
"""Wrapped in <ChangeInPositionValues>"""
|
|
949
|
+
|
|
950
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
951
|
+
currency: Optional[str] = None
|
|
952
|
+
priorPeriodValue: Optional[decimal.Decimal] = None
|
|
953
|
+
transactions: Optional[decimal.Decimal] = None
|
|
954
|
+
mtmPriorPeriodPositions: Optional[decimal.Decimal] = None
|
|
955
|
+
mtmTransactions: Optional[decimal.Decimal] = None
|
|
956
|
+
corporateActions: Optional[decimal.Decimal] = None
|
|
957
|
+
accountTransfers: Optional[decimal.Decimal] = None
|
|
958
|
+
fxTranslationPnl: Optional[decimal.Decimal] = None
|
|
959
|
+
futurePriceAdjustments: Optional[decimal.Decimal] = None
|
|
960
|
+
settledCash: Optional[decimal.Decimal] = None
|
|
961
|
+
endOfPeriodValue: Optional[decimal.Decimal] = None
|
|
962
|
+
accountId: Optional[str] = None
|
|
963
|
+
acctAlias: Optional[str] = None
|
|
964
|
+
model: Optional[str] = None
|
|
965
|
+
other: Optional[decimal.Decimal] = None
|
|
966
|
+
linkingAdjustments: Optional[decimal.Decimal] = None
|
|
967
|
+
|
|
968
|
+
|
|
969
|
+
@dataclass(frozen=True)
|
|
970
|
+
class OpenPosition(FlexElement):
|
|
971
|
+
"""Wrapped in <OpenPositions>"""
|
|
972
|
+
|
|
973
|
+
side: Optional[enums.LongShort] = None
|
|
974
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
975
|
+
subCategory: Optional[str] = None
|
|
976
|
+
accountId: Optional[str] = None
|
|
977
|
+
currency: Optional[str] = None
|
|
978
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
979
|
+
reportDate: Optional[datetime.date] = None
|
|
980
|
+
symbol: Optional[str] = None
|
|
981
|
+
description: Optional[str] = None
|
|
982
|
+
conid: Optional[str] = None
|
|
983
|
+
securityID: Optional[str] = None
|
|
984
|
+
cusip: Optional[str] = None
|
|
985
|
+
isin: Optional[str] = None
|
|
986
|
+
figi: Optional[str] = None
|
|
987
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
988
|
+
position: Optional[decimal.Decimal] = None
|
|
989
|
+
markPrice: Optional[decimal.Decimal] = None
|
|
990
|
+
positionValue: Optional[decimal.Decimal] = None
|
|
991
|
+
openPrice: Optional[decimal.Decimal] = None
|
|
992
|
+
costBasisPrice: Optional[decimal.Decimal] = None
|
|
993
|
+
costBasisMoney: Optional[decimal.Decimal] = None
|
|
994
|
+
fifoPnlUnrealized: Optional[decimal.Decimal] = None
|
|
995
|
+
levelOfDetail: Optional[str] = None
|
|
996
|
+
openDateTime: Optional[datetime.datetime] = None
|
|
997
|
+
holdingPeriodDateTime: Optional[datetime.datetime] = None
|
|
998
|
+
securityIDType: Optional[str] = None
|
|
999
|
+
issuer: Optional[str] = None
|
|
1000
|
+
issuerCountryCode: Optional[str] = None
|
|
1001
|
+
underlyingConid: Optional[str] = None
|
|
1002
|
+
underlyingSymbol: Optional[str] = None
|
|
1003
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1004
|
+
originatingOrderID: Optional[str] = None
|
|
1005
|
+
originatingTransactionID: Optional[str] = None
|
|
1006
|
+
accruedInt: Optional[str] = None
|
|
1007
|
+
acctAlias: Optional[str] = None
|
|
1008
|
+
model: Optional[str] = None
|
|
1009
|
+
sedol: Optional[str] = None
|
|
1010
|
+
percentOfNAV: Optional[decimal.Decimal] = None
|
|
1011
|
+
strike: Optional[decimal.Decimal] = None
|
|
1012
|
+
expiry: Optional[datetime.date] = None
|
|
1013
|
+
putCall: Optional[enums.PutCall] = None
|
|
1014
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1015
|
+
listingExchange: Optional[str] = None
|
|
1016
|
+
underlyingSecurityID: Optional[str] = None
|
|
1017
|
+
underlyingListingExchange: Optional[str] = None
|
|
1018
|
+
positionValueInBase: Optional[decimal.Decimal] = None
|
|
1019
|
+
unrealizedCapitalGainsPnl: Optional[decimal.Decimal] = None
|
|
1020
|
+
unrealizedlFxPnl: Optional[decimal.Decimal] = None
|
|
1021
|
+
vestingDate: Optional[datetime.date] = None
|
|
1022
|
+
serialNumber: Optional[str] = None
|
|
1023
|
+
deliveryType: Optional[str] = None
|
|
1024
|
+
commodityType: Optional[str] = None
|
|
1025
|
+
fineness: Optional[decimal.Decimal] = None
|
|
1026
|
+
weight: Optional[str] = None
|
|
1027
|
+
|
|
1028
|
+
|
|
1029
|
+
@dataclass(frozen=True)
|
|
1030
|
+
class FxLot(FlexElement):
|
|
1031
|
+
"""Wrapped in <FxLots>, which in turn is wrapped in <FxPositions>"""
|
|
1032
|
+
|
|
1033
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1034
|
+
accountId: Optional[str] = None
|
|
1035
|
+
reportDate: Optional[datetime.date] = None
|
|
1036
|
+
functionalCurrency: Optional[str] = None
|
|
1037
|
+
fxCurrency: Optional[str] = None
|
|
1038
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1039
|
+
costPrice: Optional[decimal.Decimal] = None
|
|
1040
|
+
costBasis: Optional[decimal.Decimal] = None
|
|
1041
|
+
closePrice: Optional[decimal.Decimal] = None
|
|
1042
|
+
value: Optional[decimal.Decimal] = None
|
|
1043
|
+
unrealizedPL: Optional[decimal.Decimal] = None
|
|
1044
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1045
|
+
lotDescription: Optional[str] = None
|
|
1046
|
+
lotOpenDateTime: Optional[datetime.datetime] = None
|
|
1047
|
+
levelOfDetail: Optional[str] = None
|
|
1048
|
+
acctAlias: Optional[str] = None
|
|
1049
|
+
model: Optional[str] = None
|
|
1050
|
+
|
|
1051
|
+
|
|
1052
|
+
@dataclass(frozen=True)
|
|
1053
|
+
class Trade(FlexElement):
|
|
1054
|
+
"""Wrapped in <Trades>"""
|
|
1055
|
+
|
|
1056
|
+
transactionType: Optional[enums.TradeType] = None
|
|
1057
|
+
openCloseIndicator: Optional[enums.OpenClose] = None
|
|
1058
|
+
buySell: Optional[enums.BuySell] = None
|
|
1059
|
+
orderType: Optional[enums.OrderType] = None
|
|
1060
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1061
|
+
accountId: Optional[str] = None
|
|
1062
|
+
currency: Optional[str] = None
|
|
1063
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1064
|
+
symbol: Optional[str] = None # symbol of instrument traded, e.g. AAPL, not unique in IBKR as it can exist on different exchanges: (symbol, Exchange, Currency, Asset Type) is unique
|
|
1065
|
+
conid: Optional[str] = None # IBKR identifier of instrument, unique key within IBKR
|
|
1066
|
+
cusip: Optional[str] = None # S&P instrument ID, not unique as it is used on different exchanges
|
|
1067
|
+
isin: Optional[str] = None # instrument ISIN (ISO standardized instrument ID)
|
|
1068
|
+
figi: Optional[str] = None # instrument FIGI (Bloomberg ID - comparable to ISIN)
|
|
1069
|
+
description: Optional[str] = None # instrument name, e.g. "Apple Inc."
|
|
1070
|
+
listingExchange: Optional[str] = None # exchange, e.g. "NASDAQ"
|
|
1071
|
+
multiplier: Optional[decimal.Decimal] = None # multiplier of contract traded
|
|
1072
|
+
strike: Optional[decimal.Decimal] = None
|
|
1073
|
+
expiry: Optional[datetime.date] = None
|
|
1074
|
+
putCall: Optional[enums.PutCall] = None
|
|
1075
|
+
tradeID: Optional[str] = None
|
|
1076
|
+
reportDate: Optional[datetime.date] = None # when the trade was included in IBKR's reporting system (e.g. corrections)
|
|
1077
|
+
tradeDate: Optional[datetime.date] = None # date of the trade
|
|
1078
|
+
tradeTime: Optional[datetime.time] = None # timestamp of the trade
|
|
1079
|
+
settleDateTarget: Optional[datetime.date] = None # expected date of ownership transfer
|
|
1080
|
+
exchange: Optional[str] = None
|
|
1081
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1082
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
1083
|
+
tradeMoney: Optional[decimal.Decimal] = None # TradeMoney = Proceeds + Fees + Commissions
|
|
1084
|
+
proceeds: Optional[decimal.Decimal] = None # Proceeds = Quantity * TradePrice * Multiplier
|
|
1085
|
+
netCash: Optional[decimal.Decimal] = None # netCash = TradeMoney - Adjustments (e.g. fees in physical execution of options, or taxes)
|
|
1086
|
+
netCashInBase: Optional[decimal.Decimal] = None # = NetCash × FX Rate
|
|
1087
|
+
taxes: Optional[decimal.Decimal] = None
|
|
1088
|
+
ibCommission: Optional[decimal.Decimal] = None
|
|
1089
|
+
ibCommissionCurrency: Optional[str] = None
|
|
1090
|
+
closePrice: Optional[decimal.Decimal] = None # closing market price of the asset on the trade date
|
|
1091
|
+
notes: Tuple[enums.Code, ...] = () # separator = ";"
|
|
1092
|
+
cost: Optional[decimal.Decimal] = None
|
|
1093
|
+
mtmPnl: Optional[decimal.Decimal] = None # PnL at the time of reportins
|
|
1094
|
+
origTradePrice: Optional[decimal.Decimal] = None
|
|
1095
|
+
origTradeDate: Optional[datetime.date] = None
|
|
1096
|
+
origTradeID: Optional[str] = None
|
|
1097
|
+
origOrderID: Optional[str] = None
|
|
1098
|
+
openDateTime: Optional[datetime.datetime] = None
|
|
1099
|
+
fifoPnlRealized: Optional[decimal.Decimal] = None
|
|
1100
|
+
capitalGainsPnl: Optional[decimal.Decimal] = None
|
|
1101
|
+
levelOfDetail: Optional[str] = None
|
|
1102
|
+
ibOrderID: Optional[str] = None
|
|
1103
|
+
# Despite the name, `orderTime` actually contains date/time data.
|
|
1104
|
+
orderTime: Optional[datetime.datetime] = None
|
|
1105
|
+
changeInPrice: Optional[decimal.Decimal] = None
|
|
1106
|
+
changeInQuantity: Optional[decimal.Decimal] = None
|
|
1107
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
1108
|
+
clearingFirmID: Optional[str] = None
|
|
1109
|
+
# Effective 2013, every Trade has a `transactionID` attribute that can't
|
|
1110
|
+
# be deselected in the Flex query template.
|
|
1111
|
+
transactionID: Optional[str] = None
|
|
1112
|
+
holdingPeriodDateTime: Optional[datetime.datetime] = None
|
|
1113
|
+
ibExecID: Optional[str] = None
|
|
1114
|
+
brokerageOrderID: Optional[str] = None
|
|
1115
|
+
orderReference: Optional[str] = None
|
|
1116
|
+
volatilityOrderLink: Optional[str] = None
|
|
1117
|
+
exchOrderId: Optional[str] = None
|
|
1118
|
+
extExecID: Optional[str] = None
|
|
1119
|
+
traderID: Optional[str] = None
|
|
1120
|
+
isAPIOrder: Optional[bool] = None
|
|
1121
|
+
acctAlias: Optional[str] = None
|
|
1122
|
+
model: Optional[str] = None # some clients use model portfolios in account, i.e. virtual sub-accounts
|
|
1123
|
+
securityID: Optional[str] = None
|
|
1124
|
+
securityIDType: Optional[str] = None
|
|
1125
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None # relevant e.g. in stock splits
|
|
1126
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1127
|
+
underlyingConid: Optional[str] = None
|
|
1128
|
+
underlyingSecurityID: Optional[str] = None
|
|
1129
|
+
underlyingSymbol: Optional[str] = None
|
|
1130
|
+
underlyingListingExchange: Optional[str] = None
|
|
1131
|
+
issuer: Optional[str] = None
|
|
1132
|
+
sedol: Optional[str] = None
|
|
1133
|
+
whenRealized: Optional[datetime.datetime] = None
|
|
1134
|
+
whenReopened: Optional[datetime.datetime] = None
|
|
1135
|
+
accruedInt: Optional[decimal.Decimal] = None
|
|
1136
|
+
serialNumber: Optional[str] = None
|
|
1137
|
+
deliveryType: Optional[str] = None
|
|
1138
|
+
commodityType: Optional[str] = None
|
|
1139
|
+
fineness: Optional[decimal.Decimal] = None
|
|
1140
|
+
weight: Optional[str] = None
|
|
1141
|
+
relatedTradeID: Optional[str] = None
|
|
1142
|
+
relatedTransactionID: Optional[str] = None
|
|
1143
|
+
origTransactionID: Optional[str] = None
|
|
1144
|
+
subCategory: Optional[str] = None
|
|
1145
|
+
issuerCountryCode: Optional[str] = None
|
|
1146
|
+
rtn: Optional[str] = None
|
|
1147
|
+
initialInvestment: Optional[decimal.Decimal] = None
|
|
1148
|
+
|
|
1149
|
+
|
|
1150
|
+
@dataclass(frozen=True)
|
|
1151
|
+
class TransferLot(FlexElement):
|
|
1152
|
+
"""Wrapped in <Transfers>"""
|
|
1153
|
+
|
|
1154
|
+
accountId: Optional[str] = None
|
|
1155
|
+
currency: Optional[str] = None
|
|
1156
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1157
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1158
|
+
symbol: Optional[str] = None
|
|
1159
|
+
description: Optional[str] = None
|
|
1160
|
+
conid: Optional[str] = None
|
|
1161
|
+
securityID: Optional[str] = None
|
|
1162
|
+
securityIDType: Optional[str] = None
|
|
1163
|
+
cusip: Optional[str] = None
|
|
1164
|
+
isin: Optional[str] = None
|
|
1165
|
+
listingExchange: Optional[str] = None
|
|
1166
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1167
|
+
reportDate: Optional[datetime.date] = None
|
|
1168
|
+
date: Optional[datetime.date] = None
|
|
1169
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1170
|
+
type: Optional[enums.TransferType] = None
|
|
1171
|
+
direction: Optional[enums.InOut] = None
|
|
1172
|
+
company: Optional[str] = None
|
|
1173
|
+
account: Optional[str] = None
|
|
1174
|
+
deliveringBroker: Optional[str] = None
|
|
1175
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1176
|
+
transferPrice: Optional[decimal.Decimal] = None
|
|
1177
|
+
pnlAmount: Optional[decimal.Decimal] = None
|
|
1178
|
+
pnlAmountInBase: Optional[decimal.Decimal] = None
|
|
1179
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1180
|
+
acctAlias: Optional[str] = None
|
|
1181
|
+
model: Optional[str] = None
|
|
1182
|
+
underlyingConid: Optional[str] = None
|
|
1183
|
+
underlyingSymbol: Optional[str] = None
|
|
1184
|
+
underlyingSecurityID: Optional[str] = None
|
|
1185
|
+
underlyingListingExchange: Optional[str] = None
|
|
1186
|
+
issuer: Optional[str] = None
|
|
1187
|
+
strike: Optional[decimal.Decimal] = None
|
|
1188
|
+
expiry: Optional[datetime.date] = None
|
|
1189
|
+
putCall: Optional[enums.PutCall] = None
|
|
1190
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1191
|
+
accountName: Optional[str] = None
|
|
1192
|
+
positionAmount: Optional[decimal.Decimal] = None
|
|
1193
|
+
positionAmountInBase: Optional[decimal.Decimal] = None
|
|
1194
|
+
cashTransfer: Optional[decimal.Decimal] = None
|
|
1195
|
+
clientReference: Optional[str] = None
|
|
1196
|
+
transactionID: Optional[str] = None
|
|
1197
|
+
serialNumber: Optional[str] = None
|
|
1198
|
+
deliveryType: Optional[str] = None
|
|
1199
|
+
commodityType: Optional[str] = None
|
|
1200
|
+
fineness: Optional[decimal.Decimal] = None
|
|
1201
|
+
weight: Optional[str] = None
|
|
1202
|
+
|
|
1203
|
+
|
|
1204
|
+
@dataclass(frozen=True)
|
|
1205
|
+
class Lot(FlexElement):
|
|
1206
|
+
"""Wrapped in <Trades>"""
|
|
1207
|
+
|
|
1208
|
+
transactionType: Optional[enums.TradeType] = None
|
|
1209
|
+
openCloseIndicator: Optional[enums.OpenClose] = None
|
|
1210
|
+
buySell: Optional[enums.BuySell] = None
|
|
1211
|
+
orderType: Optional[enums.OrderType] = None
|
|
1212
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1213
|
+
accountId: Optional[str] = None
|
|
1214
|
+
currency: Optional[str] = None
|
|
1215
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1216
|
+
symbol: Optional[str] = None
|
|
1217
|
+
description: Optional[str] = None
|
|
1218
|
+
conid: Optional[str] = None
|
|
1219
|
+
cusip: Optional[str] = None
|
|
1220
|
+
isin: Optional[str] = None
|
|
1221
|
+
listingExchange: Optional[str] = None
|
|
1222
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1223
|
+
strike: Optional[decimal.Decimal] = None
|
|
1224
|
+
expiry: Optional[datetime.date] = None
|
|
1225
|
+
putCall: Optional[enums.PutCall] = None
|
|
1226
|
+
tradeID: Optional[str] = None
|
|
1227
|
+
reportDate: Optional[datetime.date] = None
|
|
1228
|
+
tradeDate: Optional[datetime.date] = None
|
|
1229
|
+
tradeTime: Optional[datetime.time] = None
|
|
1230
|
+
settleDateTarget: Optional[datetime.date] = None
|
|
1231
|
+
exchange: Optional[str] = None
|
|
1232
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1233
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
1234
|
+
tradeMoney: Optional[decimal.Decimal] = None
|
|
1235
|
+
taxes: Optional[decimal.Decimal] = None
|
|
1236
|
+
ibCommission: Optional[decimal.Decimal] = None
|
|
1237
|
+
ibCommissionCurrency: Optional[str] = None
|
|
1238
|
+
netCash: Optional[decimal.Decimal] = None
|
|
1239
|
+
netCashInBase: Optional[decimal.Decimal] = None
|
|
1240
|
+
closePrice: Optional[decimal.Decimal] = None
|
|
1241
|
+
notes: Tuple[enums.Code, ...] = () # separator = ";"
|
|
1242
|
+
cost: Optional[decimal.Decimal] = None
|
|
1243
|
+
mtmPnl: Optional[decimal.Decimal] = None
|
|
1244
|
+
origTradePrice: Optional[decimal.Decimal] = None
|
|
1245
|
+
origTradeDate: Optional[datetime.date] = None
|
|
1246
|
+
origTradeID: Optional[str] = None
|
|
1247
|
+
origOrderID: Optional[str] = None
|
|
1248
|
+
openDateTime: Optional[datetime.datetime] = None
|
|
1249
|
+
fifoPnlRealized: Optional[decimal.Decimal] = None
|
|
1250
|
+
capitalGainsPnl: Optional[decimal.Decimal] = None
|
|
1251
|
+
levelOfDetail: Optional[str] = None
|
|
1252
|
+
ibOrderID: Optional[str] = None
|
|
1253
|
+
# Despite the name, `orderTime` actually contains date/time data.
|
|
1254
|
+
orderTime: Optional[datetime.datetime] = None
|
|
1255
|
+
changeInPrice: Optional[decimal.Decimal] = None
|
|
1256
|
+
changeInQuantity: Optional[decimal.Decimal] = None
|
|
1257
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
1258
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
1259
|
+
clearingFirmID: Optional[str] = None
|
|
1260
|
+
# Effective 2013, every Trade has a `transactionID` attribute that can't
|
|
1261
|
+
# be deselected in the Flex query template.
|
|
1262
|
+
transactionID: Optional[str] = None
|
|
1263
|
+
holdingPeriodDateTime: Optional[datetime.datetime] = None
|
|
1264
|
+
ibExecID: Optional[str] = None
|
|
1265
|
+
brokerageOrderID: Optional[str] = None
|
|
1266
|
+
orderReference: Optional[str] = None
|
|
1267
|
+
volatilityOrderLink: Optional[str] = None
|
|
1268
|
+
exchOrderId: Optional[str] = None
|
|
1269
|
+
extExecID: Optional[str] = None
|
|
1270
|
+
traderID: Optional[str] = None
|
|
1271
|
+
isAPIOrder: Optional[bool] = None
|
|
1272
|
+
acctAlias: Optional[str] = None
|
|
1273
|
+
model: Optional[str] = None
|
|
1274
|
+
securityID: Optional[str] = None
|
|
1275
|
+
securityIDType: Optional[str] = None
|
|
1276
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1277
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1278
|
+
underlyingConid: Optional[str] = None
|
|
1279
|
+
underlyingSecurityID: Optional[str] = None
|
|
1280
|
+
underlyingSymbol: Optional[str] = None
|
|
1281
|
+
underlyingListingExchange: Optional[str] = None
|
|
1282
|
+
issuer: Optional[str] = None
|
|
1283
|
+
sedol: Optional[str] = None
|
|
1284
|
+
whenRealized: Optional[datetime.datetime] = None
|
|
1285
|
+
whenReopened: Optional[datetime.datetime] = None
|
|
1286
|
+
accruedInt: Optional[decimal.Decimal] = None
|
|
1287
|
+
serialNumber: Optional[str] = None
|
|
1288
|
+
deliveryType: Optional[str] = None
|
|
1289
|
+
commodityType: Optional[str] = None
|
|
1290
|
+
fineness: Optional[decimal.Decimal] = None
|
|
1291
|
+
weight: Optional[str] = None
|
|
1292
|
+
origTransactionID: Optional[str] = None
|
|
1293
|
+
relatedTransactionID: Optional[str] = None
|
|
1294
|
+
subCategory: Optional[str] = None
|
|
1295
|
+
figi: Optional[str] = None
|
|
1296
|
+
issuerCountryCode: Optional[str] = None
|
|
1297
|
+
relatedTradeID: Optional[str] = None
|
|
1298
|
+
rtn: Optional[str] = None
|
|
1299
|
+
initialInvestment: Optional[decimal.Decimal] = None
|
|
1300
|
+
|
|
1301
|
+
|
|
1302
|
+
@dataclass(frozen=True)
|
|
1303
|
+
class UnbundledCommissionDetail(FlexElement):
|
|
1304
|
+
"""Wrapped in <UnbundledCommissionDetails>"""
|
|
1305
|
+
|
|
1306
|
+
buySell: Optional[enums.BuySell] = None
|
|
1307
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1308
|
+
accountId: Optional[str] = None
|
|
1309
|
+
acctAlias: Optional[str] = None
|
|
1310
|
+
model: Optional[str] = None
|
|
1311
|
+
currency: Optional[str] = None
|
|
1312
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1313
|
+
symbol: Optional[str] = None
|
|
1314
|
+
description: Optional[str] = None
|
|
1315
|
+
conid: Optional[str] = None
|
|
1316
|
+
securityID: Optional[str] = None
|
|
1317
|
+
securityIDType: Optional[str] = None
|
|
1318
|
+
cusip: Optional[str] = None
|
|
1319
|
+
isin: Optional[str] = None
|
|
1320
|
+
sedol: Optional[str] = None
|
|
1321
|
+
listingExchange: Optional[str] = None
|
|
1322
|
+
underlyingConid: Optional[str] = None
|
|
1323
|
+
underlyingSymbol: Optional[str] = None
|
|
1324
|
+
underlyingSecurityID: Optional[str] = None
|
|
1325
|
+
underlyingListingExchange: Optional[str] = None
|
|
1326
|
+
issuer: Optional[str] = None
|
|
1327
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1328
|
+
strike: Optional[decimal.Decimal] = None
|
|
1329
|
+
expiry: Optional[datetime.date] = None
|
|
1330
|
+
putCall: Optional[enums.PutCall] = None
|
|
1331
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1332
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1333
|
+
exchange: Optional[str] = None
|
|
1334
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1335
|
+
price: Optional[decimal.Decimal] = None
|
|
1336
|
+
tradeID: Optional[str] = None
|
|
1337
|
+
orderReference: Optional[str] = None
|
|
1338
|
+
totalCommission: Optional[decimal.Decimal] = None
|
|
1339
|
+
brokerExecutionCharge: Optional[decimal.Decimal] = None
|
|
1340
|
+
brokerClearingCharge: Optional[decimal.Decimal] = None
|
|
1341
|
+
thirdPartyExecutionCharge: Optional[decimal.Decimal] = None
|
|
1342
|
+
thirdPartyClearingCharge: Optional[decimal.Decimal] = None
|
|
1343
|
+
thirdPartyRegulatoryCharge: Optional[decimal.Decimal] = None
|
|
1344
|
+
regFINRATradingActivityFee: Optional[decimal.Decimal] = None
|
|
1345
|
+
regSection31TransactionFee: Optional[decimal.Decimal] = None
|
|
1346
|
+
regOther: Optional[decimal.Decimal] = None
|
|
1347
|
+
other: Optional[decimal.Decimal] = None
|
|
1348
|
+
subCategory: Optional[str] = None
|
|
1349
|
+
figi: Optional[str] = None
|
|
1350
|
+
issuerCountryCode: Optional[str] = None
|
|
1351
|
+
serialNumber: Optional[decimal.Decimal] = None
|
|
1352
|
+
deliveryType: Optional[decimal.Decimal] = None # 0: Cash settlement, 1: physical settlement
|
|
1353
|
+
commodityType: Optional[str] = None # z.B. "STK"=Aktie, "BND"=Anleihe, etc.
|
|
1354
|
+
fineness: Optional[decimal.Decimal] = None # Reinheitsgrad bei Edelmetallen, z.B. 925 für 925 Sterling Silber
|
|
1355
|
+
weight: Optional[decimal.Decimal] = None # Gewicht - Einheit ist Rohstoffabhängig
|
|
1356
|
+
|
|
1357
|
+
@dataclass(frozen=True)
|
|
1358
|
+
class SymbolSummary(FlexElement):
|
|
1359
|
+
"""Wrapped in <TradeConfirms>"""
|
|
1360
|
+
|
|
1361
|
+
accountId: Optional[str] = None
|
|
1362
|
+
acctAlias: Optional[str] = None
|
|
1363
|
+
model: Optional[str] = None
|
|
1364
|
+
currency: Optional[str] = None
|
|
1365
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1366
|
+
symbol: Optional[str] = None
|
|
1367
|
+
description: Optional[str] = None
|
|
1368
|
+
conid: Optional[str] = None
|
|
1369
|
+
securityID: Optional[str] = None
|
|
1370
|
+
securityIDType: Optional[str] = None
|
|
1371
|
+
cusip: Optional[str] = None
|
|
1372
|
+
isin: Optional[str] = None
|
|
1373
|
+
listingExchange: Optional[str] = None
|
|
1374
|
+
underlyingConid: Optional[str] = None
|
|
1375
|
+
underlyingSymbol: Optional[str] = None
|
|
1376
|
+
underlyingSecurityID: Optional[str] = None
|
|
1377
|
+
underlyingListingExchange: Optional[str] = None
|
|
1378
|
+
issuer: Optional[str] = None
|
|
1379
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1380
|
+
strike: Optional[decimal.Decimal] = None
|
|
1381
|
+
expiry: Optional[datetime.date] = None
|
|
1382
|
+
putCall: Optional[enums.PutCall] = None
|
|
1383
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1384
|
+
transactionType: Optional[enums.TradeType] = None
|
|
1385
|
+
tradeID: Optional[str] = None
|
|
1386
|
+
orderID: Optional[decimal.Decimal] = None
|
|
1387
|
+
execID: Optional[str] = None
|
|
1388
|
+
brokerageOrderID: Optional[str] = None
|
|
1389
|
+
orderReference: Optional[str] = None
|
|
1390
|
+
volatilityOrderLink: Optional[str] = None
|
|
1391
|
+
clearingFirmID: Optional[str] = None
|
|
1392
|
+
origTradePrice: Optional[decimal.Decimal] = None
|
|
1393
|
+
origTradeDate: Optional[datetime.date] = None
|
|
1394
|
+
origTradeID: Optional[str] = None
|
|
1395
|
+
# Despite the name, `orderTime` actually contains date/time data.
|
|
1396
|
+
orderTime: Optional[datetime.datetime] = None
|
|
1397
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1398
|
+
reportDate: Optional[datetime.date] = None
|
|
1399
|
+
settleDate: Optional[datetime.date] = None
|
|
1400
|
+
tradeDate: Optional[datetime.date] = None
|
|
1401
|
+
exchange: Optional[str] = None
|
|
1402
|
+
buySell: Optional[enums.BuySell] = None
|
|
1403
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1404
|
+
price: Optional[decimal.Decimal] = None
|
|
1405
|
+
amount: Optional[decimal.Decimal] = None
|
|
1406
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
1407
|
+
commission: Optional[decimal.Decimal] = None
|
|
1408
|
+
brokerExecutionCommission: Optional[decimal.Decimal] = None
|
|
1409
|
+
brokerClearingCommission: Optional[decimal.Decimal] = None
|
|
1410
|
+
thirdPartyExecutionCommission: Optional[decimal.Decimal] = None
|
|
1411
|
+
thirdPartyClearingCommission: Optional[decimal.Decimal] = None
|
|
1412
|
+
thirdPartyRegulatoryCommission: Optional[decimal.Decimal] = None
|
|
1413
|
+
otherCommission: Optional[decimal.Decimal] = None
|
|
1414
|
+
commissionCurrency: Optional[str] = None
|
|
1415
|
+
tax: Optional[decimal.Decimal] = None
|
|
1416
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1417
|
+
orderType: Optional[enums.OrderType] = None
|
|
1418
|
+
levelOfDetail: Optional[str] = None
|
|
1419
|
+
traderID: Optional[str] = None
|
|
1420
|
+
isAPIOrder: Optional[bool] = None
|
|
1421
|
+
allocatedTo: Optional[str] = None
|
|
1422
|
+
accruedInt: Optional[decimal.Decimal] = None
|
|
1423
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1424
|
+
subCategory: Optional[str] = None
|
|
1425
|
+
figi: Optional[str] = None
|
|
1426
|
+
issuerCountryCode: Optional[str] = None
|
|
1427
|
+
relatedTradeID: Optional[str] = None
|
|
1428
|
+
origTransactionID: Optional[str] = None
|
|
1429
|
+
relatedTransactionID: Optional[str] = None
|
|
1430
|
+
|
|
1431
|
+
|
|
1432
|
+
@dataclass(frozen=True)
|
|
1433
|
+
class AssetSummary(FlexElement):
|
|
1434
|
+
"""Wrapped in <TradeConfirms>"""
|
|
1435
|
+
|
|
1436
|
+
accountId: Optional[str] = None
|
|
1437
|
+
acctAlias: Optional[str] = None
|
|
1438
|
+
model: Optional[str] = None
|
|
1439
|
+
currency: Optional[str] = None
|
|
1440
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1441
|
+
symbol: Optional[str] = None
|
|
1442
|
+
description: Optional[str] = None
|
|
1443
|
+
conid: Optional[str] = None
|
|
1444
|
+
securityID: Optional[str] = None
|
|
1445
|
+
securityIDType: Optional[str] = None
|
|
1446
|
+
cusip: Optional[str] = None
|
|
1447
|
+
isin: Optional[str] = None
|
|
1448
|
+
listingExchange: Optional[str] = None
|
|
1449
|
+
underlyingConid: Optional[str] = None
|
|
1450
|
+
underlyingSymbol: Optional[str] = None
|
|
1451
|
+
underlyingSecurityID: Optional[str] = None
|
|
1452
|
+
underlyingListingExchange: Optional[str] = None
|
|
1453
|
+
issuer: Optional[str] = None
|
|
1454
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1455
|
+
strike: Optional[decimal.Decimal] = None
|
|
1456
|
+
expiry: Optional[datetime.date] = None
|
|
1457
|
+
putCall: Optional[enums.PutCall] = None
|
|
1458
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1459
|
+
transactionType: Optional[enums.TradeType] = None
|
|
1460
|
+
tradeID: Optional[str] = None
|
|
1461
|
+
orderID: Optional[decimal.Decimal] = None
|
|
1462
|
+
execID: Optional[str] = None
|
|
1463
|
+
brokerageOrderID: Optional[str] = None
|
|
1464
|
+
orderReference: Optional[str] = None
|
|
1465
|
+
volatilityOrderLink: Optional[str] = None
|
|
1466
|
+
clearingFirmID: Optional[str] = None
|
|
1467
|
+
origTradePrice: Optional[decimal.Decimal] = None
|
|
1468
|
+
TradePrice: Optional[decimal.Decimal] = None
|
|
1469
|
+
tradeMoney: Optional[decimal.Decimal] = None
|
|
1470
|
+
taxes: Optional[decimal.Decimal] = None
|
|
1471
|
+
origTradeDate: Optional[datetime.date] = None
|
|
1472
|
+
origTradeID: Optional[str] = None
|
|
1473
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
1474
|
+
# Despite the name, `orderTime` actually contains date/time data.
|
|
1475
|
+
orderTime: Optional[datetime.datetime] = None
|
|
1476
|
+
exchOrderId: Optional[str] = None
|
|
1477
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1478
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1479
|
+
reportDate: Optional[datetime.date] = None
|
|
1480
|
+
ibExecID: Optional[str] = None
|
|
1481
|
+
settleDateTarget: Optional[datetime.date] = None
|
|
1482
|
+
cost: Optional[decimal.Decimal] = None
|
|
1483
|
+
extExecID: Optional[str] = None
|
|
1484
|
+
openDateTime: Optional[datetime.datetime] = None
|
|
1485
|
+
holdingPeriodDateTime: Optional[datetime.datetime] = None
|
|
1486
|
+
whenRealized: Optional[datetime.datetime] = None
|
|
1487
|
+
whenReopened: Optional[datetime.datetime] = None
|
|
1488
|
+
changeInPrice: Optional[decimal.Decimal] = None
|
|
1489
|
+
changeInQuantity: Optional[decimal.Decimal] = None
|
|
1490
|
+
ibOrderID: Optional[str] = None
|
|
1491
|
+
origOrderID: Optional[str] = None
|
|
1492
|
+
transactionID: Optional[str] = None
|
|
1493
|
+
tradeDate: Optional[datetime.date] = None
|
|
1494
|
+
openCloseIndicator: Optional[enums.OpenClose] = None
|
|
1495
|
+
notes: Optional[str] = None
|
|
1496
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
1497
|
+
mtmPnl: Optional[decimal.Decimal] = None
|
|
1498
|
+
fifoPnlRealized: Optional[decimal.Decimal] = None
|
|
1499
|
+
closePrice: Optional[decimal.Decimal] = None
|
|
1500
|
+
exchange: Optional[str] = None
|
|
1501
|
+
ibCommission: Optional[decimal.Decimal] = None
|
|
1502
|
+
ibCommissionCurrency: Optional[str] = None
|
|
1503
|
+
netCash: Optional[decimal.Decimal] = None
|
|
1504
|
+
netCashInBase: Optional[decimal.Decimal] = None
|
|
1505
|
+
buySell: Optional[enums.BuySell] = None
|
|
1506
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1507
|
+
price: Optional[decimal.Decimal] = None
|
|
1508
|
+
amount: Optional[decimal.Decimal] = None
|
|
1509
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
1510
|
+
commission: Optional[decimal.Decimal] = None
|
|
1511
|
+
brokerExecutionCommission: Optional[decimal.Decimal] = None
|
|
1512
|
+
brokerClearingCommission: Optional[decimal.Decimal] = None
|
|
1513
|
+
thirdPartyExecutionCommission: Optional[decimal.Decimal] = None
|
|
1514
|
+
thirdPartyClearingCommission: Optional[decimal.Decimal] = None
|
|
1515
|
+
thirdPartyRegulatoryCommission: Optional[decimal.Decimal] = None
|
|
1516
|
+
otherCommission: Optional[decimal.Decimal] = None
|
|
1517
|
+
commissionCurrency: Optional[str] = None
|
|
1518
|
+
tax: Optional[decimal.Decimal] = None
|
|
1519
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1520
|
+
orderType: Optional[enums.OrderType] = None
|
|
1521
|
+
levelOfDetail: Optional[str] = None
|
|
1522
|
+
traderID: Optional[str] = None
|
|
1523
|
+
isAPIOrder: Optional[bool] = None
|
|
1524
|
+
allocatedTo: Optional[str] = None
|
|
1525
|
+
accruedInt: Optional[decimal.Decimal] = None
|
|
1526
|
+
deliveryType: Optional[str] = None
|
|
1527
|
+
serialNumber: Optional[str] = None
|
|
1528
|
+
commodityType: Optional[str] = None
|
|
1529
|
+
fineness: Optional[decimal.Decimal] = None
|
|
1530
|
+
weight: Optional[str] = None
|
|
1531
|
+
subCategory: Optional[str] = None
|
|
1532
|
+
figi: Optional[str] = None
|
|
1533
|
+
issuerCountryCode: Optional[str] = None
|
|
1534
|
+
relatedTradeID: Optional[str] = None
|
|
1535
|
+
origTransactionID: Optional[str] = None
|
|
1536
|
+
relatedTransactionID: Optional[str] = None
|
|
1537
|
+
rtn: Optional[str] = None
|
|
1538
|
+
initialInvestment: Optional[decimal.Decimal] = None
|
|
1539
|
+
|
|
1540
|
+
|
|
1541
|
+
@dataclass(frozen=True)
|
|
1542
|
+
class Order(FlexElement):
|
|
1543
|
+
"""Wrapped in <TradeConfirms> or <Trades>"""
|
|
1544
|
+
|
|
1545
|
+
accountId: Optional[str] = None
|
|
1546
|
+
acctAlias: Optional[str] = None
|
|
1547
|
+
model: Optional[str] = None
|
|
1548
|
+
currency: Optional[str] = None
|
|
1549
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1550
|
+
symbol: Optional[str] = None
|
|
1551
|
+
description: Optional[str] = None
|
|
1552
|
+
conid: Optional[str] = None
|
|
1553
|
+
securityID: Optional[str] = None
|
|
1554
|
+
securityIDType: Optional[str] = None
|
|
1555
|
+
cusip: Optional[str] = None
|
|
1556
|
+
isin: Optional[str] = None
|
|
1557
|
+
listingExchange: Optional[str] = None
|
|
1558
|
+
underlyingConid: Optional[str] = None
|
|
1559
|
+
underlyingSymbol: Optional[str] = None
|
|
1560
|
+
underlyingSecurityID: Optional[str] = None
|
|
1561
|
+
underlyingListingExchange: Optional[str] = None
|
|
1562
|
+
issuer: Optional[str] = None
|
|
1563
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1564
|
+
strike: Optional[decimal.Decimal] = None
|
|
1565
|
+
expiry: Optional[datetime.date] = None
|
|
1566
|
+
putCall: Optional[enums.PutCall] = None
|
|
1567
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1568
|
+
transactionType: Optional[enums.TradeType] = None
|
|
1569
|
+
tradeID: Optional[str] = None
|
|
1570
|
+
orderID: Optional[decimal.Decimal] = None
|
|
1571
|
+
execID: Optional[str] = None
|
|
1572
|
+
brokerageOrderID: Optional[str] = None
|
|
1573
|
+
orderReference: Optional[str] = None
|
|
1574
|
+
volatilityOrderLink: Optional[str] = None
|
|
1575
|
+
clearingFirmID: Optional[str] = None
|
|
1576
|
+
origTradePrice: Optional[decimal.Decimal] = None
|
|
1577
|
+
origTradeDate: Optional[datetime.date] = None
|
|
1578
|
+
origTradeID: Optional[str] = None
|
|
1579
|
+
# Despite the name, `orderTime` actually contains date/time data.
|
|
1580
|
+
orderTime: Optional[datetime.datetime] = None
|
|
1581
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1582
|
+
reportDate: Optional[datetime.date] = None
|
|
1583
|
+
settleDate: Optional[datetime.date] = None
|
|
1584
|
+
tradeDate: Optional[datetime.date] = None
|
|
1585
|
+
exchange: Optional[str] = None
|
|
1586
|
+
buySell: Optional[enums.BuySell] = None
|
|
1587
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1588
|
+
price: Optional[decimal.Decimal] = None
|
|
1589
|
+
amount: Optional[decimal.Decimal] = None
|
|
1590
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
1591
|
+
commission: Optional[decimal.Decimal] = None
|
|
1592
|
+
brokerExecutionCommission: Optional[decimal.Decimal] = None
|
|
1593
|
+
brokerClearingCommission: Optional[decimal.Decimal] = None
|
|
1594
|
+
thirdPartyExecutionCommission: Optional[decimal.Decimal] = None
|
|
1595
|
+
thirdPartyClearingCommission: Optional[decimal.Decimal] = None
|
|
1596
|
+
thirdPartyRegulatoryCommission: Optional[decimal.Decimal] = None
|
|
1597
|
+
otherCommission: Optional[decimal.Decimal] = None
|
|
1598
|
+
commissionCurrency: Optional[str] = None
|
|
1599
|
+
tax: Optional[decimal.Decimal] = None
|
|
1600
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1601
|
+
orderType: Optional[enums.OrderType] = None
|
|
1602
|
+
levelOfDetail: Optional[str] = None
|
|
1603
|
+
traderID: Optional[str] = None
|
|
1604
|
+
isAPIOrder: Optional[bool] = None
|
|
1605
|
+
allocatedTo: Optional[str] = None
|
|
1606
|
+
accruedInt: Optional[decimal.Decimal] = None
|
|
1607
|
+
netCash: Optional[decimal.Decimal] = None
|
|
1608
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
1609
|
+
ibCommission: Optional[decimal.Decimal] = None
|
|
1610
|
+
ibOrderID: Optional[str] = None
|
|
1611
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1612
|
+
settleDateTarget: Optional[datetime.date] = None
|
|
1613
|
+
tradeMoney: Optional[decimal.Decimal] = None
|
|
1614
|
+
taxes: Optional[decimal.Decimal] = None
|
|
1615
|
+
ibCommissionCurrency: Optional[str] = None
|
|
1616
|
+
closePrice: Optional[decimal.Decimal] = None
|
|
1617
|
+
openCloseIndicator: Optional[enums.OpenClose] = None
|
|
1618
|
+
notes: Optional[str] = None
|
|
1619
|
+
cost: Optional[decimal.Decimal] = None
|
|
1620
|
+
fifoPnlRealized: Optional[decimal.Decimal] = None
|
|
1621
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
1622
|
+
mtmPnl: Optional[decimal.Decimal] = None
|
|
1623
|
+
origOrderID: Optional[str] = None
|
|
1624
|
+
transactionID: Optional[str] = None
|
|
1625
|
+
ibExecID: Optional[str] = None
|
|
1626
|
+
exchOrderId: Optional[str] = None
|
|
1627
|
+
extExecID: Optional[str] = None
|
|
1628
|
+
openDateTime: Optional[datetime.datetime] = None
|
|
1629
|
+
holdingPeriodDateTime: Optional[datetime.datetime] = None
|
|
1630
|
+
whenRealized: Optional[datetime.datetime] = None
|
|
1631
|
+
whenReopened: Optional[datetime.datetime] = None
|
|
1632
|
+
changeInPrice: Optional[decimal.Decimal] = None
|
|
1633
|
+
changeInQuantity: Optional[decimal.Decimal] = None
|
|
1634
|
+
subCategory: Optional[str] = None
|
|
1635
|
+
figi: Optional[str] = None
|
|
1636
|
+
issuerCountryCode: Optional[str] = None
|
|
1637
|
+
relatedTradeID: Optional[str] = None
|
|
1638
|
+
origTransactionID: Optional[str] = None
|
|
1639
|
+
relatedTransactionID: Optional[str] = None
|
|
1640
|
+
rtn: Optional[str] = None
|
|
1641
|
+
initialInvestment: Optional[decimal.Decimal] = None
|
|
1642
|
+
serialNumber: Optional[str] = None
|
|
1643
|
+
deliveryType: Optional[str] = None
|
|
1644
|
+
commodityType: Optional[str] = None
|
|
1645
|
+
fineness: Optional[decimal.Decimal] = None
|
|
1646
|
+
weight: Optional[str] = None
|
|
1647
|
+
|
|
1648
|
+
|
|
1649
|
+
@dataclass(frozen=True)
|
|
1650
|
+
class TradeConfirm(FlexElement):
|
|
1651
|
+
"""Wrapped in <TradeConfirms>"""
|
|
1652
|
+
|
|
1653
|
+
transactionType: Optional[enums.TradeType] = None
|
|
1654
|
+
openCloseIndicator: Optional[enums.OpenClose] = None
|
|
1655
|
+
buySell: Optional[enums.BuySell] = None
|
|
1656
|
+
orderType: Optional[enums.OrderType] = None
|
|
1657
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1658
|
+
accountId: Optional[str] = None
|
|
1659
|
+
currency: Optional[str] = None
|
|
1660
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1661
|
+
symbol: Optional[str] = None
|
|
1662
|
+
description: Optional[str] = None
|
|
1663
|
+
conid: Optional[str] = None
|
|
1664
|
+
securityID: Optional[str] = None
|
|
1665
|
+
rfqID: Optional[str] = None
|
|
1666
|
+
securityIDType: Optional[str] = None
|
|
1667
|
+
cusip: Optional[str] = None
|
|
1668
|
+
isin: Optional[str] = None
|
|
1669
|
+
underlyingConid: Optional[str] = None
|
|
1670
|
+
underlyingSymbol: Optional[str] = None
|
|
1671
|
+
issuer: Optional[str] = None
|
|
1672
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1673
|
+
strike: Optional[decimal.Decimal] = None
|
|
1674
|
+
expiry: Optional[datetime.date] = None
|
|
1675
|
+
putCall: Optional[enums.PutCall] = None
|
|
1676
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1677
|
+
tradeID: Optional[str] = None
|
|
1678
|
+
reportDate: Optional[datetime.date] = None
|
|
1679
|
+
tradeDate: Optional[datetime.date] = None
|
|
1680
|
+
tradeTime: Optional[datetime.time] = None
|
|
1681
|
+
settleDateTarget: Optional[datetime.date] = None
|
|
1682
|
+
exchange: Optional[str] = None
|
|
1683
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1684
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
1685
|
+
tradeMoney: Optional[decimal.Decimal] = None
|
|
1686
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
1687
|
+
taxes: Optional[decimal.Decimal] = None
|
|
1688
|
+
ibCommission: Optional[decimal.Decimal] = None
|
|
1689
|
+
ibCommissionCurrency: Optional[str] = None
|
|
1690
|
+
netCash: Optional[decimal.Decimal] = None
|
|
1691
|
+
closePrice: Optional[decimal.Decimal] = None
|
|
1692
|
+
notes: Tuple[enums.Code, ...] = () # separator = ";"
|
|
1693
|
+
cost: Optional[decimal.Decimal] = None
|
|
1694
|
+
fifoPnlRealized: Optional[decimal.Decimal] = None
|
|
1695
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
1696
|
+
mtmPnl: Optional[decimal.Decimal] = None
|
|
1697
|
+
origTradePrice: Optional[decimal.Decimal] = None
|
|
1698
|
+
origTradeDate: Optional[datetime.date] = None
|
|
1699
|
+
origTradeID: Optional[str] = None
|
|
1700
|
+
origOrderID: Optional[str] = None
|
|
1701
|
+
clearingFirmID: Optional[str] = None
|
|
1702
|
+
transactionID: Optional[str] = None
|
|
1703
|
+
openDateTime: Optional[datetime.datetime] = None
|
|
1704
|
+
holdingPeriodDateTime: Optional[datetime.datetime] = None
|
|
1705
|
+
whenRealized: Optional[datetime.datetime] = None
|
|
1706
|
+
whenReopened: Optional[datetime.datetime] = None
|
|
1707
|
+
levelOfDetail: Optional[str] = None
|
|
1708
|
+
commissionCurrency: Optional[str] = None
|
|
1709
|
+
price: Optional[decimal.Decimal] = None
|
|
1710
|
+
thirdPartyClearingCommission: Optional[decimal.Decimal] = None
|
|
1711
|
+
orderID: Optional[decimal.Decimal] = None
|
|
1712
|
+
allocatedTo: Optional[str] = None
|
|
1713
|
+
thirdPartyRegulatoryCommission: Optional[decimal.Decimal] = None
|
|
1714
|
+
dateTime: Optional[datetime.datetime] = None
|
|
1715
|
+
brokerExecutionCommission: Optional[decimal.Decimal] = None
|
|
1716
|
+
thirdPartyExecutionCommission: Optional[decimal.Decimal] = None
|
|
1717
|
+
amount: Optional[decimal.Decimal] = None
|
|
1718
|
+
otherCommission: Optional[decimal.Decimal] = None
|
|
1719
|
+
commission: Optional[decimal.Decimal] = None
|
|
1720
|
+
brokerClearingCommission: Optional[decimal.Decimal] = None
|
|
1721
|
+
ibOrderID: Optional[str] = None
|
|
1722
|
+
ibExecID: Optional[str] = None
|
|
1723
|
+
execID: Optional[str] = None
|
|
1724
|
+
brokerageOrderID: Optional[str] = None
|
|
1725
|
+
orderReference: Optional[str] = None
|
|
1726
|
+
volatilityOrderLink: Optional[str] = None
|
|
1727
|
+
exchOrderId: Optional[str] = None
|
|
1728
|
+
extExecID: Optional[str] = None
|
|
1729
|
+
# Despite the name, `orderTime` actually contains date/time data.
|
|
1730
|
+
orderTime: Optional[datetime.datetime] = None
|
|
1731
|
+
changeInPrice: Optional[decimal.Decimal] = None
|
|
1732
|
+
changeInQuantity: Optional[decimal.Decimal] = None
|
|
1733
|
+
traderID: Optional[str] = None
|
|
1734
|
+
isAPIOrder: Optional[bool] = None
|
|
1735
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1736
|
+
tax: Optional[decimal.Decimal] = None
|
|
1737
|
+
listingExchange: Optional[str] = None
|
|
1738
|
+
underlyingListingExchange: Optional[str] = None
|
|
1739
|
+
settleDate: Optional[datetime.date] = None
|
|
1740
|
+
underlyingSecurityID: Optional[str] = None
|
|
1741
|
+
acctAlias: Optional[str] = None
|
|
1742
|
+
model: Optional[str] = None
|
|
1743
|
+
accruedInt: Optional[decimal.Decimal] = None
|
|
1744
|
+
relatedTradeID: Optional[str] = None
|
|
1745
|
+
relatedTransactionID: Optional[str] = None
|
|
1746
|
+
blockID: Optional[str] = None
|
|
1747
|
+
|
|
1748
|
+
|
|
1749
|
+
@dataclass(frozen=True)
|
|
1750
|
+
class OptionEAE(FlexElement):
|
|
1751
|
+
"""Option Exercise Assignment or Expiration
|
|
1752
|
+
|
|
1753
|
+
Wrapped in (identically-named) <OptionEAE>
|
|
1754
|
+
"""
|
|
1755
|
+
|
|
1756
|
+
transactionType: Optional[enums.OptionAction] = None
|
|
1757
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1758
|
+
accountId: Optional[str] = None
|
|
1759
|
+
currency: Optional[str] = None
|
|
1760
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1761
|
+
symbol: Optional[str] = None
|
|
1762
|
+
description: Optional[str] = None
|
|
1763
|
+
conid: Optional[str] = None
|
|
1764
|
+
securityID: Optional[str] = None
|
|
1765
|
+
securityIDType: Optional[str] = None
|
|
1766
|
+
cusip: Optional[str] = None
|
|
1767
|
+
isin: Optional[str] = None
|
|
1768
|
+
listingExchange: Optional[str] = None
|
|
1769
|
+
underlyingSecurityID: Optional[str] = None
|
|
1770
|
+
underlyingListingExchange: Optional[str] = None
|
|
1771
|
+
underlyingConid: Optional[str] = None
|
|
1772
|
+
underlyingSymbol: Optional[str] = None
|
|
1773
|
+
issuer: Optional[str] = None
|
|
1774
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1775
|
+
strike: Optional[decimal.Decimal] = None
|
|
1776
|
+
expiry: Optional[datetime.date] = None
|
|
1777
|
+
putCall: Optional[enums.PutCall] = None
|
|
1778
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1779
|
+
date: Optional[datetime.date] = None
|
|
1780
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1781
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
1782
|
+
markPrice: Optional[decimal.Decimal] = None
|
|
1783
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
1784
|
+
commisionsAndTax: Optional[decimal.Decimal] = None
|
|
1785
|
+
costBasis: Optional[decimal.Decimal] = None
|
|
1786
|
+
realizedPnl: Optional[decimal.Decimal] = None
|
|
1787
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
1788
|
+
mtmPnl: Optional[decimal.Decimal] = None
|
|
1789
|
+
tradeID: Optional[str] = None
|
|
1790
|
+
acctAlias: Optional[str] = None
|
|
1791
|
+
model: Optional[str] = None
|
|
1792
|
+
relatedTradeID: Optional[str] = None
|
|
1793
|
+
subCategory: Optional[str] = None
|
|
1794
|
+
figi: Optional[str] = None
|
|
1795
|
+
issuerCountryCode: Optional[str] = None
|
|
1796
|
+
origTransactionID: Optional[str] = None
|
|
1797
|
+
relatedTransactionID: Optional[str] = None
|
|
1798
|
+
rtn: Optional[str] = None
|
|
1799
|
+
initialInvestment: Optional[decimal.Decimal] = None
|
|
1800
|
+
serialNumber: Optional[str] = None
|
|
1801
|
+
deliveryType: Optional[str] = None
|
|
1802
|
+
commodityType: Optional[str] = None
|
|
1803
|
+
fineness: Optional[decimal.Decimal] = None
|
|
1804
|
+
weight: Optional[str] = None
|
|
1805
|
+
|
|
1806
|
+
|
|
1807
|
+
# Type alias to work around https://github.com/python/mypy/issues/1775
|
|
1808
|
+
_OptionEAE = OptionEAE
|
|
1809
|
+
|
|
1810
|
+
|
|
1811
|
+
@dataclass(frozen=True)
|
|
1812
|
+
class TradeTransfer(FlexElement):
|
|
1813
|
+
"""Wrapped in <TradeTransfers>"""
|
|
1814
|
+
|
|
1815
|
+
transactionType: Optional[enums.TradeType] = None
|
|
1816
|
+
openCloseIndicator: Optional[enums.OpenClose] = None
|
|
1817
|
+
direction: Optional[enums.ToFrom] = None
|
|
1818
|
+
deliveredReceived: Optional[enums.DeliveredReceived] = None
|
|
1819
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1820
|
+
accountId: Optional[str] = None
|
|
1821
|
+
currency: Optional[str] = None
|
|
1822
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1823
|
+
symbol: Optional[str] = None
|
|
1824
|
+
description: Optional[str] = None
|
|
1825
|
+
conid: Optional[str] = None
|
|
1826
|
+
cusip: Optional[str] = None
|
|
1827
|
+
isin: Optional[str] = None
|
|
1828
|
+
underlyingConid: Optional[str] = None
|
|
1829
|
+
tradeID: Optional[str] = None
|
|
1830
|
+
reportDate: Optional[datetime.date] = None
|
|
1831
|
+
tradeDate: Optional[datetime.date] = None
|
|
1832
|
+
tradeTime: Optional[datetime.time] = None
|
|
1833
|
+
settleDateTarget: Optional[datetime.date] = None
|
|
1834
|
+
exchange: Optional[str] = None
|
|
1835
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1836
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
1837
|
+
tradeMoney: Optional[decimal.Decimal] = None
|
|
1838
|
+
taxes: Optional[decimal.Decimal] = None
|
|
1839
|
+
ibCommission: Optional[decimal.Decimal] = None
|
|
1840
|
+
ibCommissionCurrency: Optional[str] = None
|
|
1841
|
+
closePrice: Optional[decimal.Decimal] = None
|
|
1842
|
+
notes: Tuple[enums.Code, ...] = () # separator = ";"
|
|
1843
|
+
cost: Optional[decimal.Decimal] = None
|
|
1844
|
+
fifoPnlRealized: Optional[decimal.Decimal] = None
|
|
1845
|
+
mtmPnl: Optional[decimal.Decimal] = None
|
|
1846
|
+
brokerName: Optional[str] = None
|
|
1847
|
+
brokerAccount: Optional[str] = None
|
|
1848
|
+
awayBrokerCommission: Optional[decimal.Decimal] = None
|
|
1849
|
+
regulatoryFee: Optional[decimal.Decimal] = None
|
|
1850
|
+
netTradeMoney: Optional[decimal.Decimal] = None
|
|
1851
|
+
netTradeMoneyInBase: Optional[decimal.Decimal] = None
|
|
1852
|
+
netTradePrice: Optional[decimal.Decimal] = None
|
|
1853
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1854
|
+
acctAlias: Optional[str] = None
|
|
1855
|
+
model: Optional[str] = None
|
|
1856
|
+
sedol: Optional[str] = None
|
|
1857
|
+
securityID: Optional[str] = None
|
|
1858
|
+
underlyingSymbol: Optional[str] = None
|
|
1859
|
+
issuer: Optional[str] = None
|
|
1860
|
+
strike: Optional[decimal.Decimal] = None
|
|
1861
|
+
expiry: Optional[datetime.date] = None
|
|
1862
|
+
putCall: Optional[enums.PutCall] = None
|
|
1863
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1864
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
1865
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
1866
|
+
netCash: Optional[decimal.Decimal] = None
|
|
1867
|
+
origTradePrice: Optional[decimal.Decimal] = None
|
|
1868
|
+
# Oddly, `origTradeDate` appears to have hard-coded YYYYMMDD format
|
|
1869
|
+
# instead of the date format from the report configuration.
|
|
1870
|
+
origTradeDate: Optional[datetime.date] = None
|
|
1871
|
+
origTradeID: Optional[str] = None
|
|
1872
|
+
origOrderID: Optional[str] = None
|
|
1873
|
+
clearingFirmID: Optional[str] = None
|
|
1874
|
+
transactionID: Optional[str] = None
|
|
1875
|
+
openDateTime: Optional[datetime.datetime] = None
|
|
1876
|
+
holdingPeriodDateTime: Optional[datetime.datetime] = None
|
|
1877
|
+
whenRealized: Optional[datetime.datetime] = None
|
|
1878
|
+
whenReopened: Optional[datetime.datetime] = None
|
|
1879
|
+
levelOfDetail: Optional[str] = None
|
|
1880
|
+
securityIDType: Optional[str] = None
|
|
1881
|
+
|
|
1882
|
+
|
|
1883
|
+
@dataclass(frozen=True)
|
|
1884
|
+
class InterestAccrualsCurrency(FlexElement):
|
|
1885
|
+
"""Wrapped in <InterestAccruals>"""
|
|
1886
|
+
|
|
1887
|
+
accountId: Optional[str] = None
|
|
1888
|
+
currency: Optional[str] = None
|
|
1889
|
+
fromDate: Optional[datetime.date] = None
|
|
1890
|
+
toDate: Optional[datetime.date] = None
|
|
1891
|
+
startingAccrualBalance: Optional[decimal.Decimal] = None
|
|
1892
|
+
interestAccrued: Optional[decimal.Decimal] = None
|
|
1893
|
+
accrualReversal: Optional[decimal.Decimal] = None
|
|
1894
|
+
endingAccrualBalance: Optional[decimal.Decimal] = None
|
|
1895
|
+
acctAlias: Optional[str] = None
|
|
1896
|
+
model: Optional[str] = None
|
|
1897
|
+
fxTranslation: Optional[decimal.Decimal] = None
|
|
1898
|
+
|
|
1899
|
+
|
|
1900
|
+
@dataclass(frozen=True)
|
|
1901
|
+
class TierInterestDetail(FlexElement):
|
|
1902
|
+
accountId: Optional[str] = None
|
|
1903
|
+
acctAlias: Optional[str] = None
|
|
1904
|
+
model: Optional[str] = None
|
|
1905
|
+
currency: Optional[str] = None
|
|
1906
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1907
|
+
interestType: Optional[str] = None
|
|
1908
|
+
valueDate: Optional[datetime.date] = None
|
|
1909
|
+
tierBreak: Optional[str] = None
|
|
1910
|
+
balanceThreshold: Optional[decimal.Decimal] = None
|
|
1911
|
+
securitiesPrincipal: Optional[decimal.Decimal] = None
|
|
1912
|
+
commoditiesPrincipal: Optional[decimal.Decimal] = None
|
|
1913
|
+
ibuklPrincipal: Optional[decimal.Decimal] = None
|
|
1914
|
+
totalPrincipal: Optional[decimal.Decimal] = None
|
|
1915
|
+
rate: Optional[decimal.Decimal] = None
|
|
1916
|
+
securitiesInterest: Optional[decimal.Decimal] = None
|
|
1917
|
+
commoditiesInterest: Optional[decimal.Decimal] = None
|
|
1918
|
+
ibuklInterest: Optional[decimal.Decimal] = None
|
|
1919
|
+
totalInterest: Optional[decimal.Decimal] = None
|
|
1920
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1921
|
+
fromAcct: Optional[str] = None
|
|
1922
|
+
toAcct: Optional[str] = None
|
|
1923
|
+
reportDate: Optional[datetime.date] = None
|
|
1924
|
+
marginBalance: Optional[decimal.Decimal] = None
|
|
1925
|
+
|
|
1926
|
+
@dataclass(frozen=True)
|
|
1927
|
+
class HardToBorrowDetail(FlexElement):
|
|
1928
|
+
"""Wrapped in <HardToBorrowDetails>"""
|
|
1929
|
+
|
|
1930
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1931
|
+
accountId: Optional[str] = None
|
|
1932
|
+
acctAlias: Optional[str] = None
|
|
1933
|
+
model: Optional[str] = None
|
|
1934
|
+
currency: Optional[str] = None
|
|
1935
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1936
|
+
symbol: Optional[str] = None
|
|
1937
|
+
description: Optional[str] = None
|
|
1938
|
+
conid: Optional[str] = None
|
|
1939
|
+
securityID: Optional[str] = None
|
|
1940
|
+
securityIDType: Optional[str] = None
|
|
1941
|
+
cusip: Optional[str] = None
|
|
1942
|
+
isin: Optional[str] = None
|
|
1943
|
+
listingExchange: Optional[str] = None
|
|
1944
|
+
underlyingConid: Optional[str] = None
|
|
1945
|
+
underlyingSymbol: Optional[str] = None
|
|
1946
|
+
underlyingSecurityID: Optional[str] = None
|
|
1947
|
+
underlyingListingExchange: Optional[str] = None
|
|
1948
|
+
issuer: Optional[str] = None
|
|
1949
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1950
|
+
strike: Optional[decimal.Decimal] = None
|
|
1951
|
+
expiry: Optional[datetime.date] = None
|
|
1952
|
+
putCall: Optional[enums.PutCall] = None
|
|
1953
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1954
|
+
valueDate: Optional[datetime.date] = None
|
|
1955
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1956
|
+
price: Optional[decimal.Decimal] = None
|
|
1957
|
+
value: Optional[decimal.Decimal] = None
|
|
1958
|
+
borrowFeeRate: Optional[decimal.Decimal] = None
|
|
1959
|
+
borrowFee: Optional[decimal.Decimal] = None
|
|
1960
|
+
code: Tuple[enums.Code, ...] = ()
|
|
1961
|
+
fromAcct: Optional[str] = None
|
|
1962
|
+
toAcct: Optional[str] = None
|
|
1963
|
+
|
|
1964
|
+
|
|
1965
|
+
@dataclass(frozen=True)
|
|
1966
|
+
class SLBActivity(FlexElement):
|
|
1967
|
+
"""Wrapped in <SLBActivities>"""
|
|
1968
|
+
|
|
1969
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
1970
|
+
accountId: Optional[str] = None
|
|
1971
|
+
acctAlias: Optional[str] = None
|
|
1972
|
+
model: Optional[str] = None
|
|
1973
|
+
currency: Optional[str] = None
|
|
1974
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
1975
|
+
symbol: Optional[str] = None
|
|
1976
|
+
description: Optional[str] = None
|
|
1977
|
+
conid: Optional[str] = None
|
|
1978
|
+
securityID: Optional[str] = None
|
|
1979
|
+
securityIDType: Optional[str] = None
|
|
1980
|
+
cusip: Optional[str] = None
|
|
1981
|
+
isin: Optional[str] = None
|
|
1982
|
+
underlyingConid: Optional[str] = None
|
|
1983
|
+
underlyingSymbol: Optional[str] = None
|
|
1984
|
+
issuer: Optional[str] = None
|
|
1985
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
1986
|
+
strike: Optional[decimal.Decimal] = None
|
|
1987
|
+
expiry: Optional[datetime.date] = None
|
|
1988
|
+
putCall: Optional[enums.PutCall] = None
|
|
1989
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
1990
|
+
date: Optional[datetime.date] = None
|
|
1991
|
+
slbTransactionId: Optional[str] = None
|
|
1992
|
+
activityDescription: Optional[str] = None
|
|
1993
|
+
type: Optional[str] = None
|
|
1994
|
+
exchange: Optional[str] = None
|
|
1995
|
+
quantity: Optional[decimal.Decimal] = None
|
|
1996
|
+
feeRate: Optional[decimal.Decimal] = None
|
|
1997
|
+
collateralAmount: Optional[decimal.Decimal] = None
|
|
1998
|
+
markQuantity: Optional[decimal.Decimal] = None
|
|
1999
|
+
markPriorPrice: Optional[decimal.Decimal] = None
|
|
2000
|
+
markCurrentPrice: Optional[decimal.Decimal] = None
|
|
2001
|
+
subCategory: Optional[str] = None
|
|
2002
|
+
figi: Optional[str] = None
|
|
2003
|
+
listingExchange: Optional[str] = None
|
|
2004
|
+
underlyingSecurityID: Optional[str] = None
|
|
2005
|
+
underlyingListingExchange: Optional[str] = None
|
|
2006
|
+
issuerCountryCode: Optional[str] = None
|
|
2007
|
+
serialNumber: Optional[decimal.Decimal] = None
|
|
2008
|
+
deliveryType: Optional[decimal.Decimal] = None
|
|
2009
|
+
commodityType: Optional[str] = None
|
|
2010
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2011
|
+
weight: Optional[decimal.Decimal] = None
|
|
2012
|
+
|
|
2013
|
+
@dataclass(frozen=True)
|
|
2014
|
+
class SLBFee:
|
|
2015
|
+
"""Wrapped in <SLBFees>"""
|
|
2016
|
+
|
|
2017
|
+
accountId: Optional[str] = None
|
|
2018
|
+
acctAlias: Optional[str] = None
|
|
2019
|
+
model: Optional[str] = None
|
|
2020
|
+
currency: Optional[str] = None
|
|
2021
|
+
fxRateToBase: Optional[str] = None
|
|
2022
|
+
assetCategory: Optional[str] = None
|
|
2023
|
+
symbol: Optional[str] = None
|
|
2024
|
+
description: Optional[str] = None
|
|
2025
|
+
conid: Optional[str] = None
|
|
2026
|
+
securityID: Optional[str] = None
|
|
2027
|
+
securityIDType: Optional[str] = None
|
|
2028
|
+
cusip: Optional[str] = None
|
|
2029
|
+
isin: Optional[str] = None
|
|
2030
|
+
listingExchange: Optional[str] = None
|
|
2031
|
+
underlyingConid: Optional[str] = None
|
|
2032
|
+
underlyingSymbol: Optional[str] = None
|
|
2033
|
+
underlyingSecurityID: Optional[str] = None
|
|
2034
|
+
underlyingListingExchange: Optional[str] = None
|
|
2035
|
+
issuer: Optional[str] = None
|
|
2036
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2037
|
+
strike: Optional[decimal.Decimal] = None
|
|
2038
|
+
expiry: Optional[datetime.date] = None
|
|
2039
|
+
putCall: Optional[enums.PutCall] = None
|
|
2040
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2041
|
+
valueDate: Optional[datetime.date] = None
|
|
2042
|
+
startDate: Optional[datetime.date] = None
|
|
2043
|
+
type: Optional[str] = None # FIXME
|
|
2044
|
+
exchange: Optional[str] = None
|
|
2045
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2046
|
+
collateralAmount: Optional[decimal.Decimal] = None
|
|
2047
|
+
feeRate: Optional[decimal.Decimal] = None
|
|
2048
|
+
fee: Optional[decimal.Decimal] = None
|
|
2049
|
+
carryCharge: Optional[decimal.Decimal] = None
|
|
2050
|
+
ticketCharge: Optional[decimal.Decimal] = None
|
|
2051
|
+
totalCharges: Optional[decimal.Decimal] = None
|
|
2052
|
+
marketFeeRate: Optional[decimal.Decimal] = None
|
|
2053
|
+
grossLendFee: Optional[decimal.Decimal] = None
|
|
2054
|
+
netLendFeeRate: Optional[decimal.Decimal] = None
|
|
2055
|
+
netLendFee: Optional[decimal.Decimal] = None
|
|
2056
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2057
|
+
fromAcct: Optional[str] = None
|
|
2058
|
+
toAcct: Optional[str] = None
|
|
2059
|
+
subCategory: Optional[str] = None
|
|
2060
|
+
figi: Optional[str] = None
|
|
2061
|
+
issuerCountryCode: Optional[str] = None
|
|
2062
|
+
uniqueID: Optional[str] = None
|
|
2063
|
+
serialNumber: Optional[decimal.Decimal] = None
|
|
2064
|
+
deliveryType: Optional[decimal.Decimal] = None
|
|
2065
|
+
commodityType: Optional[str] = None
|
|
2066
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2067
|
+
weight: Optional[decimal.Decimal] = None
|
|
2068
|
+
|
|
2069
|
+
@dataclass(frozen=True)
|
|
2070
|
+
class Transfer(FlexElement):
|
|
2071
|
+
"""Wrapped in <Transfers>"""
|
|
2072
|
+
|
|
2073
|
+
type: Optional[enums.TransferType] = None
|
|
2074
|
+
direction: Optional[enums.InOut] = None
|
|
2075
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2076
|
+
subCategory: Optional[str] = None
|
|
2077
|
+
accountId: Optional[str] = None
|
|
2078
|
+
currency: Optional[str] = None
|
|
2079
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2080
|
+
symbol: Optional[str] = None
|
|
2081
|
+
description: Optional[str] = None
|
|
2082
|
+
conid: Optional[str] = None
|
|
2083
|
+
securityID: Optional[str] = None
|
|
2084
|
+
cusip: Optional[str] = None
|
|
2085
|
+
isin: Optional[str] = None
|
|
2086
|
+
listingExchange: Optional[str] = None
|
|
2087
|
+
underlyingSecurityID: Optional[str] = None
|
|
2088
|
+
underlyingListingExchange: Optional[str] = None
|
|
2089
|
+
reportDate: Optional[datetime.date] = None
|
|
2090
|
+
underlyingConid: Optional[str] = None
|
|
2091
|
+
date: Optional[datetime.date] = None
|
|
2092
|
+
dateTime: Optional[datetime.datetime] = None
|
|
2093
|
+
account: Optional[str] = None
|
|
2094
|
+
deliveringBroker: Optional[str] = None
|
|
2095
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2096
|
+
transferPrice: Optional[decimal.Decimal] = None
|
|
2097
|
+
positionAmount: Optional[decimal.Decimal] = None
|
|
2098
|
+
positionAmountInBase: Optional[decimal.Decimal] = None
|
|
2099
|
+
capitalGainsPnl: Optional[decimal.Decimal] = None
|
|
2100
|
+
cashTransfer: Optional[decimal.Decimal] = None
|
|
2101
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2102
|
+
clientReference: Optional[str] = None
|
|
2103
|
+
acctAlias: Optional[str] = None
|
|
2104
|
+
model: Optional[str] = None
|
|
2105
|
+
sedol: Optional[str] = None
|
|
2106
|
+
securityIDType: Optional[str] = None
|
|
2107
|
+
underlyingSymbol: Optional[str] = None
|
|
2108
|
+
issuer: Optional[str] = None
|
|
2109
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2110
|
+
strike: Optional[decimal.Decimal] = None
|
|
2111
|
+
expiry: Optional[datetime.date] = None
|
|
2112
|
+
putCall: Optional[enums.PutCall] = None
|
|
2113
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2114
|
+
company: Optional[str] = None
|
|
2115
|
+
accountName: Optional[str] = None
|
|
2116
|
+
pnlAmount: Optional[decimal.Decimal] = None
|
|
2117
|
+
pnlAmountInBase: Optional[decimal.Decimal] = None
|
|
2118
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
2119
|
+
transactionID: Optional[str] = None
|
|
2120
|
+
serialNumber: Optional[str] = None
|
|
2121
|
+
deliveryType: Optional[str] = None
|
|
2122
|
+
commodityType: Optional[str] = None
|
|
2123
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2124
|
+
weight: Optional[str] = None
|
|
2125
|
+
|
|
2126
|
+
|
|
2127
|
+
@dataclass(frozen=True)
|
|
2128
|
+
class UnsettledTransfer(FlexElement):
|
|
2129
|
+
"""Wrapped in <UnsettledTransfers>"""
|
|
2130
|
+
|
|
2131
|
+
direction: Optional[enums.ToFrom] = None
|
|
2132
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2133
|
+
accountId: Optional[str] = None
|
|
2134
|
+
currency: Optional[str] = None
|
|
2135
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2136
|
+
symbol: Optional[str] = None
|
|
2137
|
+
description: Optional[str] = None
|
|
2138
|
+
conid: Optional[str] = None
|
|
2139
|
+
securityID: Optional[str] = None
|
|
2140
|
+
cusip: Optional[str] = None
|
|
2141
|
+
isin: Optional[str] = None
|
|
2142
|
+
sedol: Optional[str] = None
|
|
2143
|
+
underlyingConid: Optional[str] = None
|
|
2144
|
+
stage: Optional[str] = None
|
|
2145
|
+
tradeDate: Optional[datetime.date] = None
|
|
2146
|
+
targetSettlement: Optional[datetime.date] = None
|
|
2147
|
+
contra: Optional[str] = None
|
|
2148
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2149
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
2150
|
+
tradeAmount: Optional[decimal.Decimal] = None
|
|
2151
|
+
tradeAmountInBase: Optional[decimal.Decimal] = None
|
|
2152
|
+
transactionID: Optional[str] = None
|
|
2153
|
+
|
|
2154
|
+
|
|
2155
|
+
@dataclass(frozen=True)
|
|
2156
|
+
class PriorPeriodPosition(FlexElement):
|
|
2157
|
+
"""Wrapped in <PriorPeriodPositions>"""
|
|
2158
|
+
|
|
2159
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2160
|
+
accountId: Optional[str] = None
|
|
2161
|
+
currency: Optional[str] = None
|
|
2162
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2163
|
+
symbol: Optional[str] = None
|
|
2164
|
+
description: Optional[str] = None
|
|
2165
|
+
conid: Optional[str] = None
|
|
2166
|
+
securityID: Optional[str] = None
|
|
2167
|
+
cusip: Optional[str] = None
|
|
2168
|
+
isin: Optional[str] = None
|
|
2169
|
+
listingExchange: Optional[str] = None
|
|
2170
|
+
underlyingConid: Optional[str] = None
|
|
2171
|
+
underlyingSecurityID: Optional[str] = None
|
|
2172
|
+
underlyingListingExchange: Optional[str] = None
|
|
2173
|
+
priorMtmPnl: Optional[decimal.Decimal] = None
|
|
2174
|
+
date: Optional[datetime.date] = None
|
|
2175
|
+
price: Optional[decimal.Decimal] = None
|
|
2176
|
+
acctAlias: Optional[str] = None
|
|
2177
|
+
model: Optional[str] = None
|
|
2178
|
+
sedol: Optional[str] = None
|
|
2179
|
+
securityIDType: Optional[str] = None
|
|
2180
|
+
underlyingSymbol: Optional[str] = None
|
|
2181
|
+
issuer: Optional[str] = None
|
|
2182
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2183
|
+
strike: Optional[decimal.Decimal] = None
|
|
2184
|
+
expiry: Optional[datetime.date] = None
|
|
2185
|
+
putCall: Optional[enums.PutCall] = None
|
|
2186
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2187
|
+
subCategory: Optional[str] = None
|
|
2188
|
+
figi: Optional[str] = None
|
|
2189
|
+
issuerCountryCode: Optional[str] = None
|
|
2190
|
+
serialNumber: Optional[decimal.Decimal] = None
|
|
2191
|
+
deliveryType: Optional[decimal.Decimal] = None
|
|
2192
|
+
commodityType: Optional[str] = None
|
|
2193
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2194
|
+
weight: Optional[decimal.Decimal] = None
|
|
2195
|
+
|
|
2196
|
+
@dataclass(frozen=True)
|
|
2197
|
+
class CorporateAction(FlexElement):
|
|
2198
|
+
"""Wrapped in <CorporateActions>"""
|
|
2199
|
+
|
|
2200
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2201
|
+
subCategory: Optional[str] = None
|
|
2202
|
+
accountId: Optional[str] = None
|
|
2203
|
+
currency: Optional[str] = None
|
|
2204
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2205
|
+
symbol: Optional[str] = None
|
|
2206
|
+
description: Optional[str] = None
|
|
2207
|
+
conid: Optional[str] = None
|
|
2208
|
+
securityID: Optional[str] = None
|
|
2209
|
+
cusip: Optional[str] = None
|
|
2210
|
+
isin: Optional[str] = None
|
|
2211
|
+
listingExchange: Optional[str] = None
|
|
2212
|
+
underlyingConid: Optional[str] = None
|
|
2213
|
+
underlyingSecurityID: Optional[str] = None
|
|
2214
|
+
underlyingListingExchange: Optional[str] = None
|
|
2215
|
+
actionID: Optional[str] = None
|
|
2216
|
+
actionDescription: Optional[str] = None
|
|
2217
|
+
dateTime: Optional[datetime.datetime] = None
|
|
2218
|
+
amount: Optional[decimal.Decimal] = None
|
|
2219
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2220
|
+
fifoPnlRealized: Optional[decimal.Decimal] = None
|
|
2221
|
+
capitalGainsPnl: Optional[decimal.Decimal] = None
|
|
2222
|
+
fxPnl: Optional[decimal.Decimal] = None
|
|
2223
|
+
mtmPnl: Optional[decimal.Decimal] = None
|
|
2224
|
+
# Effective 2010, CorporateAction has a `type` attribute
|
|
2225
|
+
type: Optional[enums.Reorg] = None
|
|
2226
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2227
|
+
sedol: Optional[str] = None
|
|
2228
|
+
acctAlias: Optional[str] = None
|
|
2229
|
+
model: Optional[str] = None
|
|
2230
|
+
securityIDType: Optional[str] = None
|
|
2231
|
+
underlyingSymbol: Optional[str] = None
|
|
2232
|
+
issuer: Optional[str] = None
|
|
2233
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2234
|
+
strike: Optional[decimal.Decimal] = None
|
|
2235
|
+
expiry: Optional[datetime.date] = None
|
|
2236
|
+
putCall: Optional[enums.PutCall] = None
|
|
2237
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2238
|
+
reportDate: Optional[datetime.date] = None
|
|
2239
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
2240
|
+
value: Optional[decimal.Decimal] = None
|
|
2241
|
+
transactionID: Optional[str] = None
|
|
2242
|
+
levelOfDetail: Optional[str] = None
|
|
2243
|
+
serialNumber: Optional[str] = None
|
|
2244
|
+
deliveryType: Optional[str] = None
|
|
2245
|
+
commodityType: Optional[str] = None
|
|
2246
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2247
|
+
weight: Optional[str] = None
|
|
2248
|
+
|
|
2249
|
+
|
|
2250
|
+
@dataclass(frozen=True)
|
|
2251
|
+
class FxTransaction(FlexElement):
|
|
2252
|
+
"""Wrapped in <FxTransactions>"""
|
|
2253
|
+
|
|
2254
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2255
|
+
accountId: Optional[str] = None
|
|
2256
|
+
functionalCurrency: Optional[str] = None
|
|
2257
|
+
fxCurrency: Optional[str] = None
|
|
2258
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2259
|
+
proceeds: Optional[decimal.Decimal] = None
|
|
2260
|
+
cost: Optional[decimal.Decimal] = None
|
|
2261
|
+
realizedPL: Optional[decimal.Decimal] = None
|
|
2262
|
+
activityDescription: Optional[str] = None
|
|
2263
|
+
dateTime: Optional[datetime.datetime] = None
|
|
2264
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2265
|
+
reportDate: Optional[datetime.date] = None
|
|
2266
|
+
acctAlias: Optional[str] = None
|
|
2267
|
+
model: Optional[str] = None
|
|
2268
|
+
levelOfDetail: Optional[str] = None
|
|
2269
|
+
|
|
2270
|
+
|
|
2271
|
+
@dataclass(frozen=True)
|
|
2272
|
+
class CashTransaction(FlexElement):
|
|
2273
|
+
"""Wrapped in <CashTransactions>"""
|
|
2274
|
+
|
|
2275
|
+
type: Optional[enums.CashAction] = None
|
|
2276
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2277
|
+
subCategory: Optional[str] = None
|
|
2278
|
+
accountId: Optional[str] = None
|
|
2279
|
+
currency: Optional[str] = None
|
|
2280
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2281
|
+
description: Optional[str] = None
|
|
2282
|
+
conid: Optional[str] = None
|
|
2283
|
+
securityID: Optional[str] = None
|
|
2284
|
+
cusip: Optional[str] = None
|
|
2285
|
+
isin: Optional[str] = None
|
|
2286
|
+
listingExchange: Optional[str] = None
|
|
2287
|
+
underlyingConid: Optional[str] = None
|
|
2288
|
+
underlyingSecurityID: Optional[str] = None
|
|
2289
|
+
underlyingListingExchange: Optional[str] = None
|
|
2290
|
+
amount: Optional[decimal.Decimal] = None
|
|
2291
|
+
dateTime: Optional[datetime.datetime] = None
|
|
2292
|
+
sedol: Optional[str] = None
|
|
2293
|
+
symbol: Optional[str] = None
|
|
2294
|
+
securityIDType: Optional[str] = None
|
|
2295
|
+
underlyingSymbol: Optional[str] = None
|
|
2296
|
+
issuer: Optional[str] = None
|
|
2297
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2298
|
+
strike: Optional[decimal.Decimal] = None
|
|
2299
|
+
expiry: Optional[datetime.date] = None
|
|
2300
|
+
putCall: Optional[enums.PutCall] = None
|
|
2301
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2302
|
+
tradeID: Optional[str] = None
|
|
2303
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2304
|
+
transactionID: Optional[str] = None
|
|
2305
|
+
reportDate: Optional[datetime.date] = None
|
|
2306
|
+
clientReference: Optional[str] = None
|
|
2307
|
+
settleDate: Optional[datetime.date] = None
|
|
2308
|
+
acctAlias: Optional[str] = None
|
|
2309
|
+
actionID: Optional[str] = None
|
|
2310
|
+
model: Optional[str] = None
|
|
2311
|
+
levelOfDetail: Optional[str] = None
|
|
2312
|
+
serialNumber: Optional[str] = None
|
|
2313
|
+
deliveryType: Optional[str] = None
|
|
2314
|
+
commodityType: Optional[str] = None
|
|
2315
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2316
|
+
weight: Optional[str] = None
|
|
2317
|
+
figi: Optional[str] = None
|
|
2318
|
+
issuerCountryCode: Optional[str] = None
|
|
2319
|
+
availableForTradingDate: Optional[datetime.datetime] = None
|
|
2320
|
+
exDate: Optional[datetime.datetime] = None
|
|
2321
|
+
|
|
2322
|
+
@dataclass(frozen=True)
|
|
2323
|
+
class DebitCardActivity(FlexElement):
|
|
2324
|
+
"""Wrapped in <DebitCardActivities>"""
|
|
2325
|
+
|
|
2326
|
+
accountId: Optional[str] = None
|
|
2327
|
+
acctAlias: Optional[str] = None
|
|
2328
|
+
currency: Optional[str] = None
|
|
2329
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2330
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2331
|
+
status: Optional[str] = None
|
|
2332
|
+
reportDate: Optional[datetime.date] = None
|
|
2333
|
+
postingDate: Optional[datetime.date] = None
|
|
2334
|
+
transactionDateTime: Optional[datetime.datetime] = None
|
|
2335
|
+
category: Optional[str] = None
|
|
2336
|
+
merchantNameLocation: Optional[str] = None
|
|
2337
|
+
amount: Optional[decimal.Decimal] = None
|
|
2338
|
+
model: Optional[str] = None
|
|
2339
|
+
|
|
2340
|
+
|
|
2341
|
+
@dataclass(frozen=True)
|
|
2342
|
+
class ChangeInDividendAccrual(FlexElement):
|
|
2343
|
+
"""Wrapped in <ChangeInDividendAccruals>"""
|
|
2344
|
+
|
|
2345
|
+
date: Optional[datetime.date] = None
|
|
2346
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2347
|
+
currency: Optional[str] = None
|
|
2348
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2349
|
+
accountId: Optional[str] = None
|
|
2350
|
+
symbol: Optional[str] = None
|
|
2351
|
+
description: Optional[str] = None
|
|
2352
|
+
conid: Optional[str] = None
|
|
2353
|
+
securityID: Optional[str] = None
|
|
2354
|
+
cusip: Optional[str] = None
|
|
2355
|
+
isin: Optional[str] = None
|
|
2356
|
+
sedol: Optional[str] = None
|
|
2357
|
+
listingExchange: Optional[str] = None
|
|
2358
|
+
underlyingSecurityID: Optional[str] = None
|
|
2359
|
+
underlyingListingExchange: Optional[str] = None
|
|
2360
|
+
reportDate: Optional[datetime.date] = None
|
|
2361
|
+
underlyingConid: Optional[str] = None
|
|
2362
|
+
exDate: Optional[datetime.date] = None
|
|
2363
|
+
payDate: Optional[datetime.date] = None
|
|
2364
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2365
|
+
tax: Optional[decimal.Decimal] = None
|
|
2366
|
+
fee: Optional[decimal.Decimal] = None
|
|
2367
|
+
grossRate: Optional[decimal.Decimal] = None
|
|
2368
|
+
grossAmount: Optional[decimal.Decimal] = None
|
|
2369
|
+
netAmount: Optional[decimal.Decimal] = None
|
|
2370
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2371
|
+
securityIDType: Optional[str] = None
|
|
2372
|
+
underlyingSymbol: Optional[str] = None
|
|
2373
|
+
issuer: Optional[str] = None
|
|
2374
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2375
|
+
strike: Optional[decimal.Decimal] = None
|
|
2376
|
+
expiry: Optional[datetime.date] = None
|
|
2377
|
+
putCall: Optional[enums.PutCall] = None
|
|
2378
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2379
|
+
fromAcct: Optional[str] = None
|
|
2380
|
+
toAcct: Optional[str] = None
|
|
2381
|
+
acctAlias: Optional[str] = None
|
|
2382
|
+
model: Optional[str] = None
|
|
2383
|
+
subCategory: Optional[str] = None
|
|
2384
|
+
figi: Optional[str] = None
|
|
2385
|
+
issuerCountryCode: Optional[str] = None
|
|
2386
|
+
actionID: Optional[decimal.Decimal] = None #unique numerical ID
|
|
2387
|
+
levelOfDetail: Optional[str] = None
|
|
2388
|
+
serialNumber: Optional[decimal.Decimal] = None
|
|
2389
|
+
deliveryType: Optional[decimal.Decimal] = None
|
|
2390
|
+
commodityType: Optional[str] = None
|
|
2391
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2392
|
+
weight: Optional[decimal.Decimal] = None
|
|
2393
|
+
|
|
2394
|
+
# Type alias to work around https://github.com/python/mypy/issues/1775
|
|
2395
|
+
_ChangeInDividendAccrual = ChangeInDividendAccrual
|
|
2396
|
+
|
|
2397
|
+
|
|
2398
|
+
@dataclass(frozen=True)
|
|
2399
|
+
class OpenDividendAccrual(FlexElement):
|
|
2400
|
+
"""Wrapped in <OpenDividendAccruals>"""
|
|
2401
|
+
|
|
2402
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2403
|
+
currency: Optional[str] = None
|
|
2404
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2405
|
+
accountId: Optional[str] = None
|
|
2406
|
+
symbol: Optional[str] = None
|
|
2407
|
+
description: Optional[str] = None
|
|
2408
|
+
conid: Optional[str] = None
|
|
2409
|
+
securityID: Optional[str] = None
|
|
2410
|
+
cusip: Optional[str] = None
|
|
2411
|
+
isin: Optional[str] = None
|
|
2412
|
+
listingExchange: Optional[str] = None
|
|
2413
|
+
underlyingConid: Optional[str] = None
|
|
2414
|
+
underlyingSecurityID: Optional[str] = None
|
|
2415
|
+
underlyingListingExchange: Optional[str] = None
|
|
2416
|
+
exDate: Optional[datetime.date] = None
|
|
2417
|
+
payDate: Optional[datetime.date] = None
|
|
2418
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2419
|
+
tax: Optional[decimal.Decimal] = None
|
|
2420
|
+
fee: Optional[decimal.Decimal] = None
|
|
2421
|
+
grossRate: Optional[decimal.Decimal] = None
|
|
2422
|
+
grossAmount: Optional[decimal.Decimal] = None
|
|
2423
|
+
netAmount: Optional[decimal.Decimal] = None
|
|
2424
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2425
|
+
sedol: Optional[str] = None
|
|
2426
|
+
securityIDType: Optional[str] = None
|
|
2427
|
+
underlyingSymbol: Optional[str] = None
|
|
2428
|
+
issuer: Optional[str] = None
|
|
2429
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2430
|
+
strike: Optional[decimal.Decimal] = None
|
|
2431
|
+
expiry: Optional[datetime.date] = None
|
|
2432
|
+
putCall: Optional[enums.PutCall] = None
|
|
2433
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2434
|
+
fromAcct: Optional[str] = None
|
|
2435
|
+
toAcct: Optional[str] = None
|
|
2436
|
+
acctAlias: Optional[str] = None
|
|
2437
|
+
model: Optional[str] = None
|
|
2438
|
+
serialNumber: Optional[str] = None
|
|
2439
|
+
deliveryType: Optional[str] = None
|
|
2440
|
+
commodityType: Optional[str] = None
|
|
2441
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2442
|
+
weight: Optional[str] = None
|
|
2443
|
+
|
|
2444
|
+
|
|
2445
|
+
@dataclass(frozen=True)
|
|
2446
|
+
class SecurityInfo(FlexElement):
|
|
2447
|
+
"""Wrapped in <SecuritiesInfo>"""
|
|
2448
|
+
|
|
2449
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2450
|
+
symbol: Optional[str] = None
|
|
2451
|
+
description: Optional[str] = None
|
|
2452
|
+
conid: Optional[str] = None
|
|
2453
|
+
securityID: Optional[str] = None
|
|
2454
|
+
cusip: Optional[str] = None
|
|
2455
|
+
isin: Optional[str] = None
|
|
2456
|
+
listingExchange: Optional[str] = None
|
|
2457
|
+
underlyingSecurityID: Optional[str] = None
|
|
2458
|
+
underlyingListingExchange: Optional[str] = None
|
|
2459
|
+
underlyingConid: Optional[str] = None
|
|
2460
|
+
underlyingCategory: Optional[str] = None
|
|
2461
|
+
subCategory: Optional[str] = None
|
|
2462
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2463
|
+
strike: Optional[decimal.Decimal] = None
|
|
2464
|
+
expiry: Optional[datetime.date] = None
|
|
2465
|
+
maturity: Optional[str] = None
|
|
2466
|
+
issueDate: Optional[datetime.date] = None
|
|
2467
|
+
type: Optional[str] = None
|
|
2468
|
+
sedol: Optional[str] = None
|
|
2469
|
+
securityIDType: Optional[str] = None
|
|
2470
|
+
underlyingSymbol: Optional[str] = None
|
|
2471
|
+
issuer: Optional[str] = None
|
|
2472
|
+
putCall: Optional[enums.PutCall] = None
|
|
2473
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2474
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2475
|
+
currency: Optional[str] = None
|
|
2476
|
+
settlementPolicyMethod: Optional[str] = None
|
|
2477
|
+
figi: Optional[str] = None
|
|
2478
|
+
issuerCountryCode: Optional[str] = None
|
|
2479
|
+
relatedTradeID: Optional[str] = None
|
|
2480
|
+
origTransactionID: Optional[str] = None
|
|
2481
|
+
relatedTransactionID: Optional[str] = None
|
|
2482
|
+
rtn: Optional[str] = None
|
|
2483
|
+
initialInvestment: Optional[decimal.Decimal] = None
|
|
2484
|
+
serialNumber: Optional[str] = None
|
|
2485
|
+
deliveryType: Optional[str] = None
|
|
2486
|
+
commodityType: Optional[str] = None
|
|
2487
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2488
|
+
weight: Optional[str] = None
|
|
2489
|
+
|
|
2490
|
+
|
|
2491
|
+
@dataclass(frozen=True)
|
|
2492
|
+
class ConversionRate(FlexElement):
|
|
2493
|
+
"""Wrapped in <ConversionRates>"""
|
|
2494
|
+
|
|
2495
|
+
reportDate: Optional[datetime.date] = None
|
|
2496
|
+
fromCurrency: Optional[str] = None
|
|
2497
|
+
toCurrency: Optional[str] = None
|
|
2498
|
+
rate: Optional[decimal.Decimal] = None
|
|
2499
|
+
|
|
2500
|
+
|
|
2501
|
+
@dataclass(frozen=True)
|
|
2502
|
+
class FIFOPerformanceSummaryUnderlying(FlexElement):
|
|
2503
|
+
accountId: Optional[str] = None
|
|
2504
|
+
acctAlias: Optional[str] = None
|
|
2505
|
+
model: Optional[str] = None
|
|
2506
|
+
listingExchange: Optional[str] = None
|
|
2507
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2508
|
+
symbol: Optional[str] = None
|
|
2509
|
+
description: Optional[str] = None
|
|
2510
|
+
conid: Optional[str] = None
|
|
2511
|
+
securityID: Optional[str] = None
|
|
2512
|
+
cusip: Optional[str] = None
|
|
2513
|
+
isin: Optional[str] = None
|
|
2514
|
+
underlyingConid: Optional[str] = None
|
|
2515
|
+
underlyingSecurityID: Optional[str] = None
|
|
2516
|
+
underlyingListingExchange: Optional[str] = None
|
|
2517
|
+
realizedSTProfit: Optional[decimal.Decimal] = None
|
|
2518
|
+
realizedSTLoss: Optional[decimal.Decimal] = None
|
|
2519
|
+
realizedLTProfit: Optional[decimal.Decimal] = None
|
|
2520
|
+
realizedLTLoss: Optional[decimal.Decimal] = None
|
|
2521
|
+
totalRealizedPnl: Optional[decimal.Decimal] = None
|
|
2522
|
+
unrealizedProfit: Optional[decimal.Decimal] = None
|
|
2523
|
+
unrealizedLoss: Optional[decimal.Decimal] = None
|
|
2524
|
+
totalUnrealizedPnl: Optional[decimal.Decimal] = None
|
|
2525
|
+
totalFifoPnl: Optional[decimal.Decimal] = None
|
|
2526
|
+
totalRealizedCapitalGainsPnl: Optional[decimal.Decimal] = None
|
|
2527
|
+
totalRealizedFxPnl: Optional[decimal.Decimal] = None
|
|
2528
|
+
totalUnrealizedCapitalGainsPnl: Optional[decimal.Decimal] = None
|
|
2529
|
+
totalUnrealizedFxPnl: Optional[decimal.Decimal] = None
|
|
2530
|
+
totalCapitalGainsPnl: Optional[decimal.Decimal] = None
|
|
2531
|
+
totalFxPnl: Optional[decimal.Decimal] = None
|
|
2532
|
+
transferredPnl: Optional[decimal.Decimal] = None
|
|
2533
|
+
transferredCapitalGainsPnl: Optional[decimal.Decimal] = None
|
|
2534
|
+
transferredFxPnl: Optional[decimal.Decimal] = None
|
|
2535
|
+
sedol: Optional[str] = None
|
|
2536
|
+
securityIDType: Optional[str] = None
|
|
2537
|
+
underlyingSymbol: Optional[str] = None
|
|
2538
|
+
issuer: Optional[str] = None
|
|
2539
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2540
|
+
strike: Optional[decimal.Decimal] = None
|
|
2541
|
+
expiry: Optional[datetime.date] = None
|
|
2542
|
+
putCall: Optional[enums.PutCall] = None
|
|
2543
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2544
|
+
reportDate: Optional[datetime.date] = None
|
|
2545
|
+
unrealizedSTProfit: Optional[decimal.Decimal] = None
|
|
2546
|
+
unrealizedSTLoss: Optional[decimal.Decimal] = None
|
|
2547
|
+
unrealizedLTProfit: Optional[decimal.Decimal] = None
|
|
2548
|
+
unrealizedLTLoss: Optional[decimal.Decimal] = None
|
|
2549
|
+
costAdj: Optional[decimal.Decimal] = None
|
|
2550
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2551
|
+
serialNumber: Optional[str] = None
|
|
2552
|
+
deliveryType: Optional[str] = None
|
|
2553
|
+
commodityType: Optional[str] = None
|
|
2554
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2555
|
+
weight: Optional[str] = None
|
|
2556
|
+
subCategory: Optional[str] = None
|
|
2557
|
+
figi: Optional[str] = None
|
|
2558
|
+
issuerCountryCode: Optional[str] = None
|
|
2559
|
+
|
|
2560
|
+
@dataclass(frozen=True)
|
|
2561
|
+
class NetStockPosition(FlexElement):
|
|
2562
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2563
|
+
accountId: Optional[str] = None
|
|
2564
|
+
acctAlias: Optional[str] = None
|
|
2565
|
+
model: Optional[str] = None
|
|
2566
|
+
currency: Optional[str] = None
|
|
2567
|
+
symbol: Optional[str] = None
|
|
2568
|
+
description: Optional[str] = None
|
|
2569
|
+
conid: Optional[str] = None
|
|
2570
|
+
securityID: Optional[str] = None
|
|
2571
|
+
securityIDType: Optional[str] = None
|
|
2572
|
+
cusip: Optional[str] = None
|
|
2573
|
+
isin: Optional[str] = None
|
|
2574
|
+
sedol: Optional[str] = None
|
|
2575
|
+
listingExchange: Optional[str] = None
|
|
2576
|
+
underlyingConid: Optional[str] = None
|
|
2577
|
+
underlyingSymbol: Optional[str] = None
|
|
2578
|
+
underlyingSecurityID: Optional[str] = None
|
|
2579
|
+
underlyingListingExchange: Optional[str] = None
|
|
2580
|
+
issuer: Optional[str] = None
|
|
2581
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2582
|
+
strike: Optional[decimal.Decimal] = None
|
|
2583
|
+
expiry: Optional[datetime.date] = None
|
|
2584
|
+
putCall: Optional[enums.PutCall] = None
|
|
2585
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2586
|
+
reportDate: Optional[datetime.date] = None
|
|
2587
|
+
sharesAtIb: Optional[decimal.Decimal] = None
|
|
2588
|
+
sharesBorrowed: Optional[decimal.Decimal] = None
|
|
2589
|
+
sharesLent: Optional[decimal.Decimal] = None
|
|
2590
|
+
netShares: Optional[decimal.Decimal] = None
|
|
2591
|
+
serialNumber: Optional[str] = None
|
|
2592
|
+
deliveryType: Optional[str] = None
|
|
2593
|
+
commodityType: Optional[str] = None
|
|
2594
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2595
|
+
weight: Optional[str] = None
|
|
2596
|
+
subCategory: Optional[str] = None
|
|
2597
|
+
figi: Optional[str] = None
|
|
2598
|
+
issuerCountryCode: Optional[str] = None
|
|
2599
|
+
|
|
2600
|
+
@dataclass(frozen=True)
|
|
2601
|
+
class ClientFee(FlexElement):
|
|
2602
|
+
accountId: Optional[str] = None
|
|
2603
|
+
acctAlias: Optional[str] = None
|
|
2604
|
+
model: Optional[str] = None
|
|
2605
|
+
currency: Optional[str] = None
|
|
2606
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2607
|
+
feeType: Optional[str] = None
|
|
2608
|
+
date: Optional[datetime.datetime] = None
|
|
2609
|
+
description: Optional[str] = None
|
|
2610
|
+
expenseIndicator: Optional[str] = None
|
|
2611
|
+
revenue: Optional[decimal.Decimal] = None
|
|
2612
|
+
expense: Optional[decimal.Decimal] = None
|
|
2613
|
+
net: Optional[decimal.Decimal] = None
|
|
2614
|
+
revenueInBase: Optional[decimal.Decimal] = None
|
|
2615
|
+
expenseInBase: Optional[decimal.Decimal] = None
|
|
2616
|
+
netInBase: Optional[decimal.Decimal] = None
|
|
2617
|
+
tradeID: Optional[str] = None
|
|
2618
|
+
execID: Optional[str] = None
|
|
2619
|
+
levelOfDetail: Optional[str] = None
|
|
2620
|
+
assetCategory: Optional[str] = None
|
|
2621
|
+
settleDate: Optional[str] = None
|
|
2622
|
+
buySell: Optional[str] = None
|
|
2623
|
+
quantity: Optional[str] = None
|
|
2624
|
+
tradePrice: Optional[str] = None
|
|
2625
|
+
proceeds: Optional[str] = None
|
|
2626
|
+
symbol: Optional[str] = None
|
|
2627
|
+
underlyingSymbol: Optional[str] = None
|
|
2628
|
+
multiplier: Optional[str] = None
|
|
2629
|
+
underlyingSecurityID: Optional[str] = None
|
|
2630
|
+
|
|
2631
|
+
|
|
2632
|
+
@dataclass(frozen=True)
|
|
2633
|
+
class ClientFeesDetail(FlexElement):
|
|
2634
|
+
accountId: Optional[str] = None
|
|
2635
|
+
acctAlias: Optional[str] = None
|
|
2636
|
+
model: Optional[str] = None
|
|
2637
|
+
currency: Optional[str] = None
|
|
2638
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2639
|
+
date: Optional[datetime.datetime] = None
|
|
2640
|
+
tradeID: Optional[str] = None
|
|
2641
|
+
execID: Optional[str] = None
|
|
2642
|
+
totalRevenue: Optional[decimal.Decimal] = None
|
|
2643
|
+
totalCommission: Optional[decimal.Decimal] = None
|
|
2644
|
+
brokerExecutionCharge: Optional[decimal.Decimal] = None
|
|
2645
|
+
clearingCharge: Optional[decimal.Decimal] = None
|
|
2646
|
+
thirdPartyExecutionCharge: Optional[decimal.Decimal] = None
|
|
2647
|
+
thirdPartyRegulatoryCharge: Optional[decimal.Decimal] = None
|
|
2648
|
+
regFINRATradingActivityFee: Optional[decimal.Decimal] = None
|
|
2649
|
+
regSection31TransactionFee: Optional[decimal.Decimal] = None
|
|
2650
|
+
regOther: Optional[decimal.Decimal] = None
|
|
2651
|
+
totalNet: Optional[decimal.Decimal] = None
|
|
2652
|
+
totalNetInBase: Optional[decimal.Decimal] = None
|
|
2653
|
+
levelOfDetail: Optional[str] = None
|
|
2654
|
+
other: Optional[decimal.Decimal] = None
|
|
2655
|
+
|
|
2656
|
+
|
|
2657
|
+
@dataclass(frozen=True)
|
|
2658
|
+
class TransactionTax(FlexElement):
|
|
2659
|
+
accountId: Optional[str] = None
|
|
2660
|
+
acctAlias: Optional[str] = None
|
|
2661
|
+
model: Optional[str] = None
|
|
2662
|
+
currency: Optional[str] = None
|
|
2663
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2664
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2665
|
+
symbol: Optional[str] = None
|
|
2666
|
+
description: Optional[str] = None
|
|
2667
|
+
conid: Optional[str] = None
|
|
2668
|
+
securityID: Optional[str] = None
|
|
2669
|
+
securityIDType: Optional[str] = None
|
|
2670
|
+
cusip: Optional[str] = None
|
|
2671
|
+
isin: Optional[str] = None
|
|
2672
|
+
listingExchange: Optional[str] = None
|
|
2673
|
+
underlyingConid: Optional[str] = None
|
|
2674
|
+
underlyingSecurityID: Optional[str] = None
|
|
2675
|
+
underlyingSymbol: Optional[str] = None
|
|
2676
|
+
underlyingListingExchange: Optional[str] = None
|
|
2677
|
+
issuer: Optional[str] = None
|
|
2678
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2679
|
+
strike: Optional[decimal.Decimal] = None
|
|
2680
|
+
expiry: Optional[datetime.date] = None
|
|
2681
|
+
putCall: Optional[enums.PutCall] = None
|
|
2682
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2683
|
+
date: Optional[datetime.datetime] = None
|
|
2684
|
+
taxDescription: Optional[str] = None
|
|
2685
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2686
|
+
reportDate: Optional[datetime.date] = None
|
|
2687
|
+
taxAmount: Optional[decimal.Decimal] = None
|
|
2688
|
+
tradeId: Optional[str] = None
|
|
2689
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
2690
|
+
source: Optional[str] = None
|
|
2691
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2692
|
+
levelOfDetail: Optional[str] = None
|
|
2693
|
+
|
|
2694
|
+
|
|
2695
|
+
@dataclass(frozen=True)
|
|
2696
|
+
class TransactionTaxDetail(FlexElement):
|
|
2697
|
+
accountId: Optional[str] = None
|
|
2698
|
+
acctAlias: Optional[str] = None
|
|
2699
|
+
model: Optional[str] = None
|
|
2700
|
+
currency: Optional[str] = None
|
|
2701
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2702
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2703
|
+
symbol: Optional[str] = None
|
|
2704
|
+
description: Optional[str] = None
|
|
2705
|
+
conid: Optional[str] = None
|
|
2706
|
+
securityID: Optional[str] = None
|
|
2707
|
+
securityIDType: Optional[str] = None
|
|
2708
|
+
cusip: Optional[str] = None
|
|
2709
|
+
isin: Optional[str] = None
|
|
2710
|
+
listingExchange: Optional[str] = None
|
|
2711
|
+
underlyingConid: Optional[str] = None
|
|
2712
|
+
underlyingSecurityID: Optional[str] = None
|
|
2713
|
+
underlyingSymbol: Optional[str] = None
|
|
2714
|
+
underlyingListingExchange: Optional[str] = None
|
|
2715
|
+
issuer: Optional[str] = None
|
|
2716
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2717
|
+
strike: Optional[decimal.Decimal] = None
|
|
2718
|
+
expiry: Optional[datetime.date] = None
|
|
2719
|
+
putCall: Optional[enums.PutCall] = None
|
|
2720
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2721
|
+
date: Optional[datetime.datetime] = None
|
|
2722
|
+
taxDescription: Optional[str] = None
|
|
2723
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2724
|
+
reportDate: Optional[datetime.date] = None
|
|
2725
|
+
taxAmount: Optional[decimal.Decimal] = None
|
|
2726
|
+
tradeId: Optional[str] = None
|
|
2727
|
+
tradePrice: Optional[decimal.Decimal] = None
|
|
2728
|
+
source: Optional[str] = None
|
|
2729
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2730
|
+
levelOfDetail: Optional[str] = None
|
|
2731
|
+
|
|
2732
|
+
|
|
2733
|
+
@dataclass(frozen=True)
|
|
2734
|
+
class SalesTax(FlexElement):
|
|
2735
|
+
accountId: Optional[str] = None
|
|
2736
|
+
acctAlias: Optional[str] = None
|
|
2737
|
+
model: Optional[str] = None
|
|
2738
|
+
currency: Optional[str] = None
|
|
2739
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2740
|
+
assetCategory: Optional[enums.AssetClass] = None
|
|
2741
|
+
subCategory: Optional[str] = None
|
|
2742
|
+
symbol: Optional[str] = None
|
|
2743
|
+
description: Optional[str] = None
|
|
2744
|
+
conid: Optional[str] = None
|
|
2745
|
+
securityID: Optional[str] = None
|
|
2746
|
+
securityIDType: Optional[str] = None
|
|
2747
|
+
cusip: Optional[str] = None
|
|
2748
|
+
isin: Optional[str] = None
|
|
2749
|
+
listingExchange: Optional[str] = None
|
|
2750
|
+
underlyingConid: Optional[str] = None
|
|
2751
|
+
underlyingSecurityID: Optional[str] = None
|
|
2752
|
+
underlyingSymbol: Optional[str] = None
|
|
2753
|
+
underlyingListingExchange: Optional[str] = None
|
|
2754
|
+
issuer: Optional[str] = None
|
|
2755
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2756
|
+
strike: Optional[decimal.Decimal] = None
|
|
2757
|
+
expiry: Optional[datetime.date] = None
|
|
2758
|
+
putCall: Optional[enums.PutCall] = None
|
|
2759
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2760
|
+
date: Optional[datetime.date] = None
|
|
2761
|
+
country: Optional[str] = None
|
|
2762
|
+
taxType: Optional[str] = None
|
|
2763
|
+
payer: Optional[str] = None
|
|
2764
|
+
taxableDescription: Optional[str] = None
|
|
2765
|
+
taxableAmount: Optional[decimal.Decimal] = None
|
|
2766
|
+
taxRate: Optional[decimal.Decimal] = None
|
|
2767
|
+
salesTax: Optional[decimal.Decimal] = None
|
|
2768
|
+
taxableTransactionID: Optional[str] = None
|
|
2769
|
+
transactionID: Optional[str] = None
|
|
2770
|
+
serialNumber: Optional[str] = None
|
|
2771
|
+
deliveryType: Optional[str] = None
|
|
2772
|
+
commodityType: Optional[str] = None
|
|
2773
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2774
|
+
weight: Optional[str] = None
|
|
2775
|
+
code: Tuple[enums.Code, ...] = ()
|
|
2776
|
+
|
|
2777
|
+
|
|
2778
|
+
@dataclass(frozen=True)
|
|
2779
|
+
class SLBOpenContract(FlexElement):
|
|
2780
|
+
accountId: Optional[str] = None
|
|
2781
|
+
acctAlias: Optional[str] = None
|
|
2782
|
+
model: Optional[str] = None
|
|
2783
|
+
currency: Optional[str] = None
|
|
2784
|
+
fxRateToBase: Optional[decimal.Decimal] = None
|
|
2785
|
+
description: Optional[str] = None
|
|
2786
|
+
conid: Optional[str] = None
|
|
2787
|
+
securityID: Optional[str] = None
|
|
2788
|
+
cusip: Optional[str] = None
|
|
2789
|
+
isin: Optional[str] = None
|
|
2790
|
+
assetCategory: Optional[str] = None
|
|
2791
|
+
subCategory: Optional[str] = None
|
|
2792
|
+
symbol: Optional[str] = None
|
|
2793
|
+
securityIDType: Optional[str] = None
|
|
2794
|
+
figi: Optional[str] = None
|
|
2795
|
+
listingExchange: Optional[str] = None
|
|
2796
|
+
underlyingConid: Optional[str] = None
|
|
2797
|
+
underlyingSymbol: Optional[str] = None
|
|
2798
|
+
underlyingSecurityID: Optional[str] = None
|
|
2799
|
+
underlyingListingExchange: Optional[str] = None
|
|
2800
|
+
issuer: Optional[str] = None
|
|
2801
|
+
issuerCountryCode: Optional[str] = None
|
|
2802
|
+
multiplier: Optional[decimal.Decimal] = None
|
|
2803
|
+
strike: Optional[decimal.Decimal] = None
|
|
2804
|
+
expiry: Optional[datetime.date] = None
|
|
2805
|
+
putCall: Optional[enums.PutCall] = None
|
|
2806
|
+
principalAdjustFactor: Optional[decimal.Decimal] = None
|
|
2807
|
+
date: Optional[datetime.date] = None
|
|
2808
|
+
type: Optional[str] = None
|
|
2809
|
+
slbTransactionId: Optional[str] = None
|
|
2810
|
+
exchange: Optional[str] = None
|
|
2811
|
+
quantity: Optional[decimal.Decimal] = None
|
|
2812
|
+
excessQuantity: Optional[decimal.Decimal] = None
|
|
2813
|
+
feeRate: Optional[decimal.Decimal] = None
|
|
2814
|
+
collateralAmount: Optional[decimal.Decimal] = None
|
|
2815
|
+
levelOfDetail: Optional[str] = None
|
|
2816
|
+
serialNumber: Optional[decimal.Decimal] = None
|
|
2817
|
+
deliveryType: Optional[decimal.Decimal] = None
|
|
2818
|
+
commodityType: Optional[str] = None
|
|
2819
|
+
fineness: Optional[decimal.Decimal] = None
|
|
2820
|
+
weight: Optional[decimal.Decimal] = None
|
|
2821
|
+
|
|
2822
|
+
# Type alias to work around https://github.com/python/mypy/issues/1775
|
|
2823
|
+
_ClientFeesDetail = ClientFeesDetail
|