Deal
The ‘Deal’ Table
The deal table contains the details of the responses from LPs to the fill requests sent. Each deal represents a portion of the original fill request, and multiple deals can be associated with a single leg. The deal table logs details like order ID, leg ID, deal ID, deal size, and price, along with other relevant details.
The details of each deal contribute to the final filled size and price of the leg when it’s closed. This granularity allows for precise tracking of order execution at the micro-level, offering valuable insights for order analysis.
| Attributes | Description |
|---|---|
| order | Unique order ID in the XCore system. |
| leg | Unique identifier for each part of an order when it’s divided for execution. |
| deal | Unique deal ID in the XCore system. |
| size | Confirmed deal size filled by the Liquidity Provider (LP). |
| price | Confirmed price at which the deal was filled by the LP. |
| markup | The difference in decimals between the client price and the LP price. |
| markup_lp | The difference in decimals between the LP price with markups and the raw price from the LP. |
| handicap_lp | Unused; stored as 0. |
| ordid | Order ID assigned by the LP, if any. |
| execid | Execution ID received from the LP. |
| valuedate | Value date received from the LP. |
| message | Message from the LP regarding cancelled or rejected deals. |
| milli | Time (epoch milliseconds) when XCore recorded the fill received from the LP. |
| micro | Microsecond counter (0–999999) when XCore recorded the fill, not part of the timestamp; use it to calculate the difference between two events (the counter restarts every second). |
| conv_usd | USD conversion rate at the time of the trade, against the traded symbol base currency. |
| conv_eur | EUR conversion rate at the time of the trade, against the traded symbol base currency. |
| conv | Connector Account’s currency conversion rate at the time of the trade, against the traded symbol base currency. |
| ccy | Currency of the Connector Account. |