trade Struct Reference

Trade capturing FpML Trade Header properties. More...

#include <trade.hpp>

Collaboration diagram for trade:

Public Attributes
int	version = 0
	Version number for optimistic locking and change tracking.
utility::uuid::tenant_id	tenant_id = utility::uuid::tenant_id::system()
	Tenant identifier for multi-tenancy isolation.
boost::uuids::uuid	id
	UUID uniquely identifying this trade.
boost::uuids::uuid	party_id
	Party that owns this trade.
std::string	external_id
	Optional external trade identifier.
boost::uuids::uuid	book_id
	Book that owns this trade.
boost::uuids::uuid	portfolio_id
	Portfolio this trade belongs to.
std::optional< boost::uuids::uuid >	successor_trade_id
	UUID of the trade that replaced this one (e.g., after novation).
std::optional< boost::uuids::uuid >	counterparty_id
	Counterparty for this trade.
std::string	trade_type
	ORE instrument type code (e.g. Swap, FxForward, CapFloor).
std::string	netting_set_id
	Netting set identifier for ORE aggregation.
std::string	activity_type_code
	Activity type code classifying this trade event.
boost::uuids::uuid	status_id
	Current FSM state for this trade (e.g. new, live, expired, cancelled).
std::string	trade_date
	Date the trade was agreed.
std::string	execution_timestamp
	Timestamp when the trade was executed (with timezone).
std::string	effective_date
	Date from which the trade is effective.
std::string	termination_date
	Date on which the trade matures or terminates.
std::string	modified_by
	Username of the person who last modified this trade.
std::string	performed_by
	Username of the account that performed this action.
std::string	change_reason_code
	Code identifying the reason for the change.
std::string	change_commentary
	Free-text commentary explaining the change.
std::chrono::system_clock::time_point	recorded_at
	Timestamp when this version of the record was recorded.

Detailed Description

Trade capturing FpML Trade Header properties.

Temporal trade record. Each lifecycle event (New, Amendment, Novation, etc.) creates a new temporal row for the same trade id. The internal party is derived from book_id via books.party_id.

Member Data Documentation

id

boost::uuids::uuid id

UUID uniquely identifying this trade.

Surrogate key for the trade record.

party_id

boost::uuids::uuid party_id

Party that owns this trade.

Denormalised from book_id by the DB trigger. Enforced by RLS.

external_id

std::string external_id

Optional external trade identifier.

e.g., UTI prefix or legacy system ID.

book_id

boost::uuids::uuid book_id

Book that owns this trade.

Soft FK to ores_refdata_books_tbl.

portfolio_id

boost::uuids::uuid portfolio_id

Portfolio this trade belongs to.

Soft FK to ores_refdata_portfolios_tbl.

successor_trade_id

std::optional<boost::uuids::uuid> successor_trade_id

UUID of the trade that replaced this one (e.g., after novation).

Self-referencing soft FK. Absent for active trades.

counterparty_id

std::optional<boost::uuids::uuid> counterparty_id

Counterparty for this trade.

Soft FK to ores_refdata_counterparties_tbl. Optional: some trades may not have a counterparty (e.g., internal transfers).

trade_type

std::string trade_type

ORE instrument type code (e.g. Swap, FxForward, CapFloor).

Soft FK to ores_trading_trade_types_tbl.

netting_set_id

std::string netting_set_id

Netting set identifier for ORE aggregation.

Groups trades under the same netting agreement.

activity_type_code

std::string activity_type_code

Activity type code classifying this trade event.

Soft FK to ores_trading_activity_types_tbl.

status_id

boost::uuids::uuid status_id

Current FSM state for this trade (e.g. new, live, expired, cancelled).

Soft FK to ores_dq_fsm_states_tbl.

trade_date

std::string trade_date

Date the trade was agreed.

ISO 8601 date: YYYY-MM-DD.

execution_timestamp

std::string execution_timestamp

Timestamp when the trade was executed (with timezone).

ISO 8601 timestamp: YYYY-MM-DD HH:MM:SS+TZ.

effective_date

std::string effective_date

Date from which the trade is effective.

ISO 8601 date: YYYY-MM-DD.

termination_date

std::string termination_date

Date on which the trade matures or terminates.

ISO 8601 date: YYYY-MM-DD.

change_reason_code

std::string change_reason_code

Code identifying the reason for the change.

References change_reasons table (soft FK).