Clear Street's trade file is a CSV file that contains post-trade details. This file is used by Clear Street to manage the life-cycle of all post-trade trading activity.
The trade file should be a CSV file with *.csv (lowercase) extension. The first row of the file must be the "header" row where you specify column names. Column names are case-insensitive, but we recommend you always use lowercase. Column ordering does not matter; you can specify the columns in the order you prefer.
Each row in the file represents a single trade. Columns that are unrecognized, or columns that might be conditionally unapplicable, are ignored. A trade has a type that dictates what columns apply to it. Columns that do not apply to a specific trade type are ignored. Therefore, you can provide all columns in your file, and selectively populate each column for a given row.
There are no hard requirements in regards to filename aside from the *.csv extension described above. Once a naming convention is chosen it should remain consistent and shouldn't be changed without explicit agreement from Clear Street. As a matter of best practice, the filename should indicate the source of the trades, the version number, and the date formatted as yyyymmdd. Additionally, _ is preferred to spaces in filenames. A good example of a filename would be abcfirm_trades_1_20200102.csv.
| Name | Type | Description | Example |
|---|---|---|---|
type |
string |
Trade type, either bilateral_trade, exchange_trade, allocation_trade, transfer_trade, or away_trade |
exchange_trade |
timestamp |
integer |
Timestamp of when the trade occurred in milliseconds since unix epoch | 1571408966810 |
client_trade_id |
string |
Your unique ID for this trade. Must be unique across days | T-50264430-bc41 |
date |
integer |
Trade date for the trade in YYYYMMDD format |
20200101 |
account_id |
integer |
Clear Street provided account_id the trade should be booked to | 999999 |
quantity |
numeric |
The quantity of the trade | 100 |
price |
numeric |
The price of the trade | 100.01 |
behalf_of_account_id |
integer |
Clear Street provided account_id if this trade is on behalf of another account | 23 |
behalf_of_entity_id |
integer |
[DEPRECATED (use behalf_of_account_id)] Clear Street provided entity_id if this trade is on behalf of another entity |
23 |
solicited |
bool |
True if this trade was solicited, false otherwise | false |
registered_rep |
string |
The registered rep on this trade | joe |
branch_office |
string |
The branch office for this trade | NY |
instrument.identifier |
string |
The identifier string, e.g. AAPL if identifier_type is ticker |
AAPL |
instrument.identifier_type |
string |
Identifier type, either ticker, cusip, isin or sedol |
ticker |
instrument.country |
string |
ISO 3166 alpha-3 country code where the instrument trades | USA |
instrument.currency |
string |
ISO 4217 alpha-3 currency code in which the instrument trades | USD |
side.direction |
string |
Either buy or sell |
buy |
side.qualifier |
string |
short to indicate if the trade is a short sale |
short |
side.position |
string |
Either open or close |
open |
settlement.currency |
string |
ISO 4217 alpha-3 currency code in which to settle this trade | USD |
settlement.date |
string |
Explicit settlement date for irregular-way settlement in YYYYMMDD foramt |
20200101 |
capacity |
string |
Either principal, agency, mixed, or riskless_principal |
mixed |
contra_mpid |
string |
Contra-party's MPID | CLST |
contra_clearing_num |
string |
Contra-party's clearing number (DTCC for equities) | 9100 |
contra_dtc_num |
string |
[DEPRECATED (use contra_clearing_num)] Contra-party's DTCC number |
9100 |
contra_side_qualifier |
string |
The side.qualifier of the target_account_id of an allocation or transfer trade |
short |
is_when_issued |
bool |
True if the trade should be considered as "when issued" | false |
exec_mpid |
string |
MPID for the executing party | CLST |
fees.commission |
string |
Commission charged or paid | 12.30 |
fixed_income.accrued_interest |
string |
for fixed income securities, the portion of a future interest payment that the buyer must pay the seller | 1100.50 |
fees.omit_sec |
bool |
True if SEC fees should not be applied | false |
fees.omit_taf |
bool |
True if TAF fees should not be applied | false |
locate.id |
string |
ID of the locate obtained for a short-sale | A234 |
locate.source |
string |
Identifies the firm supplying the locate (usually the MPID) | Z322 |
target_account_id |
integer |
Clear Street provided account_id that is the contra to this trade | 99999 |
mic |
string |
ISO 10383 Market Identifer Code for the exchange where this trade took place | XNYS |
order_id |
string |
The order id is to link all the executions in the avg price account to the allocation trade type | 13454 |
cancel_trade_id |
string |
The original trade_id this trade is replacing | 13454 |
This trade represents a trade between a trading entity and an exchange. For example, trading firm XYX buys 100 shares of AAPL directly on Nasdaq.
| Column | Required? | Default | Notes |
|---|---|---|---|
type |
Yes | ||
timestamp |
Yes | ||
client_trade_id |
Yes | ||
date |
Yes | ||
account_id |
Yes | ||
quantity |
Yes | ||
price |
Yes | ||
behalf_of_account_id |
No | null |
Preferred if the trade is done on behalf of a Clear Street account ID |
solicited |
No* | false |
Set the true if trade is solicited, otherwise not required |
registered_rep |
No | null |
|
branch_office |
No | null |
|
instrument.identifier |
Yes | ||
instrument.identifier_type |
Yes | ||
instrument.country |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
instrument.currency |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
side.direction |
Yes | ||
side.qualifier |
No* | null |
Set to short if short sale, otherwise not required |
side.position |
No* | null |
Required for Options Trades, indicates opening or closing transaction |
settlement.currency |
No | USD |
|
settlement.date |
No | null |
|
capacity |
Yes | ||
mic |
Yes | ||
exec_mpid |
Yes | ||
is_when_issued |
No | false |
|
fees.commission |
No | null |
|
fees.omit_sec |
No | false |
|
fees.omit_taf |
No | false |
|
locate.id |
No | null |
|
locate.source |
No | null |
|
order_id |
No | null |
Links executions in avg price account to allocation trade type |
cancel_trade_id |
No | null |
Straight cancel vs a correction of a trade from one account into another account |
This trade represents a trade between two trading entities. For example, trading firm XYZ buys 100 share of AAPL from trading firm ABC.
| Column | Required? | Default | Notes |
|---|---|---|---|
type |
Yes | ||
timestamp |
Yes | ||
client_trade_id |
Yes | ||
date |
Yes | ||
account_id |
Yes | ||
quantity |
Yes | ||
price |
Yes | ||
behalf_of_account_id |
No | null |
Preferred if the trade is done on behalf of a Clear Street account |
solicited |
No* | false |
Set the true if trade is solicited, otherwise not required |
registered_rep |
No | null |
|
branch_office |
No | null |
|
instrument.identifier |
Yes | ||
instrument.identifier_type |
Yes | ||
instrument.country |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
instrument.currency |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
side.direction |
Yes | ||
side.qualifier |
No* | null |
Set to short if short sale, otherwise not required |
side.position |
No* | null |
Required for Options Trades, indicates opening or closing transaction |
settlement.currency |
No | USD |
|
settlement.date |
No | null |
|
capacity |
Yes | ||
contra_mpid |
Yes | ||
contra_clearing_num |
No | Derived Value | If not supplied the value will be derived from an internal MPID to clearing number mapping |
is_when_issued |
No | false |
|
exec_mpid |
Yes | ||
fees.commission |
No | null |
|
fees.omit_sec |
No | false |
|
fees.omit_taf |
No | false |
|
fixed_income.accrued_interest |
No | Null |
1100.50 |
locate.id |
No | null |
|
locate.source |
No | null |
|
order_id |
No | null |
Links executions in avg price account to allocation trade type |
cancel_trade_id |
No | null |
Straight cancel vs a correction of a trade from one account into another account |
last_market |
No | null |
Contains the exchange where orders were routed to by broker on a bilateral trade |
nscc_clearing |
No | null |
Bilateral trade type, either contra, agu, qsr, corr, corr_fees or null |
This trade type is used to facilitate average-price workflows, i.e. averaging many trades for a customer and allocating it to them as a single trade.
| Column | Required? | Default | Notes |
|---|---|---|---|
type |
Yes | ||
timestamp |
Yes | ||
client_trade_id |
Yes | ||
date |
Yes | ||
account_id |
Yes | ||
quantity |
Yes | ||
price |
Yes | ||
behalf_of_account_id |
No | null |
|
solicited |
No* | false |
Set the true if trade is solicited, otherwise not required |
registered_rep |
No | null |
|
branch_office |
No | null |
|
instrument.identifier |
Yes | ||
instrument.identifier_type |
Yes | ||
instrument.country |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
instrument.currency |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
side.direction |
Yes | ||
side.qualifier |
No | null |
|
side.position |
No* | null |
Required for Options Trades, indicates opening or closing transaction |
settlement.currency |
No | USD |
|
settlement.date |
No | null |
|
target_account_id |
Yes | ||
capacity |
Yes | ||
is_when_issued |
No | false |
|
exec_mpid |
No* | null |
If allocating an away execution to Clear Street, enter the executing broker here. Otherwise, not required |
contra_side_qualifier |
No* | null |
Set to short if customer short sale, otherwise not required |
fees.commission |
No | null |
|
fees.omit_sec |
No | false |
|
fees.omit_taf |
No | false |
|
order_id |
No | null |
Links executions in avg price account to allocation trade type |
cancel_trade_id |
No | null |
Straight cancel vs a correction of a trade from one account into another account |
This trade type is to facilitate trade movement between Clear Street internal accounts. For example, trade movement from a proprietary account to an average price account.
| Column | Required? | Default | Notes |
|---|---|---|---|
type |
Yes | ||
timestamp |
Yes | ||
client_trade_id |
Yes | ||
date |
Yes | ||
account_id |
Yes | ||
quantity |
Yes | ||
price |
Yes | ||
behalf_of_account_id |
No | null |
|
solicited |
Yes | ||
registered_rep |
No | null |
|
branch_office |
No | null |
|
instrument.identifier |
Yes | ||
instrument.identifier_type |
Yes | ||
instrument.country |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
instrument.currency |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
side.direction |
Yes | ||
side.qualifier |
No* | null |
Set to short if short sale, otherwise not required |
side.position |
No* | null |
Required for Options Trades, indicates opening or closing transaction |
settlement.currency |
No | USD |
|
settlement.date |
No | null |
|
target_account_id |
Yes | ||
capacity |
Yes | ||
is_when_issued |
No | false |
|
contra_side_qualifier |
No* | null |
Set to short if contra short sale, otherwise not required |
fees.commission |
No | null |
|
fees.omit_sec |
No | false |
|
fees.omit_taf |
No | false |
|
cancel_trade_id |
No | null |
Straight cancel vs a correction of a trade from one account into another account |
This trade type allows customers to execute away from Clear Street. An example would be a customer executing at another broker/dealer but settling the trade at Clear Street.
| Column | Required? | Default | Notes |
|---|---|---|---|
type |
Yes | ||
client_trade_id |
Yes | ||
timestamp |
No | Derived Value | If not supplied the value will default to the time the trade is ingested into the back office |
date |
Yes | ||
account_id |
Yes | ||
quantity |
Yes | ||
price |
Yes | ||
behalf_of_account_id |
No | null |
|
registered_rep |
No | null |
|
branch_office |
No | null |
|
instrument.identifier |
Yes | ||
instrument.identifier_type |
Yes | ||
instrument.country |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
instrument.currency |
Yes* | Always required unless instrument.identifier_type is sedol (will be ignored in this case) |
|
side.direction |
Yes | ||
side.qualifier |
No* | null |
Set to short if short sale, otherwise not required |
side.position |
No* | null |
Required for Options Trades, indicates opening or closing transaction |
capacity |
Yes | ||
exec_mpid |
Yes | ||
contra_mpid |
Yes | ||
contra_clearing_num |
No | Derived Value | If not supplied the value will be derived from an internal MPID to clearing number mapping |
fees.commission |
No | null |
|
fixed_income.accrued_interest |
No | null |
|
cancel_trade_id |
No | null |
Straight cancel vs a correction of a trade from one account into another account |
By default, the trades provided in your file are trades you wish to insert into our systems. When you insert a trade into Clear Street, it is remembered forever with a (account_id, client_trade_id) pair. If you wish to cancel a trade, because perhaps your provided incorrect details, then you only need to provide us a file that contains the (account_id, client_trade_id) pair at a minimum.
Therefore, to cancel all trades in a file, you can provide us the same exact file you used to insert the trades. Or you can construct a new file that contains just the account_id and client_trade_id columns.