Fetching trades
The list of trades can be filtered in two ways:
Filtering across TradeId's:
- ClientKey, FromDate and ToDate are mandatory
- AccountGroupKey and AccountKey are optional
Filtering for a specific TradeId:
- ClientKey, AccountKey and TradeId are mandatory
Getting the most out of the Trades resource
As mentioned the information is pretty straight forward. Below is just a list of suggestions for how the resource can be used.
- Note that each trade includes both an InstrumentSymbol and an UnderlyingInstrumentSymbol, this can be useful for grouping trades in options for futures on the same instrument.
- Note that we are always providing Commissions and BookedAmounts in USD in addition to the client and account currency. This makes it easier to evaluate absolute trade values across several clients and accounts.
Special Values
A number of fields on the Trades resource are values which are defined in other systems, and simply relayed through OpenAPI.
ToolId
This is an Id for the system within Saxo Bank, that generated the trade. You may use this information to gain some information about how the trade was originated.
A subset of the possible Id's are provided below. The list is not exhaustive, and will be expanded on an ongoing basis:
| ToolId | Origin | External Description |
|---|---|---|
| 10 | Saxo Bank | Corporate Action Tool |
| 11 | Saxo Bank | Trade Correction Tool |
| 12 | Saxo Bank | Position Correction Tool |
| 28 | Saxo Bank | UIC Position Move Tool |
| 37 | Client | Allocation Service |
| 40 | Client | OpenAPI |
CaEventTypeId
If the trade is the result of a corporate action, the CaEventTypeId will identify the type of the corporate action.
OpenAPI uses the same ids as are delivered through end of day files. You may find the complete list of event type ids and their meaning in the end of day file specification, under the section called 'CAEVENTTYPE'.
The end of day file documentation can be found here: https://www.developer.saxo/eod/eodfiles.
Bookings
Bookings represent changes to the monetary value a clients account.
Fetching Bookings
The list of bookings can be filtered in two ways:
Filtering across booking types:
- ClientKey, FromDate and ToDate are mandatory
- AccountGroupKey and AccountKey are optional
Filtering for a specific event booking criteria
- ClientKey, FilterType and FilterValue are mandatory. Possible filtervalues are "BkAmountId", "CaMasterRecordId", "RelatedTradeId", making it possible to find all bookings of a particular type or related to a specific corporate action or trade.
Aggregated Amounts
This is simply a summary over the record of detailed bookings.