APL |
Personal Trade Policy Report |
Personal Trade Policy Report
The private function DOWNEXETRADES is used to produce a comma-delimited file showing trade block and time stamp data each business day after market close. To run the function:
WHAT NEXT (japptst01) ? DOWNEXETRADES
318016 ACCOUNTS CURRENTLY ON FILE
SEARCH FOR WHAT? RR LT 99
215151 RECORDS FOUND
NEXT OPERATION (HIT RETURN WHEN DONE, OR TYPE HELP):
DOWNEXETRADES.CSV
Sample Report
| Data Element | Description |
|---|---|
| Commit ID | This is the CMTID field from the ALOCAT file. |
| Commit Date and Time | This is the COMMIT field from the ALOCAT file. |
| Execution ID | This is the Execution ID from the ntrade file. In the event the allocation for a given account was executed in pieces, this will be the Execution ID of the last partial execution piece. For mutual funds, this field will be blank. |
| Execution Date and Time | This is the Execution Date and Time from the ntrade file. In the event the allocation for a given account was executed in pieces, this will be the Execution Date and Time of the last partial execution piece. For mutual funds, this field will be blank. |
| Rep ID |
This is the FIRMID and BROKID fields in the INFODEX Broker Database appended together. The BROKS1 field in the INFODEX Account Database is the link to the SNAM in the INFODEX Broker Database. For example, for Acct 30007758, the BROKS1 value is A04403. Look up A04403 in the INFODEX Broker Database and see the brokers's name and RepID 010RI 000YJS… which is the FIRMID and BROKID fields from the INFODEX Broker Database appended together. |
| Account ID | This field is based on the Trading System variable trdacd (all underlined) which is set to DTCNO. If the trdacd variable is set to DTCNO, the function will look up the DTCNO1/2 values in EDAC and show them in the report. Similarly, if the trdacd variable is set to SNAM, the function will look up the SNAM values in EDAC and show them in the report. |
| Ticker | Based on the trade block in the ALOCAT file. |
| CUSIP | Based on the trade block in the ALOCAT file. |
| Trade Type | Based on the trade block in the ALOCAT file. Valid values are BUY, SELL, SHRTSL, SHRTCV. |
| Units | Based on the trade block in the ALOCAT file. This is the number of executed units. For mutual funds, this is the number of committed units. |
| Price |
Based on the ntrade files, except for mutual funds. In the event the allocation for a given account was executed in pieces, this will be the average price weighted by the number of shares in each execution piece. For mutual funds, this will be the commit price. |
| Partial Fill Indicator |
Based on the trade block in the ALOCAT file. If the allocation for a given account is fully executed, the value of this field will be F. Else, the value will be P. For mutual funds, the value will be F. The report calls out a partial fill only if the entire order was not executed. If lots of 200, 300, and 500 were executed on a 1,000 share order, this should be identified as “Filled” as all 1,000 shares were executed. If the 200 and 300 share lots executed and the 500 lot did not, then this is marked as “Partial.” |
| Block ID | Based on the trade block in the ALOCAT file. |