EMSX History Request¶

EMSX history service provides individual fill information via request/response service. The service name is //blp/emsx.history for production and //blp/emsx.history.uat for test environment.

Important

This service should not be used as a replacement for route subscription service to capture fills information in real-time. Anyone found to abuse the service by making constant calls to the history service will be shutdown permanently by Bloomberg.

A UUID’s fills are only available if any of the following criteria are met:

The user has at least one Export Fill profile in EMSI<GO>, or
The user belongs to a team that is setup for team fill export, or
The user is an EMSX API user and has EMSX API access turned on in EMSS<GO> setting.

Unlike the EMSX API service //blp/emapisvc and //blp/emapisvc_beta, the history service supports PARTIAL_RESPONSE events. The PARTIAL_RESPONSE event messages will return messages that are a subset of the information.

The EMSX history service goes back up to 30 days in history.

Note

Please note this service will not be available as part of //blp/emapisvc or //blp/emapisvc_beta service.

Unlike the //blp/emapisvc and //blp/emapisvc_beta service, //blp/emsx.history and //blp/emsx.history.uat service uses semi-camel character for the element names.

Important

Please note that the timezone of this service will always be in US EST timezone for the fills regardless of the TZDF setting for the UUID.

Please note that EMSX History should never be used as a replacement for route subscription for real-time fills and updates to routes.

Element	Description
`Account`	Trading account used in EMSX<GO>
`Amount`	Total quantity of the order
`AssetClass`	Asset class of the order
`BasketId`	ID of the basket
`BasketName`	Name of the basket
`BBGID`	BBGID field
`BlockId`	Block ID
`Broker`	Executing broker name
`BrokerExceId`	Broker Execution ID
`BrokerOrderId`	Broker Order ID
`ClearingAccount`	Clearing account detail
`ClearingFirm`	Clearing firm detail
`ContractExpDate`	Contract expiration date
`CorrectedFillId`	Corrected fill ID
`Currency`	Currency
`Cusip`	CUSIP
`DateTimeOfFill`	Date and time of the fill
`Exchange`	Exchange details
`ExecPrevSeqNo`	Previous sequence number of execution
`ExecType`	Execution type details (FILL,CANCEL,CORRECT and DFD)
`ExecutingBroker`	Executing broker details
`FillId`	ID of the fill
`FillPrice`	Price of the fill
`FillShares`	Number of share of the fill
`InvestorID`	Investor ID detail
`IsCfd`	CFD flag
`Isin`	ISIN detail
`IsLeg`	Is leg
`LastCapacity`	Last capacity field in EMSX<GO>
`LastMarket`	Last market detail
`LimitPrice`	Limit price detail
`Liquidity`	Last liquidity indicator 1,2,3,M,T,A [definition].
`LocalExchangeSymbol`	Local exchange symbol
`LocateBroker`	Locate broker detail
`LocateId`	Locate ID
`LocateRequired`	Flag to indicate whether or not short locate is required
`MifidAggrFlag`	Aggregation flag for MiFID II
`MifidBuysideLei`	Legal entity identifier in MiFID II for the buy-side
`MifidGpi`	Global personal identifier in MiFID II
`MifidIsSi`	Flag to indiciate systematic internalizer in MiFID II
`MifidSellsideApaMic`	Sell-side Approved Publication Arrangment (APA) Market Identifier Code (MIC)
`MifidSellsideLei`	Legal entity identifier in MiFID II for the sell-side
`MifidSellsideOtcFlag`	Sell-side OTC flag
`MifidSellsideSiMic`	Sell-side systematic internalizer MIC
`MifidSellsideTri`
`MifidSellsideTriMic`
`MifidSellsideWaiverFlag`	Sell-side waiver flag for MiFID II
`MifidTradeInstr`	Trade instruction for MiFID II
`Mpid`
`MultilegId`	Multileg ID
`NyOrderCreateAsOfDateTime`	NY order create as of datetime
`NyTranCreateAsOfDateTime`	NY transaction create as of datetime
`OCCSymbol`	OCC symbol
`OrderExecutionInstruction`	Order execution instruction detail
`OrderHandlingInstruction`	Order handling instruction detail
`OrderId`	Order ID
`OrderInstruction`	Order instruction detail
`OrderOrigin`	Order origin detail
`OrderReferenceId`	Order reference ID detail
`OriginatingTraderUuid`	UUID of the originating trader
`ReroutedBroker`	Rerouted broker details
`RouteCommissionAmount`	Commission amount of the route
`RouteCommissionRate`	Commission rate of the route
`RouteExecutionInstruction`	Route execution instruction
`RouteHandlingInstruction`	Route handling instruction
`RouteId`	Route ID
`RouteNetMoney`	Route net money
`RouteNotes`	Route instructions
`RouteShares`	Route shares
`SecurityName`	Security name detail
`Sedol`	SEDOL
`SettlementDate`	Settlement date detail
`Side`	Side
`StopPrice`	Stop Price
`StrategyType`	Strategy Type
`Ticker`	Ticker
`TIF`	Time in Force
`TraderName`	Name of the trader
`TraderUuid`	Bloomberg UUID of the trader
`Type`	Order type
`UserCommissionAmount`	User commission amount
`UserCommissionRate`	User commission rate
`UserFees`	User fee detail
`UserNetMoney`	User net money detail
`YellowKey`	Bloomberg yellow key field detail

Full code sample:-

EMSX History cpp	EMSX History cs	EMSX History vba
EMSX History java	EMSX History py

Hint

Please right click on the top code sample link to open in a new tab.

Specify service name and host/port :-

d_service="//blp/emsx.history.uat"
d_host="localhost"
d_port=8194
bEnd=False

Connect and create a session object:-

class SessionEventHandler():

    def processEvent(self, event, session):
        try:
            if event.eventType() == blpapi.Event.SESSION_STATUS:
                self.processSessionStatusEvent(event,session)

            elif event.eventType() == blpapi.Event.SERVICE_STATUS:
                self.processServiceStatusEvent(event,session)

            elif event.eventType() == blpapi.Event.RESPONSE or event.eventType() == blpapi.Event.PARTIAL_RESPONSE:
                self.processResponseEvent(event)

            else:
                self.processMiscEvents(event)

        except blpapi.Exception as e:
            print "Exception:  %s" % e.description()
        return False

Set elements (e.g. UUID, team name, and Date/Time range):-

service = session.getService(d_service)

request = service.createRequest("GetFills")

request.set("FromDateTime", "2017-02-08T00:00:00.000+00:00")
request.set("ToDateTime", "2017-02-11T23:59:00.000+00:00")

scope = request.getElement("Scope")

#scope.setChoice("Team")
#scope.setChoice("TradingSystem")
scope.setChoice("Uuids")

#scope.setElement("Team", "TEAM1")
#scope.setElement("TradingSystem",false)

scope.getElement("Uuids").appendValue(8049857)

'''
scope.getElement("Uuids").appendValue(14348220);
scope.getElement("Uuids").appendValue(8639067);
scope.getElement("Uuids").appendValue(4674574);
'''

Process response events:-

def processResponseEvent(self, event):
    print "Processing RESPONSE event"

    for msg in event:

        if msg.correlationIds()[0].value() == self.requestID.value():
            print "MESSAGE TYPE: %s" % msg.messageType()

            if msg.messageType() == ERROR_INFO:
                errorCode = msg.getElementAsInteger("ERROR_CODE")
                errorMessage = msg.getElementAsString("ERROR_MESSAGE")
                print "ERROR CODE: %d\tERROR MESSAGE: %s" % (errorCode,errorMessage)
            elif msg.messageType() == GET_FILLS_RESPONSE:

Output:-

C:\Users\_scripts>py -3 EMSXHistory.py
Bloomberg - EMSX API Example - EMSXHistory
Connecting to localhost:8194
Processing SESSION_STATUS event
SessionConnectionUp = {
        server = "localhost:8194"
        encryptionStatus = "Clear"
}

Processing SESSION_STATUS event
Session started...
Processing SERVICE_STATUS event
Service opened...
Request: GetFills = {
        FromDateTime = 2019-10-01T00:00:00.000+00:00
        ToDateTime = 2020-01-13T23:59:00.000+00:00
        Scope = {
                Uuids[] = {
                        12345678
                }
        }
}

Processing RESPONSE event
MESSAGE TYPE: GetFillsResponse
Date: 2019-12-12T11:35:02.674-05:00
Fill ID: 3      OrderId: 4733965        RouteId: 1
Ticker: FB      Asset Class: Equity     Yellow Key: Equity
Shares: 50      Price: 202.240000       Broker: BMTB    CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 10112
Basket ID: 0    Currency: USD   Multileg ID:
Account: testAccount    LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2019-12-12T11:50:02.717-05:00
Fill ID: 4      OrderId: 4733965        RouteId: 1
Ticker: FB      Asset Class: Equity     Yellow Key: Equity
Shares: 50      Price: 202.240000       Broker: BMTB    CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 20224
Basket ID: 0    Currency: USD   Multileg ID:
Account: testAccount    LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2019-12-12T12:05:02.758-05:00
Fill ID: 5      OrderId: 4733965        RouteId: 1
Ticker: FB      Asset Class: Equity     Yellow Key: Equity
Shares: 50      Price: 202.240000       Broker: BMTB    CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 30336
Basket ID: 0    Currency: USD   Multileg ID:
Account: testAccount    LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2019-12-12T12:20:02.799-05:00
Fill ID: 6      OrderId: 4733965        RouteId: 1
Ticker: FB      Asset Class: Equity     Yellow Key: Equity
Shares: 50      Price: 202.240000       Broker: BMTB    CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 40448
Basket ID: 0    Currency: USD   Multileg ID:
Account: testAccount    LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2019-12-12T12:35:02.841-05:00
Fill ID: 7      OrderId: 4733965        RouteId: 1
Ticker: FB      Asset Class: Equity     Yellow Key: Equity
Shares: 50      Price: 202.240000       Broker: BMTB    CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 50560
Basket ID: 0    Currency: USD   Multileg ID:
Account: testAccount    LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2019-12-12T12:50:02.881-05:00
Fill ID: 8      OrderId: 4733965        RouteId: 1
Ticker: FB      Asset Class: Equity     Yellow Key: Equity
Shares: 50      Price: 202.240000       Broker: BMTB    CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 60672
Basket ID: 0    Currency: USD   Multileg ID:
Account: testAccount    LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2019-12-12T13:05:02.923-05:00
Fill ID: 9      OrderId: 4733965        RouteId: 1
Ticker: FB      Asset Class: Equity     Yellow Key: Equity
Shares: 50      Price: 202.240000       Broker: BMTB    CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 70784
Basket ID: 0    Currency: USD   Multileg ID:
Account: testAccount    LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2020-01-13T14:01:23.880-05:00
Fill ID: 11     OrderId: 4747927        RouteId: 2
Ticker: MSFT    Asset Class: Equity     Yellow Key: Equity
Shares: 20      Price: 161.330000       Broker: BB      CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 29039
Basket ID: 0    Currency: USD   Multileg ID:
Account:        LocateId:                       LocateBroker: False     OCCSymbol:
Date: 2020-01-13T14:01:53.882-05:00
Fill ID: 12     OrderId: 4747927        RouteId: 2
Ticker: MSFT    Asset Class: Equity     Yellow Key: Equity
Shares: 20      Price: 161.330000       Broker: BB      CFD: False
Commission: 0   Commission Rate: 0      Fees: 0 Net Money: 32266
Basket ID: 0    Currency: USD   Multileg ID:
Account:        LocateId:                       LocateBroker: False     OCCSymbol:
Processing SESSION_STATUS event
SessionConnectionDown = {
        server = "localhost:8194"
}

Processing SESSION_STATUS event
SessionTerminated = {
}

[definition]

1=Added, 2=Removed, 3=Routed out, M=Maker, T=Taker, R=Rerouted, A=Auction