Trading

Trading activity in MarketGrid produces three fundamental artefacts;

Orders
Trades
InfoMessages

These artefacts are modelled in this section of the data model along with the supporting Entities for type and status to describe the current state of any particular Trading Entity.

Blotter →

Order →

An Order is the fundamental record of trading activity in the system.

OrderNotional →

An OrderNotional is the placeholder for holding notional order entries.

The Trade Entity stores all the information about a bargain that is recorded in MarketGrid. It consists of a reference to both the buy and the sell Orders that produced the Trade as well as details about the Trade itself, such as price and quantity.

Trade_children →

Working scratch for allocation to child trades from a parent.