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Investor Report

All files contain the information associated with the last day, starting the day on the market open time in New York. In summer time the day starts at 21:00 UTC, so the file for the 2022-09-06 included the data between 2022-09-05 21:00:00 UTC and 2022-09-06 21:00:00 UTC. This time changes to 22:00 UTC in winter time.
This report have 7 files and one optional file.

trade_blotter

Contains orders executed in the day by Asset.
trade_blotter
0
Column
Type
Description
1
Buy/Sell
BUY/SELL
Order Side
2
Symbol
String
Asset name
3
Description
String
Asset Description
4
Expiry
DateTime
For Futures
5
ISIN
String
Asset ISIN
6
AssetClass
String
Asset Class
7
TradeDate
DateTime
Time of send to market
8
SettleDateTarget
DateTime
Time of execution in market (always equals to TradeDate)
9
CurrencyPrimary
String
Quote Currency
10
Quantity
Number
Order size
11
TradePrice
Number
Order Price
12
Amount
Number
Order Monetary Value
13
CommissionCurrency
String
Commission Currency
14
Commission
Number
Commission amount
15
TradeID
Number
Id of Trade
16
Open/CloseIndicator
O/C
​
17
AccountId
Number
Investor Account Id
18
AccountAlias
String
Investor Account Name
There are no rows in this table
⁠

trade_position

Contains the positions by asset at EOD.
trade_position
0
Column
Type
Description
1
CurrencyPrimary
String
Asset Currency
2
ISIN
String
Asset ISIN
3
Symbol
String
Asset Name
4
Description
String
Asset Description
5
MarkPrice
Number
Asset Price
6
MarkPriceDate
DateTime
Asset Price DateTime
7
AssetClass
String
Asset Type
8
AccountCurrency
String
Account Currency
9
MarkToMarket
Number
Asset Price
10
Quantity
Number
Position Size
11
AvgOpenPrice
Number
Position Avg Open Price
12
FirstOpenDateTime
Number
Position First Order
13
FifoPnlUnrealized
Number
Position PnL
14
Commission
Number
​
15
Swap
Number
​
16
AccountId
Number
Investor Account Id
17
AccountAlias
String
Investor Account Name
There are no rows in this table
⁠

trade_cash

Money movements charged to the account: Performance Fees, Management Fees or Rebates.
trade_cash
0
Column
Type
Description
1
CurrencyPrimary
String
Account Currency
2
AssetClass
String
DARWIN/MONEY
3
Symbol
String
Asset, if applicable
4
Description
String
Entry Description
5
Amount
Number
​
6
Type
String
Entry Type
7
Darwin
String
Darwin Name, if applicable
8
AccountId
Number
Investor Account Id
9
AccountAlias
String
Investor Account Name
There are no rows in this table
⁠

trade_swap_dividends

Swaps and Dividends charged for open positions.
trade_swap_dividends
0
Column
Type
Description
1
CurrencyPrimary
String
Account Currency
2
AssetClass
String
Asset Type
3
Symbol
String
Asset Name
4
Description
String
Asset Description
5
Amount
Number
​
6
Type
String
Entry Type
7
AccountId
Number
Investor Account Id
8
AccountAlias
String
Investor Account Name
There are no rows in this table
⁠

balance

Money difference in the account between Start of Day and End of Day. This file just included closed charges, so it doesn't include open positions.
balance
0
Column
Type
Description
1
AccountCurrency
String
Account Currency
2
FromDate
DateTime
Date and Time of Start of Day
3
ToDate
DateTime
Date and Time of End of Day
4
StartingCash
Number
Cash money at SoD
5
Deposit/Withdrawals
Number
Deposits and WIthdrawals over Investor Account
6
Tax
Number
Tax over Investor Account
7
Invested
Number
Opened and Closed Investment over Darwins
8
PerformanceFees
Number
PFees applied over Darwin Positions
9
ManagementFees
Number
MFees applied over Darwin Positions
10
ClosedPnL
Number
PnL of Closed Investment
11
Rebates
Number
No Applied
12
EndingCash
Number
Cash money at EoD
13
AccountId
Number
Investor Account Id
14
AccountAlias
String
Investor Account Name
There are no rows in this table
⁠

darwin_trade_blotter

Contains all orders over Darwins executed in Day. For Close Orders (Sell Orders) the Profit it’s included.
This file is optional, only with previous request.
darwin_trade_blotter
0
Column
Type
Description
1
Buy/Sell
BUY/SELL
Order Side
2
TradeDate
DateTime
Time of order execution
3
Currency
String
Account Currency
4
Volume
Number
Order Volume
5
Price
Number
Order Darwin Quote
6
Profit
Number
If Sell, Trader Profit
There are no rows in this table
⁠

estimated_pfees

Contains an estimation of PerformanceFees that will be charge if all position would be closed in the day.
With this file we can check the position by Darwin with Volume + FifoPnlUnrealized.
estimated_pfees
0
Column
Type
Description
1
Darwin
String
Darwin Name
2
Volume
Number
Total Volume of Exposition in Darwin (Sum all Buy Orders)
3
High Watermark
Number
Last HighWatermark in Darwin
4
FifoPnlUnrealized
Number
Total PnL in Darwin
5
Estimated Performance Fees
Number
% of retention over PnL that is upper over High Watermark
There are no rows in this table
⁠

balance_history

This file contains the account balance for all days.
balance_history
0
Column
Type
Description
1
AccountCurrency
String
Account Currency
2
FromDate
DateTime
Date and Time of Start of Day
3
ToDate
DateTime
Date and Time of End of Day
4
StartingCash
Number
Cash money at SoD
5
Deposit/Withdrawals
Number
Deposits and WIthdrawals over Investor Account
6
Tax
Number
Tax and Dividends over Investor Account
7
Invested
Number
Opened and Closed Investment over Darwins
8
PerformanceFees
Number
PFees applied over Darwin Positions
9
ManagementFees
Number
MFees applied over Darwin Positions
10
ClosedPnL
Number
PnL of Closed Investment
11
Rebates
Number
No Applied
12
EndingCash
Number
Cash money at EoD
13
AccountId
Number
Investor Account Id
14
AccountAlias
String
Investor Account Name
There are no rows in this table
⁠

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