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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
Column
Type
Description
Buy/Sell
Order Side
Symbol
Asset name
Description
Asset Description
Expiry
For Futures
ISIN
Asset ISIN
AssetClass
Asset Class
TradeDate
Time of send to market
SettleDateTarget
Time of execution in market (always equals to TradeDate)
CurrencyPrimary
Quote Currency
Quantity
Order size
TradePrice
Order Price
Amount
Order Monetary Value
CommissionCurrency
Commission Currency
Commission
Commission amount
TradeID
Id of Trade
Open/CloseIndicator
​
AccountId
Investor Account Id
AccountAlias
Investor Account Name
There are no rows in this table
⁠

trade_position

Contains the positions by asset at EOD.
trade_position
Column
Type
Description
CurrencyPrimary
Asset Currency
ISIN
Asset ISIN
Symbol
Asset Name
Description
Asset Description
MarkPrice
Asset Price
MarkPriceDate
Asset Price DateTime
AssetClass
Asset Type
AccountCurrency
Account Currency
MarkToMarket
Asset Price
Quantity
Position Size
AvgOpenPrice
Position Avg Open Price
FirstOpenDateTime
Position First Order
FifoPnlUnrealized
Position PnL
Commission
​
Swap
​
AccountId
Investor Account Id
AccountAlias
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
Column
Type
Description
CurrencyPrimary
Account Currency
AssetClass
DARWIN/MONEY
Symbol
Asset, if applicable
Description
Entry Description
Amount
​
Type
Entry Type
Darwin
Darwin Name, if applicable
AccountId
Investor Account Id
AccountAlias
Investor Account Name
There are no rows in this table
⁠

trade_swap_dividends

Swaps and Dividends charged for open positions.
trade_swap_dividends
Column
Type
Description
CurrencyPrimary
Account Currency
AssetClass
Asset Type
Symbol
Asset Name
Description
Asset Description
Amount
​
Type
Entry Type
AccountId
Investor Account Id
AccountAlias
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
Column
Type
Description
AccountCurrency
Account Currency
FromDate
Date and Time of Start of Day
ToDate
Date and Time of End of Day
StartingCash
Cash money at SoD
Deposit/Withdrawals
Deposits and WIthdrawals over Investor Account
Tax
Tax over Investor Account
Invested
Opened and Closed Investment over Darwins
PerformanceFees
PFees applied over Darwin Positions
ManagementFees
MFees applied over Darwin Positions
ClosedPnL
PnL of Closed Investment
Rebates
No Applied
EndingCash
Cash money at EoD
AccountId
Investor Account Id
AccountAlias
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
Column
Type
Description
Buy/Sell
Order Side
TradeDate
Time of order execution
Currency
Account Currency
Volume
Order Volume
Price
Order Darwin Quote
Profit
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
Column
Type
Description
Darwin
Darwin Name
Volume
Total Volume of Exposition in Darwin (Sum all Buy Orders)
High Watermark
Last HighWatermark in Darwin
FifoPnlUnrealized
Total PnL in Darwin
Estimated Performance Fees
% 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
Column
Type
Description
AccountCurrency
Account Currency
FromDate
Date and Time of Start of Day
ToDate
Date and Time of End of Day
StartingCash
Cash money at SoD
Deposit/Withdrawals
Deposits and WIthdrawals over Investor Account
Tax
Tax and Dividends over Investor Account
Invested
Opened and Closed Investment over Darwins
PerformanceFees
PFees applied over Darwin Positions
ManagementFees
MFees applied over Darwin Positions
ClosedPnL
PnL of Closed Investment
Rebates
No Applied
EndingCash
Cash money at EoD
AccountId
Investor Account Id
AccountAlias
Investor Account Name
There are no rows in this table
⁠

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