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Quantitative Finance · Begrippenlijst

Wat is Execution identifier?

Definition 17.2 Research, Data and Risk Platforms · Hoofdstuk 17 — Position and P&L Services

An execution identifier is the venue’s unique identifier of one execution (in the simulator, its match number with the order’s client identifier); it is what makes an execution reported by two sources, or twice by one, recognisably the same.

The position service. Executions arrive from the session and from the drop copy, busts and corrections from the venue; the service keeps executions, not positions, and computes every view from them; the clearing statement is the check at the end of the chain.
Figure 17.1. The position service. Executions arrive from the session and from the drop copy, busts and corrections from the venue; the service keeps executions, not positions, and computes every view from them; the clearing statement is the check at the end of the chain.
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