Trades
What is a trade
A trade is an executed fill of an order.
Important behavior
- one order can create many trades (partial fills)
- avg price is computed from fills
- trade timestamps are broker-provided
Read trades
from tt_connect import TTConnect
config = {"api_key": "...", "access_token": "..."}
with TTConnect("zerodha", config) as broker:
trades = broker.get_trades()
for t in trades:
print(
t.order_id,
t.instrument.symbol,
t.side,
"qty=", t.qty,
"avg=", t.avg_price,
"value=", t.trade_value,
"ts=", t.timestamp,
)Usage
- use trades for execution reports
- reconcile trades with final order status
- one order may appear in multiple trade entries if partially filled