The book of record¶

The deployment's own record of positions, lots, breaks and figures. This is its data dictionary at contract v24: one entry for every field of its messages a plugin meets, saying what the field is for, what a value means and does not mean, what empty means, who fills it, its bounds and the operations a write must carry it on. Each entry is anchored by its name, the name a refusal's path resolves to and a declaration names, which never changes.

Its messages are declared in meridian/v1/book.proto. A field's entry is the same whatever carries it: a typed operation's parameters take the entries of the message they are made from.

Records¶

The messages this store keeps and answers.

Record	What it is
`BookPosition`	what an account holds of an instrument on one side, by the book's own record: settled, pending and its lots
`Lot`	one open lot of a position, its terms and what is left of it
`Break`	a difference between the book and the street, its cause and how it is handled
`AccountFigures`	an account's figures for a business date, per margin agreement, as reported
`AccountAttributes`	an account's attributes: its base currency, how lots are relieved and its standing opening balance
`Order`	an order: its identity, the fields each owner sets, its status folded from its journal, and on a read its placements, executions and charges (contract v22, W11.1, W11.2)
`Placement`	part of a released order at one connectivity plugin linked to the placing ems, and what the venue did with it (contract v22, W11.8, W11.10)
`Execution`	an execution, never edited: a bust or a correction is another, superseding it (contract v22, W11.11)
`Charge`	a fee with no fill on a placement, moving cash and counting toward no quantity (contract v22, W11.12)
`UnplacedFact`	a well-formed fact naming nothing the book holds, kept with its reason, never dropped (contract v22, W11.13)
`TradingInstruction`	a trading instruction in force, with its setter's level: a convention each plugin honours (contract v22, W11.15)
`Locate`	a locate the fund requested of its prime, the prime's answer and each use on it (contract v22, W11.18, W11.19)
`Booking`	a booking of an order's executions to their accounts, its allocations and its state folded from its journal (contract v24, W11.27 to W11.30)
`Allocation`	one account's part of a booking: its quantity, average price, gross, fees and net, and its intended settlement date (contract v24, W11.27)
`Alert`	a post-trade alert in an account's partition, raised, acknowledged or cleared, never deleted (contract v24, W11.34)
`SleeveCross`	a cross between two sleeves of one account, its tax and performance layers (contract v24, W11.33)

`BookPosition`¶

meridian.v1.BookPosition, a record.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`instrument_id`¶

identifier instrument · since v8 · stable

Names the instrument.

Means: the deployment's record for the instrument (W3): its own LCL- ID, or the INS- ID a record applied from the platform before v10 keeps; a currency's cash instrument included
Does not mean: a ticker or any other identifier: custody resolved it before it reached the street, and the book resolves nothing
Empty: never empty
Filled: as-reported, by operations

`side`¶

enum HoldingSide · since v8 · stable

Says which side of the instrument.

Means: long or short; a quantity on it is signed to match, negative short
Does not mean: the sign alone: a venue may report an account's long and short of one instrument at once
Empty: unspecified is refused
Filled: as-reported, by operations

Value	Means
`HOLDING_SIDE_UNSPECIFIED`	not said; refused by the book
`HOLDING_SIDE_LONG`	held long
`HOLDING_SIDE_SHORT`	held short

`trade_date_quantity`¶

Decimal · since v8 · stable

Says what the account holds on trade date.

Means: settled plus pending, by construction; plus the not-stated bucket where a v8 opening balance opened one
Does not mean: the custodian's quantity, which CustodialPosition says
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`settled_quantity`¶

Decimal · since v8 · stable

Says what of it has settled.

Means: the settled bucket
Does not mean: zero when unset: unset is unknown
Empty: unset only while some of the quantity is in the not-stated bucket a v8 opening balance opened
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

Changes: v9, clarified: v9 opens no not-stated quantity, so it is set on every position v9 records.

`not_stated_quantity`¶

Decimal · since v8 · stable · deprecated in v9

Deprecated in v9

the not-stated bucket is no longer opened: 0 on every position v9 records, kept on the wire until the next breaking version.

Says what the source did not state as settled or pending.

Means: the not-stated bucket, from a v8 opening balance whose source gave no settled quantity
Does not mean: pending
Empty: 0 when everything is stated, as on every position v9 records
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

Changes: v9, clarified: the bucket is no longer admitted, so it is 0 on every position v9 records.

`pending`¶

repeated message PendingSettlement · since v8 · stable

Lists what is pending by value date.

Means: each value date's quantity and its fail where reported
Does not mean: trades
Empty: empty when nothing is pending
Filled: derived, by bor

`lots`¶

repeated message Lot · since v8 · stable

Lists the open lots.

Means: the book's own lots, their open quantities summing to the trade-date quantity, the account's base currency excepted; from v24 a currency other than the base carries lots with base-currency cost (W11.13)
Does not mean: the custodian's lots, which CustodialPosition carries as reported
Empty: empty on the account's base currency (until v24, on cash), and on a position closed to zero
Filled: derived, by bor

Changes: v24, clarified: the account's base currency alone has no lots; every other currency carries them (the order-path plan's v24 item 19, option (c)).

`opened_from`¶

repeated message OpeningSource · since v8 · stable

Says what the opening balance was composed from.

Means: each source with its as-of date and basis, and the street records by value
Does not mean: a key the book follows
Empty: empty on a position opened after the opening balance
Filled: derived, by bor

`effective_date`¶

date · since v8 · stable

Says the business date of the last change.

Means: the entry's effective date
Does not mean: when it was journalled
Empty: never empty
Filled: derived, by bor

`last_change`¶

message JournalRef · since v8 · stable

Says the record's last change.

Means: the change that last set the record, chained per row and account
Does not mean: the entry's own identifier
Empty: never empty on a record the book holds
Filled: decided, by bor

`removed`¶

boolean · since v8 · stable

Marks a tombstone.

Means: the position was moved onto another record: a merged record's replacement (W9.9), or before v10 a placeholder's
Does not mean: a position closed to zero, which is not removed
Empty: false on every position read without since
Filled: decided, by bor

`encumbrances`¶

repeated message Encumbrance · since v8 · stable

Says what of the position cannot move.

Means: each encumbrance as the operations plugin last recorded it from a statement (W9.15): an attribute
Does not mean: a movement, or a sub-balance the street holds that the book refuses
Empty: empty until recorded, or when the statement reports none
Filled: as-reported, by operations

`free_quantity`¶

Decimal · since v8 · stable

Says how much of the position is free to move.

Means: the quantity on free_basis less its encumbrances
Does not mean: a figure any source reported
Empty: unset while that quantity is unknown
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`free_basis`¶

enum FreeBasis · since v8 · stable

Says the basis free_quantity is computed on.

Means: settled, in v8
Does not mean: a basis the source stated
Empty: never unspecified on a read
Filled: decided, by bor

Value	Means
`FREE_BASIS_UNSPECIFIED`	not said
`FREE_BASIS_SETTLED`	the settled quantity less the encumbrances: the default, and in v8 the only basis
`FREE_BASIS_TRADE_DATE`	the trade-date quantity less the encumbrances; not computed in v8

`sleeve`¶

text · since v22 · preview

Names the sleeve within the account the position is of.

Means: the sleeve (ruled 2026-10-10; requirement 59): a position and its lots are keyed by account, instrument, side and sleeve, and a fill's position, lot and cash lines carry its order's; a break's position (PositionKey) is the account's, with no sleeve
Does not mean: an account, or a portfolio of its own: a sleeve is part of one account
Empty: empty for the account's unsleeved part, as every position before v22 is
Filled: decided, by bor

`Lot`¶

meridian.v1.Lot, a record.

`lot_id`¶

text · since v8 · stable

Identifies a lot.

Means: minted by the book when a line opens the lot; kept when a merge's move carries it
Does not mean: a custodian's tax-lot number
Empty: empty on a line opening a lot, whose identifier the book mints, and on cash
Filled: minted, by bor

`open_quantity`¶

Decimal · since v8 · stable

Says what of the lot is still held.

Means: signed as the position
Does not mean: the original quantity
Empty: never unset; a lot at zero is closed and not listed
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`original_quantity`¶

Decimal · since v8 · stable

Says what the lot was opened with.

Means: the lines that opened it, in the entry that opened it
Does not mean: the open quantity
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`terms`¶

message LotTerms · since v8 · stable

Carries the lot's terms.

Means: as opened, with each basis adjustment applied
Does not mean: the custodian's lot
Empty: unset only on a lot named by a line the book never saw open, in a dated read
Filled: derived, by bor

`opened_by`¶

message JournalRef · since v8 · stable

Names the change that opened it.

Means: the position's change in the entry that opened the lot
Does not mean: the entry's identifier
Empty: never unset
Filled: decided, by bor

`relieved_by`¶

repeated message JournalRef · since v8 · stable

Names each change that relieved it.

Means: the position's change in each entry relieving it
Does not mean: a sale's identifier
Empty: empty while never relieved
Filled: decided, by bor

`adjusted_by`¶

repeated message JournalRef · since v8 · stable

Names each change that adjusted its basis.

Means: the position's change in each entry adjusting it
Does not mean: a corporate action's reference
Empty: empty while never adjusted
Filled: decided, by bor

`sleeve`¶

text · since v22 · preview

Names the sleeve within the account its position is of.

Means: the sleeve (ruled 2026-10-10; requirement 59): a position and its lots are keyed by account, instrument, side and sleeve, and a fill's position, lot and cash lines carry its order's; a break's position (PositionKey) is the account's, with no sleeve
Does not mean: an account, or a portfolio of its own: a sleeve is part of one account
Empty: empty for the account's unsleeved part
Filled: decided, by bor

`Break`¶

meridian.v1.Break, a record.

`break_id`¶

text · since v8 · stable

Identifies a break.

Means: minted by the book when it records a new break
Does not mean: anything a plugin may choose
Empty: empty on a command recording a new break
Filled: minted, by bor

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`position`¶

message PositionKey · since v8 · stable

Names the position the break is of.

Means: the instrument and side
Does not mean: a figure
Empty: unset unless of a position: unset for a figure, and from v24 for an unrecognized security, which the street record alone names
Filled: as-reported, by operations

`figure`¶

message FigureKey · since v8 · stable

Names the figure the break is of.

Means: the agreement and figure
Does not mean: a position
Empty: unset unless of a figure
Filled: as-reported, by operations

`category`¶

enum BreakCategory · since v8 · stable

Says what differs.

Means: one of the categories
Does not mean: the cause
Empty: never unspecified
Filled: as-reported, by operations

Value	Means
`BREAK_CATEGORY_UNSPECIFIED`	not said; refused
`BREAK_CATEGORY_TRADE_DATE_QUANTITY`	the trade-date quantities differ
`BREAK_CATEGORY_SETTLED_QUANTITY`	the settled quantities differ, or one side states none
`BREAK_CATEGORY_COST_OR_LOTS`	the cost or the lots differ
`BREAK_CATEGORY_SETTLED_AGAINST_PENDING`	the trade-date quantities agree and the split between settled and pending does not
`BREAK_CATEGORY_BOOK_ONLY`	the book holds a position the street does not
`BREAK_CATEGORY_STREET_ONLY`	the street holds a position the book does not
`BREAK_CATEGORY_FIGURE`	a figure the book holds a value of its own for, such as the street's available and not available against the book's position, or a sub-balance against the book's encumbrance of its kind, location and pledgee
`BREAK_CATEGORY_UNRECOGNIZED_SECURITY`	a statement row the street kept unresolved because its source is thinner than an instrument record's minimum (W3.7): no instrument and no position, the street record naming it by value, never silent (W9.3); ISO 15022/20022's DSEC

Changes: v24, widened: an unrecognized security, a placeholder outside the book (the one-ID model, approved 2026-10-14).

`differences`¶

repeated message BreakDifference · since v8 · stable

Records each differing field.

Means: each with both values
Does not mean: a tolerance: every difference is recorded
Empty: never empty
Filled: as-reported, by operations

`book_watermark`¶

message Watermark · since v8 · stable

Records the book's watermark compared.

Means: a sequence per partition
Does not mean: a time
Empty: unset where the plugin gave none
Filled: as-reported, by operations

`street`¶

message StreetRecordRef · since v8 · stable

Records the street record compared.

Means: by value
Does not mean: a key
Empty: unset where the plugin gave none
Filled: as-reported, by operations

`first_seen_date`¶

date · since v8 · stable

Records when the difference was first seen.

Means: a business date
Does not mean: its age, derived from the two dates
Empty: never empty
Filled: decided, by bor

`last_seen_date`¶

date · since v8 · stable

Records when the difference was last seen.

Means: a business date
Does not mean: its age, never stored
Empty: never empty
Filled: decided, by bor

`state`¶

enum BreakState · since v8 · stable

Says whether the break stands.

Means: open, resolved or closed
Does not mean: its cause or handling, which are attributes
Empty: never unspecified
Filled: decided, by bor

Value	Means
`BREAK_STATE_UNSPECIFIED`	not said
`BREAK_STATE_OPEN`	the difference stands and nothing has resolved or closed it
`BREAK_STATE_RESOLVED`	an entry of the book's own corrected it, named in its resolution
`BREAK_STATE_CLOSED`	closed with an explanation or as cleared, no entry: nothing in the book moved

`candidate_causes`¶

repeated message BreakCause · since v8 · stable

Lists the causes the plugin's matching found.

Means: each with its item, by likelihood
Does not mean: the confirmed cause
Empty: empty where none was found
Filled: as-reported, by operations

`confirmed_cause`¶

message BreakCause · since v8 · stable

Records the cause a person confirmed.

Means: a person's judgement
Does not mean: the matching's
Empty: unset while none is confirmed
Filled: entered, by operations

`handling`¶

message BreakHandling · since v8 · stable

Records the owner, level and due date.

Means: as a person set them
Does not mean: a state
Empty: unset while none is set
Filled: entered, by operations

`resolution`¶

message BreakResolution · since v8 · stable

Records how the break was resolved or closed, and by whom.

Means: the entries, the explanation or where it cleared
Does not mean: an overwrite
Empty: unset while open
Filled: decided, by bor

`recorded_by`¶

message Actor · since v8 · stable

Records who recorded the break.

Means: the plugin instance as itself, a person, or from v21 a service account
Does not mean: who resolved it
Empty: never unset
Filled: stamped, by bor

`last_change`¶

message JournalRef · since v8 · stable

Says the record's last change.

Means: the change that last set the record, chained per row and account
Does not mean: the entry's own identifier
Empty: never empty on a record the book holds
Filled: decided, by bor

`AccountFigures`¶

meridian.v1.AccountFigures, a record.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`business_date`¶

date · since v8 · stable

Says the figures' business date.

Means: the record's key, with account and agreement
Does not mean: when recorded
Empty: never empty
Filled: as-reported, by operations

`agreement`¶

message MarginAgreementRef · since v8 · stable

Names the agreement.

Means: the record's key
Does not mean: a position
Empty: never unset
Filled: as-reported, by operations

`figures`¶

message StatementFigures · since v8 · stable

Carries the figures.

Means: as reported
Does not mean: computed figures
Empty: unset is a record of no figures
Filled: as-reported, by operations

`position_values`¶

repeated message ReportedPositionValue · since v8 · stable

Carries the custodian's values.

Means: as reported
Does not mean: the book's
Empty: empty on a segment
Filled: as-reported, by operations

`source`¶

message StreetRecordRef · since v8 · stable

Names the statement.

Means: by value
Does not mean: a key
Empty: unset where not given
Filled: as-reported, by operations

`last_change`¶

message JournalRef · since v8 · stable

Says the record's last change.

Means: the change that last set the record, chained per row and account
Does not mean: the entry's own identifier
Empty: never empty on a record the book holds
Filled: decided, by bor

`AccountAttributes`¶

meridian.v1.AccountAttributes, a record.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`base_currency_code`¶

text · since v8 · stable

Records the account's base currency.

Means: ISO 4217, set by a deployment admin
Does not mean: a conversion: the book converts nothing
Empty: empty while not set
Filled: entered, by dashboard

`lot_relief_default`¶

enum LotReliefMethod · since v8 · stable

Records how a sale relieves lots when it names none.

Means: a method
Does not mean: specific identification, which a sale designates
Empty: unspecified while not set
Filled: entered, by dashboard

Value	Means
`LOT_RELIEF_METHOD_UNSPECIFIED`	not set: a sale names its lots, or the plugin asks
`LOT_RELIEF_METHOD_FIRST_IN_FIRST_OUT`	the earliest acquired first
`LOT_RELIEF_METHOD_LAST_IN_FIRST_OUT`	the latest acquired first
`LOT_RELIEF_METHOD_HIGHEST_COST`	the highest unit cost first
`LOT_RELIEF_METHOD_LOWEST_COST`	the lowest unit cost first
`LOT_RELIEF_METHOD_AVERAGE_COST`	every lot relieved at the average cost

`last_change`¶

message JournalRef · since v8 · stable

Says the record's last change.

Means: the change that last set the record, chained per row and account
Does not mean: the entry's own identifier
Empty: never empty on a record the book holds
Filled: decided, by bor

`opening_balance`¶

message OpeningBalance · since v8 · stable

Says the account's standing opening balance.

Means: its entry, D0 and sources, set when W9.1 is journalled and cleared by its reversal (Q21)
Does not mean: an attribute anyone sets
Empty: unset while none stands
Filled: decided, by bor

`waits_for_compliance`¶

boolean · since v22 · preview

Says whether a release waits for the account's compliance plugins (W9.13, W11.6).

Means: true: a release waits until every compliance plugin covering the account has recorded a verdict on the order's version, the order held at proposed, awaiting check, without a bound; true for a new account and for every account the book held at the upgrade, recorded so (decisions/031)
Does not mean: a verdict, or a limit on what compliance may decide: a plugin may narrow the gate, never widen it
Empty: false only by a deployment admin's act with its reason: the book always states it
Filled: entered, by dashboard

`error_account`¶

boolean · since v24 · preview

Says whether the account is the firm's error account (W9.13; step 5's Q30).

Means: true: a booking may allocate to it without the instruction naming it, every allocation carrying its reason and ErrorCause and raising an alert (W11.27, W11.34); unmarking is recorded, and past allocations keep their flag
Does not mean: a FINRA Rule 4515 approval, or any regulatory status
Empty: false unless a deployment admin marked the account
Filled: entered, by dashboard

`allocation_account`¶

boolean · since v24 · preview

Says whether the account is an allocation account a block order is proposed in (W9.13, W11.1).

Means: true: it has no statement to reconcile against and should be flat once booked; a non-zero balance after booking holds the booking (W11.28)
Does not mean: an account a client or fund owns
Empty: false unless a deployment admin marked the account
Filled: entered, by dashboard

`Order`¶

meridian.v1.Order, a record.

`order_id`¶

text · since v22 · preview

Identifies the order.

Means: ORD- and a ULID, minted by the book when it records the order (W11.13); never reused (decisions/035)
Does not mean: the venue's order ID, or a client order identifier
Empty: never empty
Filled: minted, by bor

`account_id`¶

identifier account · since v22 · preview

Names the account the order is in, part of its identity.

Means: the deployment's account whose partition holds the order; never changed (Q20), a child order's its parent's
Does not mean: an external account or a venue account code
Empty: never empty
Filled: as-reported, by portfolio

`instrument_id`¶

identifier instrument · since v22 · preview

Names what the order trades, part of its identity.

Means: the deployment's instrument ID, never changed (Q20); a venue's code is the connectivity plugin's to turn it into, at the edge (Q7)
Does not mean: a ticker or a venue's symbol
Empty: never empty
Filled: as-reported, by portfolio

`sleeve`¶

text · since v22 · preview

Names the sleeve within the account the order is in.

Means: the sleeve (ruled 2026-10-10; requirement 59): a position and its lots are keyed by account, instrument, side and sleeve, and a fill's position, lot and cash lines carry its order's; a break's position (PositionKey) is the account's, with no sleeve
Does not mean: an account, or a portfolio of its own: a sleeve is part of one account
Empty: empty for the account's unsleeved part
Filled: as-reported, by portfolio

`side`¶

enum Side · since v22 · preview

Says the order's side, part of its identity.

Means: buy, sell, sell short or sell short exempt; never changed (Q20), a child's its parent's
Does not mean: a holding's side
Empty: never unspecified on an order the book holds
Filled: as-reported, by portfolio

Value	Means
`SIDE_UNSPECIFIED`	not said
`SIDE_BUY`	a buy
`SIDE_SELL`	a sale of what the account holds
`SIDE_SELL_SHORT`	a short sale, with the locate the order names (W11.18)
`SIDE_SELL_SHORT_EXEMPT`	a short sale marked exempt

`locate_id`¶

text · since v22 · preview

Names the locate a short order relies on (W11.18).

Means: the prime's locate ID on a locate record in the book, which compliance checks at release by its own logic
Does not mean: the book's own LOC- record ID; or a check: the book refuses nothing for a short without one
Empty: empty unless the side is a short
Filled: as-reported, by portfolio

`quantity`¶

Decimal · since v22 · preview

Says how much the order is for.

Means: the ordered quantity at its instrument's scale, changed only by an increase, a reduction or an alignment (W11.3); exactly one of quantity and cash_quantity is set, as FIX's OrderQty (38) and CashOrderQty (152) are alternatives (ruled 2026-10-12)
Does not mean: what is filled or committed, which its status's quantities say
Empty: unset where the order is for a cash quantity
Filled: as-reported, by portfolio
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`cash_quantity`¶

Money · since v22 · preview

Says the amount an order for cash is for.

Means: the amount to trade, a Money naming its cash instrument; exactly one of quantity and cash_quantity is set, as FIX's OrderQty (38) and CashOrderQty (152) are alternatives (ruled 2026-10-12)
Does not mean: a price or a limit
Empty: unset unless the order is for an amount
Filled: as-reported, by portfolio

`order_type`¶

enum OrderType · since v22 · preview

Says the order's type.

Means: market, limit, stop, stop-limit or an RFQ order
Does not mean: a broker's strategy, which a placement names
Empty: unspecified where not said
Filled: as-reported, by portfolio

Value	Means
`ORDER_TYPE_UNSPECIFIED`	not said
`ORDER_TYPE_MARKET`	at the market
`ORDER_TYPE_LIMIT`	at its limit price or better
`ORDER_TYPE_STOP`	a market order once its stop price triggers
`ORDER_TYPE_STOP_LIMIT`	a limit order once its stop price triggers
`ORDER_TYPE_REQUEST_FOR_QUOTE`	an RFQ order: its quotes and outcomes are slice C's, on its placement

`limit_price`¶

Money · since v22 · preview

Says the order's limit.

Means: the worst price per unit it may trade at, a Money naming its cash instrument
Does not mean: a strategy's price limit, which is distinct
Empty: unset on a market or stop order
Filled: as-reported, by portfolio

`stop_price`¶

Money · since v22 · preview

Says the order's trigger.

Means: the price that triggers a stop or stop-limit order, FIX's StopPx
Does not mean: the limit price
Empty: unset unless a stop or stop-limit order
Filled: as-reported, by portfolio

`dealt_currency`¶

identifier instrument · since v22 · preview

Says which currency of a pair the quantity is in.

Means: the dealt currency, by its cash instrument's ID
Does not mean: an ISO 4217 code
Empty: empty unless the instrument is a pair
Filled: as-reported, by portfolio

`quote_currency`¶

identifier instrument · since v23 · preview

Names an FX order's other currency, so a market order names its pair (W11.1).

Means: the pair's quote currency, currency2 as the pair is quoted (USD for EUR/USD, JPY for USD/JPY), by its cash instrument's ID: with the order's instrument, the base currency's, it names the pair, as FpML's quotedCurrencyPair and FIX's Symbol (CCY1/CCY2) do; a limit or stop is in it. One naming the order's own instrument is refused INVALID_ARGUMENT naming it, and a limit or stop in another currency INVALID_ARGUMENT naming limit_price or stop_price (approved 2026-10-13); a change's limit in another currency is refused INVALID_ARGUMENT naming change.limit_price (W11.3, approved 2026-10-13)
Does not mean: a third settlement currency, which FIX's SettlCurrency (120) names for a non-deliverable forward; or the currency the quantity is in, which dealt_currency names; or an ISO 4217 code
Empty: empty unless the order is in a currency's cash instrument traded against another currency
Filled: as-reported, by portfolio

`legs`¶

repeated message Leg · since v22 · preview

Carries an order's legs, a slot for FX swaps and spreads (step 5's Q26).

Means: each leg an instrument, a side and a ratio
Does not mean: separate orders
Empty: empty for a single-instrument order
Filled: as-reported, by portfolio

`allocation_instruction`¶

message AllocationInstruction · since v22 · preview

Says how the order is allocated across accounts (principle 1).

Means: portfolio's accounts with amounts or weights; at release it sums to the ordered quantity (REFUSAL_REASON_ALLOCATION_UNBALANCED)
Does not mean: a booking, its own record from v24 (W11.27)
Empty: unset: the whole is in the order's own account; a child order carries none, its parent's governing (Q47)
Filled: as-reported, by portfolio

Changes: v24, clarified: amended after release by SetAllocationInstruction, with a reason, never for what is booked (W11.26).

`time_in_force`¶

enum TimeInForce · since v22 · preview

Says how long the order stands.

Means: set by the oms on its proposal or by a change (W11.3); a day order expires at the close, by the deployment's clock (W11.13)
Does not mean: a placement's own time in force
Empty: unspecified where not set
Filled: as-reported, by oms

Value	Means
`TIME_IN_FORCE_UNSPECIFIED`	not said
`TIME_IN_FORCE_DAY`	for the day: the book expires it at the close (W11.13)
`TIME_IN_FORCE_GOOD_TILL_CANCELLED`	until cancelled
`TIME_IN_FORCE_GOOD_TILL_DATE`	until its expire date
`TIME_IN_FORCE_GOOD_TILL_TIME`	until its kill time
`TIME_IN_FORCE_IMMEDIATE_OR_CANCEL`	what fills at once, the rest cancelled
`TIME_IN_FORCE_FILL_OR_KILL`	all at once or none
`TIME_IN_FORCE_AT_THE_OPEN`	at the opening
`TIME_IN_FORCE_AT_THE_CLOSE`	at the close

`expire_date`¶

date · since v22 · preview

Says the date a good-till-date order expires.

Means: ISO 8601, FIX's ExpireDate
Does not mean: a kill time
Empty: empty unless good till date
Filled: as-reported, by oms

`expire_time_ns`¶

moment · since v22 · preview

Says the moment a good-till-time order expires.

Means: its kill time, FIX's ExpireTime
Does not mean: a date
Empty: 0 unless good till time
Filled: as-reported, by oms
Unit: nanoseconds since the epoch

`execution_instructions`¶

repeated enum ExecutionInstruction · since v22 · preview

Carries the standard execution instructions (FIX's ExecInst).

Means: set by the oms; a venue's own parameters are never here (step 6's requirement 12)
Does not mean: a strategy
Empty: empty where none is set
Filled: as-reported, by oms

Value	Means
`EXECUTION_INSTRUCTION_UNSPECIFIED`	not said
`EXECUTION_INSTRUCTION_NOT_HELD`	not held
`EXECUTION_INSTRUCTION_DO_NOT_REDUCE`	do not reduce
`EXECUTION_INSTRUCTION_DO_NOT_INCREASE`	do not increase
`EXECUTION_INSTRUCTION_REDUCE_ONLY`	reduce only
`EXECUTION_INSTRUCTION_SELF_MATCH_PREVENTION`	self-match prevention, honoured by the connectivity plugin with the venue's own identifier and instruction

`lot_relief_method`¶

enum LotReliefMethod · since v22 · preview

Says how a sale relieves lots (W11.13).

Means: the method, set by the oms
Does not mean: a sale's lots, which relieve_lot_ids names
Empty: unspecified: the lots relieve_lot_ids names, else the account's lot_relief_default (W9.13)
Filled: as-reported, by oms

Value	Means
`LOT_RELIEF_METHOD_UNSPECIFIED`	not set: the lots relieve_lot_ids names, else the account's lot_relief_default
`LOT_RELIEF_METHOD_FIRST_IN_FIRST_OUT`	the earliest acquired first
`LOT_RELIEF_METHOD_LAST_IN_FIRST_OUT`	the latest acquired first
`LOT_RELIEF_METHOD_HIGHEST_COST`	the highest unit cost first
`LOT_RELIEF_METHOD_LOWEST_COST`	the lowest unit cost first
`LOT_RELIEF_METHOD_AVERAGE_COST`	every lot relieved at the average cost

`relieve_lot_ids`¶

repeated text · since v22 · preview

Names the lots a sale relieves.

Means: the book's lot IDs, specific identification
Does not mean: lots of another account
Empty: empty where the method or the default governs
Filled: as-reported, by oms

`capacity`¶

enum Capacity · since v22 · preview

Says the broker's capacity on the order.

Means: set by the oms for a broker's order
Does not mean: a party's role
Empty: unspecified where not a broker's order
Filled: as-reported, by oms

Value	Means
`CAPACITY_UNSPECIFIED`	not said: not a broker's order, or not set
`CAPACITY_AGENCY`	as agent
`CAPACITY_PRINCIPAL`	as principal
`CAPACITY_RISKLESS_PRINCIPAL`	as riskless principal
`CAPACITY_MIXED`	in more than one capacity

`direction`¶

enum OrderDirection · since v22 · preview

Says whether the order was received from a client (Q23).

Means: received for a client's order, proposed by the portfolio intake standing for the client's portfolio manager
Does not mean: the side
Empty: unspecified: the firm's own order
Filled: as-reported, by portfolio

Value	Means
`ORDER_DIRECTION_UNSPECIFIED`	the firm's own order, unmarked
`ORDER_DIRECTION_RECEIVED`	a client's order, proposed by the portfolio intake standing for the client's portfolio manager (Q23)

`parties`¶

repeated message Party · since v22 · preview

Carries the order's parties as delivered.

Means: the client, with its LEI where given (requirements 30, 55)
Does not mean: anyone the book checks: recorded as delivered
Empty: empty where none is delivered
Filled: as-reported, by portfolio

`person_roles`¶

message PersonRoles · since v22 · preview

Says who entered and who decided the order (requirement 29).

Means: entered by, stamped from the actor of the proposing or recording command; decided by, where the command named one who differs
Does not mean: who placed it, which a placement's person roles say
Empty: never unset
Filled: stamped, by bor

`customer_id`¶

text · since v22 · preview

Carries the customer identifier the order's decision owns (requirement 55).

Means: as stated, stored for a reporting plugin to read (W11.17); core reports nothing
Does not mean: an account, or anything the book checks
Empty: empty where not stated
Filled: as-reported, by portfolio

`firm_designated_id`¶

text · since v22 · preview

Carries the firm designated identifier the order's decision owns (requirement 55).

Means: as stated, stored for a reporting plugin to read; core reports nothing
Does not mean: an account or a person
Empty: empty where not stated
Filled: as-reported, by portfolio

`handling_instructions`¶

repeated text · since v22 · preview

Carries the order's handling instructions (requirement 56).

Means: as stated, stored for a reporting plugin to read; core reports nothing
Does not mean: execution instructions, which the book's list holds
Empty: empty where none is stated
Filled: as-reported, by portfolio

`received_at_ns`¶

moment · since v22 · preview

Records when the order was received (requirement 56).

Means: the moment of receipt as stated, at the precision received_precision says
Does not mean: when the book recorded it, which the entry says
Empty: 0 where not stated
Filled: as-reported, by portfolio
Unit: nanoseconds since the epoch

`received_precision`¶

enum TimePrecision · since v22 · preview

Says the precision the receipt time was stated in (Q38).

Means: second, millisecond, microsecond or nanosecond
Does not mean: the clock's own resolution
Empty: unspecified where no time is stated
Filled: as-reported, by portfolio

Value	Means
`TIME_PRECISION_UNSPECIFIED`	not said
`TIME_PRECISION_SECOND`	stated to the second
`TIME_PRECISION_MILLISECOND`	stated to the millisecond
`TIME_PRECISION_MICROSECOND`	stated to the microsecond
`TIME_PRECISION_NANOSECOND`	stated to the nanosecond

`quote_at_receipt`¶

message ReceiptQuote · since v22 · preview

Carries the quote at time of receipt (requirement 56; Q35).

Means: held as stated: bid, ask, their sizes, its source and time, optionally a lake row
Does not mean: a price the book checks or derives
Empty: unset where not stated
Filled: as-reported, by portfolio

`represents_order_ids`¶

repeated text · since v22 · preview

Names the orders a firm's order represents (Q37).

Means: recorded and not checked
Does not mean: child orders, which their split link names
Empty: empty where the order represents none
Filled: as-reported, by portfolio

`axe_source`¶

text · since v22 · preview

Names the source of the axe an order was made from in the lake (Q34).

Means: slice C's, carried empty until it lands
Does not mean: a venue
Empty: empty until slice C lands
Filled: as-reported, by portfolio

`axe_counterparty_id`¶

text · since v22 · preview

Names the counterparty of the axe an order was made from (Q34).

Means: slice C's, carried empty until it lands
Does not mean: a party of the order
Empty: empty until slice C lands
Filled: as-reported, by portfolio

`link`¶

message OrderLink · since v22 · preview

Names a child order's parent (W11.1; Q41).

Means: the split link: the parent, released, whose account, instrument and side the child has, its executions the parent's
Does not mean: any other named link, which waits for its slice
Empty: unset unless a child order
Filled: as-reported, by ems

`origin`¶

enum OrderOrigin · since v22 · preview

Says where an order the book did not create came from (W11.2).

Means: a telephoned or outside order; v22 records no venue-originated order (ruled 2026-10-13)
Does not mean: the direction
Empty: unspecified on an order the book created
Filled: as-reported, by oms

Value	Means
`ORDER_ORIGIN_UNSPECIFIED`	an order the book created: proposed (W11.1)
`ORDER_ORIGIN_TELEPHONED`	a telephoned or outside order, recorded by the oms for a person
`ORDER_ORIGIN_ACCEPTED_EXECUTION`	an order made from venue-originated fills the ems accepted, entered after the trade, filled, never gated (W11.23)

Changes: v23, widened: an order made at an accept of venue-originated fills (W11.23); ORDER_ORIGIN_VENUE's name and number stay reserved.

`venue_order_id`¶

text · since v22 · preview

Carries the venue's or broker's order ID on an order the book did not create.

Means: as the person recording it states it: an external reference, never a key
Does not mean: a placement's venue order ID
Empty: empty unless a recorded order has one
Filled: as-reported, by oms

`status`¶

message OrderStatus · since v22 · preview

Says the order's state, conditions and quantities.

Means: a fold over its journal (decisions/035), never stored as facts
Does not mean: anything a plugin sets: no plugin sets a state
Empty: never unset
Filled: derived, by bor

`checks`¶

repeated message Check · since v22 · preview

Carries each check recorded on the order (W11.4).

Means: each verdict naming the order version it checked
Does not mean: the gate's decision, which the state says
Empty: empty while none is recorded
Filled: decided, by bor

`change_requests`¶

repeated message ChangeRequest · since v22 · preview

Carries the order's change requests (requirement 16).

Means: each tracked to its outcome; several may be outstanding
Does not mean: the changes applied, which the order's fields show
Empty: empty while none was asked
Filled: decided, by bor

`placements`¶

repeated message Placement · since v22 · preview

Carries the order's placements on a read (W11.17).

Means: each placement whole
Does not mean: a child order's placements, which are on the child
Empty: empty where none was made, and off a read
Filled: decided, by bor

`executions`¶

repeated message Execution · since v22 · preview

Carries the order's executions on a read (W11.17).

Means: each execution, superseded ones included
Does not mean: a child order's executions, recorded once, on the child
Empty: empty where none is recorded, and off a read
Filled: decided, by bor

`charges`¶

repeated message Charge · since v22 · preview

Carries the order's charges on a read (W11.17).

Means: each fee with no fill on its placements
Does not mean: an execution's fees
Empty: empty where none is recorded, and off a read
Filled: decided, by bor

`last_change`¶

message JournalRef · since v22 · preview

Says where the order last changed.

Means: the journal reference of its latest entry; its sequence is the order version a check names
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`block_member_order_ids`¶

repeated text · since v24 · preview

Names a block order's member orders (W11.1).

Means: as proposed, kept on the block: released orders of one instrument and side, each in no other live block
Does not mean: a split child's parent
Empty: empty unless the order is a block
Filled: as-reported, by oms

`sleeve_cross_ids`¶

repeated text · since v24 · preview

Names the sleeve crosses that filled the order (W11.33).

Means: each cross's identifier; the order's filled quantity counts each, and no execution is minted for one (FIX names a cross on each side by CrossID, 548)
Does not mean: executions
Empty: empty unless a sleeve cross filled the order
Filled: decided, by bor

`Placement`¶

meridian.v1.Placement, a record.

`placement_id`¶

text · since v22 · preview

Identifies the placement.

Means: PLC- and a ULID, minted by the book; the client order identifier the venue sees is this, or one the plugin derives from it
Does not mean: the venue's order ID
Empty: never empty
Filled: minted, by bor

`order_id`¶

text · since v22 · preview

Names the order the placement is part of.

Means: a released order's ORD- ID, a child order's included
Does not mean: a venue's order ID
Empty: never empty
Filled: decided, by bor

`account_id`¶

identifier account · since v22 · preview

Names the account the placement is in.

Means: its order's account
Does not mean: an external account or a venue account code
Empty: never empty
Filled: decided, by bor

`ems_instance_id`¶

identifier instance · since v22 · preview

Names the placing ems.

Means: the ems instance, as its sidecar stamped it
Does not mean: the connectivity plugin
Empty: empty on a connectivity plugin's direct placement
Filled: stamped, by bor

`connectivity_instance_id`¶

identifier instance · since v22 · preview

Names the connectivity plugin that sends it.

Means: the instance linked to the placing ems, which the placement reaches alone (W11.8)
Does not mean: a venue
Empty: never empty
Filled: as-reported, by ems

`venue_account_code`¶

text · since v22 · preview

Carries what the ems set in the venue's account field (W11.22).

Means: the code its map gives the order's account on that plugin
Does not mean: an account ID
Empty: empty where the venue takes none
Filled: as-reported, by ems

`quantity`¶

Decimal · since v22 · preview

Says how much of the order is placed.

Means: the placement's quantity, committed while it is live
Does not mean: what is filled
Empty: never unset
Filled: as-reported, by ems
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`limit_price`¶

Money · since v22 · preview

Says the placement's limit.

Means: the worst price per unit it may trade at
Does not mean: the order's limit
Empty: unset on a market placement
Filled: as-reported, by ems

`time_in_force`¶

enum TimeInForce · since v22 · preview

Says how long the placement stands.

Means: its own time in force at the venue
Does not mean: the order's
Empty: unspecified where not set
Filled: as-reported, by ems

Value	Means
`TIME_IN_FORCE_UNSPECIFIED`	not said
`TIME_IN_FORCE_DAY`	for the day: the book expires it at the close (W11.13)
`TIME_IN_FORCE_GOOD_TILL_CANCELLED`	until cancelled
`TIME_IN_FORCE_GOOD_TILL_DATE`	until its expire date
`TIME_IN_FORCE_GOOD_TILL_TIME`	until its kill time
`TIME_IN_FORCE_IMMEDIATE_OR_CANCEL`	what fills at once, the rest cancelled
`TIME_IN_FORCE_FILL_OR_KILL`	all at once or none
`TIME_IN_FORCE_AT_THE_OPEN`	at the opening
`TIME_IN_FORCE_AT_THE_CLOSE`	at the close

`strategy`¶

message StrategyInstruction · since v22 · preview

Asks the venue to work a broker's strategy (step 6's Q11).

Means: the strategy the connectivity plugin converts at the edge
Does not mean: an ems's in-house strategy, worked as child orders
Empty: unset where no broker's strategy is asked for
Filled: as-reported, by ems

`destination`¶

identifier venue · since v22 · preview

Names the placement's destination (requirement 56).

Means: a VEN- ID, set by the ems
Does not mean: the connectivity plugin
Empty: empty where the broker chooses
Filled: as-reported, by ems

`route_type`¶

enum RouteType · since v22 · preview

Says how the destination is reached (requirement 56).

Means: directed by the ems, or not directed
Does not mean: the destination
Empty: unspecified where not set
Filled: as-reported, by ems

Value	Means
`ROUTE_TYPE_UNSPECIFIED`	not said
`ROUTE_TYPE_DIRECTED`	to the destination the ems chose
`ROUTE_TYPE_NOT_DIRECTED`	the broker chooses the destination

`routed_at_ns`¶

moment · since v22 · preview

Records when the placement was routed (requirement 56).

Means: the routing time as the connectivity plugin sent it, on its acknowledgement (W11.10)
Does not mean: when it was created
Empty: 0 until its acknowledgement says
Filled: as-reported, by connectivity
Unit: nanoseconds since the epoch

`routed_precision`¶

enum TimePrecision · since v22 · preview

Says the precision the routing time was stated in.

Means: second to nanosecond
Does not mean: the clock's resolution
Empty: unspecified until the routing time is given
Filled: as-reported, by connectivity

Value	Means
`TIME_PRECISION_UNSPECIFIED`	not said
`TIME_PRECISION_SECOND`	stated to the second
`TIME_PRECISION_MILLISECOND`	stated to the millisecond
`TIME_PRECISION_MICROSECOND`	stated to the microsecond
`TIME_PRECISION_NANOSECOND`	stated to the nanosecond

`handling_instructions`¶

repeated text · since v22 · preview

Carries the placement's handling instructions (requirement 56).

Means: as stated
Does not mean: execution instructions
Empty: empty where none
Filled: as-reported, by ems

`rfq_id`¶

text · since v22 · preview

Names the RFQ a placement answers (Q34).

Means: as FIX's QuoteID; slice C's, carried empty until it lands
Does not mean: an order's ID
Empty: empty until slice C lands
Filled: as-reported, by ems

`axe_id`¶

text · since v22 · preview

Names the axe a placement answers (Q34).

Means: the axe's reference as the venue knows it, as FIX's IOIID; slice C's, carried empty until it lands
Does not mean: the axe's source
Empty: empty until slice C lands
Filled: as-reported, by ems

`venue_order_id`¶

text · since v22 · preview

Carries the venue's order ID now.

Means: an external reference, never a key; every one it has had is in venue_order_ids
Does not mean: the placement's own ID
Empty: empty until the venue acknowledges it
Filled: as-reported, by connectivity

`status`¶

message PlacementStatus · since v22 · preview

Says the placement's state and conditions.

Means: derived from its journal
Does not mean: anything a plugin sets
Empty: never unset
Filled: derived, by bor

`person_roles`¶

message PersonRoles · since v22 · preview

Says who executed the placement (requirement 29).

Means: executed by, the actor of the placing command
Does not mean: who entered the order
Empty: never unset
Filled: stamped, by bor

`checks`¶

repeated message Check · since v22 · preview

Carries each check on the placement before it was sent.

Means: each verdict compliance recorded on it
Does not mean: the order's checks
Empty: empty while none is recorded
Filled: decided, by bor

`rejection_reason`¶

enum RejectionReason · since v22 · preview

Says why the placement was rejected.

Means: unsupported, venue rejected or held by pre-trade check: a rejection, not a refusal (step 6's Q3)
Does not mean: a refusal reason
Empty: unspecified unless rejected
Filled: as-reported, by connectivity

Value	Means
`REJECTION_REASON_UNSPECIFIED`	not said: not rejected
`REJECTION_REASON_UNSUPPORTED`	asked for what the plugin or the venue does not offer for this account
`REJECTION_REASON_VENUE_REJECTED`	the catch-all, the venue's reason beside it as reported only when no contract reason maps
`REJECTION_REASON_HELD_BY_PRE_TRADE_CHECK`	held back by the connectivity plugin's own market-access check (Q18)

`rejection_as_reported`¶

message AsReported · since v22 · preview

Carries the venue's reason as reported.

Means: only beside REJECTION_REASON_VENUE_REJECTED, when no contract reason maps
Does not mean: a reason the book reads
Empty: unset unless the reason is venue rejected and the venue gave one
Filled: as-reported, by connectivity

`last_change`¶

message JournalRef · since v22 · preview

Says where the placement last changed.

Means: the journal reference of its latest entry
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`venue_order_ids`¶

repeated text · since v22 · preview

Keeps every venue order ID the placement has had (requirement 34).

Means: in order, the current last; external references, never keys
Does not mean: keys the book follows
Empty: empty until the venue acknowledges it
Filled: decided, by bor

`change_requests`¶

repeated message ChangeRequest · since v22 · preview

Carries the placement's own change requests, so its connectivity plugin hears each on the placement (W11.9; approved 2026-10-13).

Means: each with its PlacementChange — the kind, cancel or replace, and a replace's new quantity, limit and time in force — tracked to its outcome; several may be outstanding
Does not mean: the order's change requests, which Order.change_requests carries, or a condition's reason, which no plugin acts on
Empty: empty while none was asked
Filled: decided, by bor

`Execution`¶

meridian.v1.Execution, a record.

`execution_id`¶

text · since v22 · preview

Identifies the execution.

Means: EXE- and a ULID, minted by the book; never edited (W11.11)
Does not mean: the venue's execution ID
Empty: never empty
Filled: minted, by bor

`order_id`¶

text · since v22 · preview

Names the order the execution is of.

Means: its ORD- ID; a child's execution is recorded once, on the child, and counts toward its parent's (Q6)
Does not mean: a venue's order ID
Empty: never empty on a matched execution; from v23 empty on an unmatched or a DK'd one, until an accept names it
Filled: decided, by bor

Changes: v23, clarified: empty on an execution reported on no placement, until accepted (W11.11, W11.23).

`placement_id`¶

text · since v22 · preview

Names the placement filled.

Means: its PLC- ID
Does not mean: a venue's order ID
Empty: empty on a done-away execution, which names its order; from v23 on an unmatched or a DK'd one, until an accept creates its placement
Filled: decided, by bor

Changes: v23, clarified: empty on an execution reported on no placement, until an accept creates the placement at filled (W11.23).

`account_id`¶

identifier account · since v22 · preview

Names the account the execution is in.

Means: its order's account
Does not mean: an external account or a venue account code
Empty: never empty
Filled: decided, by bor

`instrument_id`¶

identifier instrument · since v22 · preview

Names what was traded.

Means: its order's instrument
Does not mean: a venue's symbol
Empty: never empty
Filled: decided, by bor

`sleeve`¶

text · since v22 · preview

Names the sleeve within the account the execution is in.

Means: the sleeve (ruled 2026-10-10; requirement 59): a position and its lots are keyed by account, instrument, side and sleeve, and a fill's position, lot and cash lines carry its order's; a break's position (PositionKey) is the account's, with no sleeve
Does not mean: an account, or a portfolio of its own: a sleeve is part of one account
Empty: empty for the account's unsleeved part; its order's (Q33)
Filled: decided, by bor

`side`¶

enum Side · since v22 · preview

Says the execution's side.

Means: its order's side
Does not mean: a holding's side
Empty: never unspecified
Filled: decided, by bor

Value	Means
`SIDE_UNSPECIFIED`	not said
`SIDE_BUY`	a buy
`SIDE_SELL`	a sale of what the account holds
`SIDE_SELL_SHORT`	a short sale, with the locate the order names (W11.18)
`SIDE_SELL_SHORT_EXEMPT`	a short sale marked exempt

`quantity`¶

Decimal · since v22 · preview

Says how much was executed.

Means: the quantity, at its instrument's scale
Does not mean: a cumulative quantity
Empty: never unset
Filled: as-reported, by connectivity
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`price`¶

Money · since v22 · preview

Says the price executed at.

Means: the price per unit, a Money naming its cash instrument
Does not mean: the order's limit
Empty: never unset
Filled: as-reported, by connectivity

`trade_time_ns`¶

moment · since v22 · preview

Says when it executed.

Means: the trade time as the venue reports it
Does not mean: when the book recorded it
Empty: never 0
Filled: as-reported, by connectivity
Unit: nanoseconds since the epoch

`trade_date`¶

date · since v22 · preview

Says the trade date.

Means: ISO 8601, as the venue reports it, or worked out through a pair's cut by the date read
Does not mean: the settlement date
Empty: never empty
Filled: as-reported, by connectivity

`venue_execution_id`¶

text · since v22 · preview

Carries the venue's execution ID.

Means: the venue's, or one the plugin derived deterministically (requirement 33); an external reference, deduplicating a repeated fact
Does not mean: the book's execution ID
Empty: never empty
Filled: as-reported, by connectivity

`kind`¶

enum ExecutionKind · since v22 · preview

Says how the execution came about.

Means: one of the kinds (step 5, "Executions")
Does not mean: its source
Empty: never unspecified
Filled: as-reported, by connectivity

Value	Means
`EXECUTION_KIND_UNSPECIFIED`	not said
`EXECUTION_KIND_VENUE_REPORTED`	reported by the venue
`EXECUTION_KIND_MANUAL`	entered by the ems or the oms, for a person
`EXECUTION_KIND_FROM_INVENTORY`	from the firm's inventory; joins with its two-account act
`EXECUTION_KIND_DONE_AWAY`	done away from the firm's venues, entered for a person
`EXECUTION_KIND_FROM_CHILD_ORDERS`	from child orders; joins with its link
`EXECUTION_KIND_INTERNAL_CROSS`	an internal cross; joins with its two-account act (Q23)
`EXECUTION_KIND_INFERRED`	from a status report where the venue sends no fill, its ID derived deterministically

`source`¶

enum ExecutionSource · since v22 · preview

Says which report it came from.

Means: primary or drop copy
Does not mean: its kind
Empty: unspecified where not said
Filled: as-reported, by connectivity

Value	Means
`EXECUTION_SOURCE_UNSPECIFIED`	not said
`EXECUTION_SOURCE_PRIMARY`	the venue's primary report
`EXECUTION_SOURCE_DROP_COPY`	a drop copy, deduplicated against the primary on the venue's identifiers

`finality`¶

message Finality · since v22 · preview

Says how final the execution is.

Means: a level with the time it reached it
Does not mean: settlement
Empty: never unset
Filled: as-reported, by connectivity

`fees`¶

repeated message Fee · since v22 · preview

Carries the execution's fees (requirement 26).

Means: each with its kind and a signed amount in its asset, a rebate negative; each its own cash line
Does not mean: a charge with no fill
Empty: empty where the venue states none
Filled: as-reported, by connectivity

`settlement_date`¶

date · since v22 · preview

Carries the settlement date the venue states.

Means: ISO 8601, kept as stated; the pending lines take it, else the computed one
Does not mean: a date the book works out: the book never guesses one
Empty: empty where the venue states none
Filled: as-reported, by connectivity

`computed_settlement_date`¶

date · since v22 · preview

Carries the settlement date the date read gave (W3.20).

Means: ISO 8601, the date read's answer, beside the stated date where both are carried
Does not mean: the venue's date
Empty: empty where the plugin did not ask the date read
Filled: derived, by connectivity

`settlement_date_basis`¶

message DateBasis · since v22 · preview

Says what the computed settlement date was worked out on.

Means: the rule and each calendar, with their versions (the calendars spec's requirement 13)
Does not mean: the venue's basis
Empty: unset unless computed_settlement_date is set
Filled: derived, by connectivity

`supersedes`¶

text · since v22 · preview

Names the execution it busts or corrects.

Means: the last correction's EXE- ID, not the original's
Does not mean: an edit: the superseded execution stays as recorded
Empty: empty unless a bust or a correction
Filled: as-reported, by connectivity

`venue_id`¶

identifier venue · since v22 · preview

Names the place of execution.

Means: a VEN- ID
Does not mean: the connectivity plugin
Empty: empty where the plugin names none
Filled: as-reported, by connectivity

`uti`¶

text · since v22 · preview

Carries the unique transaction identifier (requirement 57).

Means: as carried; core reports nothing
Does not mean: an execution ID the book mints
Empty: empty where not carried
Filled: as-reported, by connectivity

`prior_uti`¶

text · since v22 · preview

Carries the prior UTI (requirement 57).

Means: as carried
Does not mean: the UTI
Empty: empty where not carried
Filled: as-reported, by connectivity

`upi`¶

text · since v22 · preview

Carries the unique product identifier (requirement 57).

Means: as carried
Does not mean: an instrument ID
Empty: empty where not carried
Filled: as-reported, by connectivity

`given_up_to`¶

text · since v22 · preview

Names the prime broker the execution is given up to (requirement 58).

Means: as carried; from v24 the prime's answer is recorded by ReportGiveUp (W11.32)
Does not mean: the counterparty
Empty: empty unless given up
Filled: as-reported, by connectivity

Changes: v24, clarified: the give-up's answer is recorded from v24 (W11.32).

`trade_chain_reference`¶

text · since v22 · preview

Carries the trade chain's reference (requirement 58).

Means: as carried
Does not mean: the venue's execution ID
Empty: empty where not carried
Filled: as-reported, by connectivity

`settlement_counterparty`¶

text · since v22 · preview

Names the settlement counterparty (requirement 58).

Means: as carried
Does not mean: the trading counterparty
Empty: empty where not carried
Filled: as-reported, by connectivity

`person_roles`¶

message PersonRoles · since v22 · preview

Says who entered an entered execution.

Means: executed by, the entering act's actor
Does not mean: who placed it
Empty: unset on a venue's fact
Filled: stamped, by bor

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the fact was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`last_change`¶

message JournalRef · since v22 · preview

Says where the execution was recorded.

Means: the journal reference of its entry
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`effective_date`¶

date · since v22 · preview

Says when a correction takes effect.

Means: ISO 8601, beside the journal's own sequence
Does not mean: when it was recorded
Empty: empty unless a correction
Filled: as-reported, by connectivity

`counterparty`¶

message Party · since v22 · preview

Names the counterparty.

Means: as delivered, with its contact and LEI where given
Does not mean: the venue
Empty: unset where not known
Filled: as-reported, by connectivity

`liquidity_indicator`¶

enum LiquidityIndicator · since v22 · preview

Says maker or taker.

Means: FIX's LastLiquidityInd
Does not mean: the side
Empty: unspecified where not stated
Filled: as-reported, by connectivity

Value	Means
`LIQUIDITY_INDICATOR_UNSPECIFIED`	not said
`LIQUIDITY_INDICATOR_MAKER`	added liquidity
`LIQUIDITY_INDICATOR_TAKER`	removed liquidity

`uti_generated_by`¶

text · since v22 · preview

Says who generated the UTI.

Means: as carried
Does not mean: who reports it
Empty: empty where not carried
Filled: as-reported, by connectivity

`state`¶

enum ExecutionState · since v23 · preview

Says where an execution stands between the venue and the ems (decisions/035 as amended at v23).

Means: derived from the journal as an order's status is, never stored, so v22's fills need no backfill; its transitions are matrix/transitions.tsv's e-rows
Does not mean: finality, which says how far the street has taken the trade
Empty: never unspecified
Filled: derived, by bor

Value	Means
`EXECUTION_STATE_UNSPECIFIED`	not said; never answered
`EXECUTION_STATE_UNMATCHED`	a fill on no placement, its account from the ems's map, waiting for the ems to accept it or answer it DK; it moves no position (W11.11); busted, it stays unmatched, superseded by the bust, with nothing to answer
`EXECUTION_STATE_MATCHED`	a fill on a placement: every v22 fill, and an unmatched one once accepted (W11.23)
`EXECUTION_STATE_DONT_KNOW`	answered DK by the ems: recorded and closed, never moving a position (W11.24)

`venue_order_id`¶

text · since v23 · preview

Carries the venue's order ID the execution was a fill of (FIX OrderID, 37).

Means: as the venue states it: an external reference, the name the placement already uses, which the connectivity plugin needs to answer its venue
Does not mean: the book's order ID, or the venue's execution ID
Empty: empty where the venue states none; never empty on an execution reported on no placement
Filled: as-reported, by connectivity

`venue_client_order_id`¶

text · since v23 · preview

Carries the client order ID the venue sent on a fill on no placement (FIX ClOrdID, 11).

Means: copied from ReportExecutionRequest.venue_client_order_id as the venue sent it, so the connectivity plugin can send it back on BN and Q, as FIX requires when the execution carried it (W11.23, W11.24; approved 2026-10-13)
Does not mean: a placement's ID, or the client order identifier the platform sends
Empty: empty where the venue sent none, and on a fill on a placement, whose client order ID the placement derives
Filled: as-reported, by connectivity

`dk_reason`¶

enum DkReason · since v23 · preview

Says why the ems answered the execution DK (W11.24).

Means: the reason chosen from the closed list mirroring FIX's DKReason (127)
Does not mean: a venue's rejection, or a refusal
Empty: unspecified unless the execution was answered DK
Filled: decided, by bor

Value	Means
`DK_REASON_UNSPECIFIED`	not answered DK
`DK_REASON_UNKNOWN_INSTRUMENT`	the desk does not know the instrument (FIX DKReason A)
`DK_REASON_WRONG_SIDE`	the side is not the desk's (FIX DKReason B)
`DK_REASON_QUANTITY_EXCEEDS_ORDER`	the quantity exceeds what the desk ordered (FIX DKReason C)
`DK_REASON_NO_MATCHING_ORDER`	the desk has no order it matches (FIX DKReason D)
`DK_REASON_PRICE_EXCEEDS_LIMIT`	the price is past the desk's limit (FIX DKReason E)
`DK_REASON_CALCULATION_DIFFERENCE`	the desk's calculation differs (FIX DKReason F)
`DK_REASON_OTHER`	another reason, which dk_text says (FIX DKReason Z)

`dk_text`¶

text · since v23 · preview

Carries the DK's words (W11.24).

Means: the text the ems sent, as FIX's Text (58) carries it
Does not mean: a note on the order
Empty: empty unless answered DK with a text; never empty with DK_REASON_OTHER
Filled: decided, by bor

`give_up_answers`¶

repeated message GiveUpRecord · since v24 · preview

Keeps each answer a prime gave to the give-up of this execution (W11.32).

Means: each its own record, in the order recorded; a rejection moves no position
Does not mean: the execution's state
Empty: empty until a prime answers a give-up of this execution
Filled: decided, by bor

`Charge`¶

meridian.v1.Charge, a record.

`charge_id`¶

text · since v22 · preview

Identifies the charge.

Means: CHG- and a ULID, minted by the book
Does not mean: the venue's reference
Empty: never empty
Filled: minted, by bor

`placement_id`¶

text · since v22 · preview

Names the placement charged.

Means: its PLC- ID
Does not mean: an execution
Empty: never empty
Filled: decided, by bor

`order_id`¶

text · since v22 · preview

Names the placement's order.

Means: its ORD- ID
Does not mean: an execution
Empty: never empty
Filled: decided, by bor

`account_id`¶

identifier account · since v22 · preview

Names the account charged.

Means: its placement's account
Does not mean: an external account or a venue account code
Empty: never empty
Filled: decided, by bor

`fee`¶

message Fee · since v22 · preview

Carries the fee with no fill (W11.12).

Means: a venue's cancel fee, gas on an on-chain revert: it moves cash, pending to its settlement date, and counts toward no quantity
Does not mean: an execution's fee
Empty: never unset
Filled: as-reported, by connectivity

`trade_date`¶

date · since v22 · preview

Says the charge's trade date.

Means: ISO 8601, as reported
Does not mean: its settlement date
Empty: never empty
Filled: as-reported, by connectivity

`settlement_date`¶

date · since v22 · preview

Says when the charge's cash settles.

Means: ISO 8601, as reported
Does not mean: the trade date
Empty: never empty
Filled: as-reported, by connectivity

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the charge was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`UnplacedFact`¶

meridian.v1.UnplacedFact, a record.

`unplaced_id`¶

text · since v22 · preview

Identifies the unplaced fact.

Means: UNP- and a ULID, minted by the book
Does not mean: the fact's own identifiers
Empty: never empty
Filled: minted, by bor

`account_id`¶

identifier account · since v22 · preview

Names the account the fact is kept in.

Means: the account its code maps to, as the sidecar stamped it
Does not mean: an external account or a venue account code
Empty: empty where its venue account code maps to no account: delivered to no plugin, counted on its connectivity plugin's admin view
Filled: stamped, by bor

`fact_kind`¶

text · since v22 · preview

Says what kind of fact it is.

Means: as data, naming the fact's arm
Does not mean: a state
Empty: never empty
Filled: decided, by bor

Value	Means
`execution`	a reported execution (W11.11)
`placement`	a placement's progress (W11.10)
`charge`	a charge (W11.12)
`locate`	a locate and its answer (W11.18)
`value-date-roll`	a venue's value-date roll (W11.25): on a code no ems mapped, or meeting no pending line to move

Changes: v23, widened: a value-date roll the book cannot apply is kept unplaced, never refused or dropped (the product owner, 2026-10-13, the roll's open cases from v23's core build).

`reason`¶

enum UnplacedReason · since v22 · preview

Says why the fact was kept unplaced (requirement 13).

Means: an unknown placement, an unmapped venue account, or a roll with nothing pending to move
Does not mean: a refusal: a venue's fact is never refused for its state
Empty: never unspecified
Filled: decided, by bor

Value	Means
`UNPLACED_REASON_UNSPECIFIED`	not said
`UNPLACED_REASON_UNKNOWN_PLACEMENT`	it names a placement the book does not hold, or, from v23, a charge names none (W11.12)
`UNPLACED_REASON_UNMAPPED_VENUE_ACCOUNT`	its venue account code maps to no account on the sending connectivity plugin (W11.22)
`UNPLACED_REASON_NOTHING_PENDING`	a value-date roll meets no pending line on its from date that the sending connectivity plugin's fills or rolls on the code put there (W11.25): kept in the account, so operations sees the venue's position and the book's differ

Changes: v23, widened: a charge on no placement is kept as UNPLACED_REASON_UNKNOWN_PLACEMENT, its meaning widened to or none (the order-path plan's v23 ruling 17); an execution on no placement whose account is mapped is an unmatched execution instead; and a value-date roll meeting no pending line is kept as UNPLACED_REASON_NOTHING_PENDING (the product owner, 2026-10-13).

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the fact was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`venue_account_code`¶

text · since v22 · preview

Carries the venue account code the fact named.

Means: as the connectivity plugin sent it
Does not mean: an account ID
Empty: empty where the fact named none
Filled: as-reported, by connectivity

`execution`¶

message ReportExecutionRequest · since v22 · preview

Carries the execution as it arrived.

Means: the fact whole
Does not mean: an execution the book recorded
Empty: unset unless fact_kind is execution
Filled: as-reported, by connectivity

`placement`¶

message ReportPlacementRequest · since v22 · preview

Carries the placement's progress as it arrived.

Means: the fact whole
Does not mean: a placement's state
Empty: unset unless fact_kind is placement
Filled: as-reported, by connectivity

`charge`¶

message ReportChargeRequest · since v22 · preview

Carries the charge as it arrived.

Means: the fact whole
Does not mean: a charge the book recorded
Empty: unset unless fact_kind is charge
Filled: as-reported, by connectivity

`locate`¶

message RecordLocateRequest · since v22 · preview

Carries the locate as it arrived.

Means: the fact whole
Does not mean: a locate the book recorded
Empty: unset unless fact_kind is locate
Filled: as-reported, by connectivity

`value_date_roll`¶

message ReportValueDateRollRequest · since v23 · preview

Carries the value-date roll as it arrived (W11.25).

Means: the fact whole: a roll on a code no ems mapped, or one meeting no pending line to move; nothing places it later, the venue's next roll its own fact
Does not mean: a roll the book applied, which is an entry of kind value-date-rolled
Empty: unset unless fact_kind is value-date-roll
Filled: as-reported, by connectivity

`placed_by`¶

message JournalRef · since v22 · preview

Names the entry that placed it.

Means: the entry made when a later record claimed it
Does not mean: the entry that kept it
Empty: unset while unplaced
Filled: decided, by bor

`last_change`¶

message JournalRef · since v22 · preview

Says where the unplaced fact last changed.

Means: the journal reference of its latest entry: the one that kept it, or the one that placed it
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`TradingInstruction`¶

meridian.v1.TradingInstruction, a record.

`target`¶

message TradingInstructionTarget · since v22 · preview

Names what the instruction is on.

Means: an account, All accounts, a plugin, a person or a service account (a user group from v27); a plugin admin's within their plugin
Does not mean: who set it
Empty: never unset
Filled: entered, by dashboard

`value`¶

enum TradingInstructionValue · since v22 · preview

Says the instruction.

Means: active, pause or stop; the most restrictive in force governs, and the book refuses and cancels nothing for any (Q1, Q18)
Does not mean: a book decision: an instruction feeds none
Empty: never unspecified
Filled: entered, by dashboard

Value	Means
`TRADING_INSTRUCTION_VALUE_UNSPECIFIED`	not said
`TRADING_INSTRUCTION_VALUE_ACTIVE`	trading as usual
`TRADING_INSTRUCTION_VALUE_PAUSE`	no new orders
`TRADING_INSTRUCTION_VALUE_STOP`	no new orders, and working orders cancelled; a connectivity plugin cancels at its venue at once (W11.9)

`setter_level`¶

enum SetterLevel · since v22 · preview

Says the level it was set at.

Means: as the dashboard stamped it on the set command from the setter's claims; an entry is lifted only at the level that set it
Does not mean: a person
Empty: never unspecified
Filled: stamped, by bor

Value	Means
`SETTER_LEVEL_UNSPECIFIED`	not said
`SETTER_LEVEL_DEPLOYMENT_ADMIN`	set by a deployment admin
`SETTER_LEVEL_PLUGIN_ADMIN`	set by a plugin's admin, within their plugin

`covers`¶

repeated text · since v22 · preview

Names the persons a group's instruction covers.

Means: their deployment-local subjects, resolved by core when set and whenever membership changes, from v27; carried empty in v22
Does not mean: the group's ID
Empty: always empty in v22, which refuses an instruction on a user group until v27's accounts and onboarding resolve a group's persons
Filled: derived, by bor

`reason`¶

text · since v22 · preview

Records why it was set.

Means: the setter's words
Does not mean: a code
Empty: never empty
Filled: entered, by dashboard

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of it.

Means: its entry: a deployment admin's on one account in that account's partition, every other in the control partition
Does not mean: a book decision
Empty: never unset
Filled: decided, by bor

`last_change`¶

message JournalRef · since v22 · preview

Says where the instruction last changed.

Means: the journal reference of its latest entry, which a catch-up reads it by
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`Locate`¶

meridian.v1.Locate, a record.

`locate_record_id`¶

text · since v22 · preview

Identifies the locate record.

Means: LOC- and a ULID, minted by the book
Does not mean: the prime's locate ID
Empty: never empty
Filled: minted, by bor

`account_id`¶

identifier account · since v22 · preview

Names the account the locate is for.

Means: the account its venue account code maps to, as the sidecar stamped it
Does not mean: an external account or a venue account code
Empty: never empty
Filled: stamped, by bor

`instrument_id`¶

identifier instrument · since v22 · preview

Names the instrument to borrow.

Means: the deployment's instrument ID
Does not mean: a venue's code
Empty: never empty
Filled: as-reported, by connectivity

`quantity_requested`¶

Decimal · since v22 · preview

Says how much was asked of the prime.

Means: the quantity requested
Does not mean: the quantity approved
Empty: never unset
Filled: as-reported, by connectivity
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`answer`¶

message LocateAnswer · since v22 · preview

Carries the prime's answer.

Means: on the same record, its own entry
Does not mean: a check
Empty: unset until the prime answers
Filled: as-reported, by connectivity

`locate_id`¶

text · since v22 · preview

Carries the prime's locate ID.

Means: from its answer; a short order names it
Does not mean: the book's record ID
Empty: empty until the prime answers
Filled: as-reported, by connectivity

`remaining`¶

Decimal · since v22 · preview

Says what is left of the locate.

Means: derived from its uses
Does not mean: a quantity the prime states
Empty: unset until the prime answers
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`uses`¶

repeated message LocateUse · since v22 · preview

Carries each use of the locate (W11.19).

Means: each its own entry
Does not mean: when it is used up, which is compliance's or the oms's logic
Empty: empty while none is recorded
Filled: decided, by bor

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the locate was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`last_change`¶

message JournalRef · since v22 · preview

Says where the locate last changed.

Means: the journal reference of its latest entry
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`Booking`¶

meridian.v1.Booking, a record.

`booking_id`¶

text · since v24 · preview

Identifies the booking.

Means: minted by the book, a ULID behind its prefix, never reused (decisions/035, point 7); the reference the street echoes back
Does not mean: an allocation's identifier, or FIX's AllocID as a venue keeps it
Empty: never empty
Filled: minted, by bor

`order_id`¶

text · since v24 · preview

Names the order the booking books, a block order included.

Means: the order's ORD- ID; a child's executions are booked as its parent's
Does not mean: a member order of a block, which each allocation names by its account
Empty: never empty
Filled: decided, by bor

`execution_ids`¶

repeated text · since v24 · preview

Names the executions the booking books (W11.27).

Means: an explicit list on one order, sharing instrument, side, trade date and settlement date, as FIX's AllocationInstruction (J) requires of NoExecs; any subset of the unbooked
Does not mean: every execution on the order: a late fill stays visibly unbooked
Empty: never empty
Filled: as-reported, by oms

`allocations`¶

repeated message Allocation · since v24 · preview

Carries the booking's allocations, one per account.

Means: summing exactly to the executions booked in quantity, gross and each fee kind, the residual on a named allocation (step 5's Q29)
Does not mean: the allocation instruction, which is the order's
Empty: never empty
Filled: as-reported, by oms

`state`¶

enum BookingState · since v24 · preview

Says where the booking stands (decisions/035 as amended at v24).

Means: derived from its journal, never stored; its transitions are matrix/transitions.tsv's b-rows
Does not mean: the order's state, which booking leaves unchanged but for a block's member order
Empty: never unspecified
Filled: derived, by bor

Value	Means
`BOOKING_STATE_UNSPECIFIED`	not said; never answered
`BOOKING_STATE_BOOKED`	booked, its allocations tying out, not yet handed off or closed
`BOOKING_STATE_HELD`	executed does not equal allocated — a bust, a correction, a late fill or a later fee since booking, or a failed hand-off — held with the reason, its alert raised (W11.28)
`BOOKING_STATE_HANDED_OFF`	handed off to operations, which owns each allocation's post-trade life
`BOOKING_STATE_CLOSED`	a client's booking the firm does not settle, closed, its error-account allocations handed off
`BOOKING_STATE_CANCELLED`	cancelled by the oms before the hand-off, so the executions may be booked again

`held_reason`¶

text · since v24 · preview

Says why a booking is held (W11.28).

Means: the book's words: what moved executed away from allocated — a bust, a correction, a late fill, a later fee, or a failed hand-off — as FIX keeps a rejection's reason in AllocRejCode (88)
Does not mean: a reason a person wrote
Empty: empty unless the booking is held
Filled: decided, by bor

`account_id`¶

identifier account · since v24 · preview

Names the account whose partition the booking is in.

Means: the order's account, the allocation account for a block, which a booking's delivery and read are scoped by (matrix/scoped.tsv)
Does not mean: an allocation's receiving account, which each allocation names
Empty: never empty
Filled: decided, by bor

`last_change`¶

message JournalRef · since v24 · preview

Says where the booking last changed (approved 2026-10-14).

Means: the journal reference of its latest entry, which a catch-up reads it by (W4.3)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`Allocation`¶

meridian.v1.Allocation, a record.

`account_id`¶

identifier account · since v24 · preview

Names the account the allocation books to.

Means: an account the allocation instruction names, or one marked an error account (W9.13)
Does not mean: the account the executions moved, for a block the allocation account
Empty: never empty
Filled: as-reported, by oms

`sleeve`¶

text · since v24 · preview

Names the sleeve the allocation moves (W11.27; step 5's requirement 63).

Means: the instruction line's sleeve, the order's own the default
Does not mean: the order's sleeve as such
Empty: empty for the account's unsleeved part
Filled: as-reported, by oms

`quantity`¶

Decimal · since v24 · preview

Says how much of the executions the account receives.

Means: at the instrument's scale; the allocations sum exactly to the executions booked
Does not mean: an ordered quantity
Empty: never empty
Filled: as-reported, by oms
Unit: units of the instrument
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: BookOrder from v24; CorrectBooking from v24

`average_price`¶

Money · since v24 · preview

Carries the allocation's average price (W11.27).

Means: the price the account's confirmation states, a lot opening at it plus its capitalised fees
Does not mean: an execution's price
Empty: never empty
Filled: as-reported, by oms
Required on: BookOrder from v24; CorrectBooking from v24

`gross_amount`¶

Money · since v24 · preview

Carries the allocation's gross amount.

Means: quantity times average price, as the oms rounds it; the allocations' gross sums exactly to the executions', the residual on a named allocation (step 5's Q29)
Does not mean: the net amount
Empty: never empty
Filled: as-reported, by oms
Required on: BookOrder from v24; CorrectBooking from v24

`fees`¶

repeated message Fee · since v24 · preview

Carries the allocation's fees by kind, each marked capitalised or not.

Means: each kind summing exactly to the executions' fees of that kind; every fee its own cash line
Does not mean: a fee reported after booking, which holds the booking
Empty: empty where none
Filled: as-reported, by oms

`net_amount`¶

Money · since v24 · preview

Carries the allocation's net amount.

Means: derived from gross and fees, not checked by the book
Does not mean: a figure core computes
Empty: never empty
Filled: as-reported, by oms
Required on: BookOrder from v24; CorrectBooking from v24

`intended_settlement_date`¶

date · since v24 · preview

Says when the allocation is intended to settle (W11.27, W9.3).

Means: the date operations reconciles the allocation by, superseding the fill's
Does not mean: a settled date, which waits for slice D
Empty: never empty
Filled: as-reported, by oms

`average_priced`¶

boolean · since v24 · preview

Says the allocation states an average of several executions (FIX AvgPxIndicator, 819).

Means: true: priced at the average, as the SEC's average-price notation marks a confirmation
Does not mean: a price the venue reported
Empty: false: not an average
Filled: as-reported, by oms

`relieve_lot_ids`¶

repeated text · since v24 · preview

Names specific lots the receiving account relieves on a sale (W11.27).

Means: the account's own lots; the book records when each designation was made and refuses nothing for lateness
Does not mean: lots of another account
Empty: empty: relieved by the method
Filled: as-reported, by oms

`reason`¶

text · since v24 · preview

Says why an allocation goes to the error account (W11.27; step 5's Q30).

Means: bounded text a person wrote, required on an error-account allocation, REFUSAL_REASON_REASON_REQUIRED without it
Does not mean: instructions to any agent that reads it
Empty: empty unless the allocation is to an error account; never empty there
Filled: entered, by oms
Required on: BookOrder from v24, unless the allocation's account is not marked an error account; CorrectBooking from v24, unless the allocation's account is not marked an error account

`allocation_id`¶

text · since v24 · preview

Identifies the allocation.

Means: minted by the book, a ULID behind its prefix, never reused, even for one account; the reference the street echoes back (FIX IndividualAllocID, 467)
Does not mean: the booking's identifier
Empty: never empty on an allocation the book holds; empty on a command, where the book mints it
Filled: minted, by bor

`error_cause`¶

enum ErrorCause · since v24 · preview

Says why an allocation goes to the error account (W11.27; step 5's cases).

Means: overfill, client reneged, wrong accept, booking error, or other with its text; FIX has no standard list
Does not mean: a reason a person wrote, which reason carries
Empty: unspecified unless the allocation is to an error account
Filled: as-reported, by oms

Value	Means
`ERROR_CAUSE_UNSPECIFIED`	not an error-account allocation
`ERROR_CAUSE_OVERFILL`	the venue filled more than ordered; the excess booked to the error account
`ERROR_CAUSE_CLIENT_RENEGED`	the client reneged on its allocation
`ERROR_CAUSE_WRONG_ACCEPT`	a venue-originated fill accepted to the wrong order (W11.23)
`ERROR_CAUSE_BOOKING_ERROR`	the firm's own booking error
`ERROR_CAUSE_OTHER`	another cause, which error_text says

`error_text`¶

text · since v24 · preview

Carries the words of an other error cause.

Means: as FIX's Text (58), and as a DK's text is required with other (W11.24)
Does not mean: a note on the order
Empty: empty unless error_cause is ERROR_CAUSE_OTHER; never empty then, refused INVALID_ARGUMENT naming it
Filled: as-reported, by oms

`give_up_answers`¶

repeated message GiveUpRecord · since v24 · preview

Keeps each answer a prime gave to the give-up of this allocation (W11.32).

Means: each its own record, in the order recorded, as FIX sends each AllocationReport (AS) as its own message
Does not mean: the allocation's state
Empty: empty until a prime answers a give-up of this allocation
Filled: decided, by bor

`Alert`¶

meridian.v1.Alert, a record.

`account_id`¶

identifier account · since v24 · preview

Names the account whose partition the alert is in (W11.34).

Means: the account a booking, an allocation or compliance's own subject is in
Does not mean: who raised it
Empty: never empty
Filled: decided, by bor

`state`¶

enum AlertState · since v24 · preview

Says where the alert stands (W11.34).

Means: raised, acknowledged or cleared; nothing is deleted
Does not mean: whether it is overdue, which is a reader's comparison
Empty: never unspecified
Filled: decided, by bor

Value	Means
`ALERT_STATE_UNSPECIFIED`	not said; never answered
`ALERT_STATE_RAISED`	raised, by the book or by compliance
`ALERT_STATE_ACKNOWLEDGED`	acknowledged by compliance for a person, with a reason
`ALERT_STATE_CLEARED`	cleared: a held booking handed off or closed, the book's own act

`kind`¶

enum AlertKind · since v24 · preview

Says what raised the alert (W11.34).

Means: an error-account allocation, a held booking, or compliance's own; v26 adds rule results to the same record
Does not mean: a severity
Empty: never unspecified
Filled: decided, by bor

Value	Means
`ALERT_KIND_UNSPECIFIED`	not said; never answered
`ALERT_KIND_ERROR_ACCOUNT_BOOKING`	an allocation to an error account, raised by the book on each (step 5's Q30)
`ALERT_KIND_BOOKING_HELD`	a booking held, raised by the book and cleared by it at the hand-off or closing (step 5's Q27)
`ALERT_KIND_COMPLIANCE`	compliance's own, through RaiseAlert (step 5's Q11)

`reason`¶

text · since v24 · preview

Says why the alert was raised.

Means: bounded text, the book's words or compliance's
Does not mean: instructions to any agent that reads it
Empty: never empty
Filled: decided, by bor

`alert_id`¶

text · since v24 · preview

Identifies the alert.

Means: minted by the book, a ULID behind its prefix, never reused
Does not mean: a ticket
Empty: never empty
Filled: minted, by bor

`due_by`¶

moment · since v24 · preview

Says when a held booking's alert is due (W11.34).

Means: the moment the operations plugin's affirmation_deadline falls on the trade date, in the deployment's time zone; overdue is a reader's comparison against the one clock
Does not mean: a second record of overdue
Empty: zero unless the alert is a held booking's
Filled: decided, by bor
Unit: nanoseconds since the epoch

`subject`¶

message AlertSubject · since v24 · preview

Names what the alert is about (W11.34).

Means: one of an order, a booking, an allocation or a position
Does not mean: the account, which account_id names
Empty: never unset
Filled: decided, by bor

`last_change`¶

message JournalRef · since v24 · preview

Says where the alert last changed (approved 2026-10-14).

Means: the journal reference of its latest entry, which a catch-up reads it by (W4.3)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`SleeveCross`¶

meridian.v1.SleeveCross, a record.

`order_ids`¶

repeated text · since v24 · preview

Names the two opposite orders a sleeve cross stands in for (W11.33; the order-path plan's v24 item 17).

Means: each order's filled quantity counts the cross, so each PM's order shows as done, and how; no Execution is minted
Does not mean: executions, which a sleeve cross never mints
Empty: empty where the cross stands in for no orders
Filled: as-reported, by oms

`account_id`¶

identifier account · since v24 · preview

Names the account whose sleeves the cross is between.

Means: one account; a cross between accounts is an internal cross, a real trade
Does not mean: either sleeve
Empty: never empty
Filled: as-reported, by oms

`instrument_id`¶

identifier instrument · since v24 · preview

Names the instrument crossed.

Means: the deployment's record, compared through the replacement
Does not mean: a price
Empty: never empty
Filled: as-reported, by oms

`quantity`¶

Decimal · since v24 · preview

Says how much is crossed.

Means: at the instrument's scale; a partial cross splits a lot
Does not mean: an order's quantity
Empty: never empty
Filled: as-reported, by oms
Unit: units of the instrument
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordSleeveCross from v24

`reason`¶

text · since v24 · preview

Says who decided the cross and why.

Means: bounded text, refused REFUSAL_REASON_REASON_REQUIRED without it
Does not mean: instructions to any agent that reads it
Empty: never empty
Filled: entered, by oms

`sleeve_cross_id`¶

text · since v24 · preview

Identifies the sleeve cross.

Means: minted by the book, a ULID behind its prefix, never reused
Does not mean: an execution's identifier: a cross mints none
Empty: never empty on a cross the book holds
Filled: minted, by bor

`giving_sleeve`¶

text · since v24 · preview

Names the sleeve the lots leave.

Means: a sleeve of the account
Does not mean: an account
Empty: empty for the account's unsleeved part
Filled: as-reported, by oms

`receiving_sleeve`¶

text · since v24 · preview

Names the sleeve the lots join.

Means: a sleeve of the account, never the giving one
Does not mean: an account
Empty: empty for the account's unsleeved part
Filled: as-reported, by oms

`cross_price`¶

Money · since v24 · preview

Carries the price the cross is made at.

Means: the plugin's choice (mid, last or close; principle 3): each moved lot's performance cost, never its tax basis
Does not mean: a traded price
Empty: never unset
Filled: as-reported, by oms
Required on: RecordSleeveCross from v24

`price_source`¶

text · since v24 · preview

Says where the cross price came from.

Means: the plugin's words: which price and when
Does not mean: a vendor's name as an identifier
Empty: never empty
Filled: as-reported, by oms

`Actor`¶

meridian.v1.Actor, a message.

`person`¶

message PersonActor · since v8 · stable

Records that a person answered for the act.

Means: the person the sidecar vouched for
Does not mean: a plugin instance
Empty: unset unless a person
Filled: stamped, by bor

`system`¶

message SystemActor · since v8 · stable

Records that the act was a finding or the book's own.

Means: the plugin instance that sent a finding; empty for the book's own act
Does not mean: a person
Empty: unset unless a system act
Filled: stamped, by bor

`service_account`¶

message ServiceAccountActor · since v21 · preview

Records that a service account answered for the act.

Means: the service account a plugin's autonomous work acted as, whose call the dashboard admitted (W4.15)
Does not mean: a person, or the plugin's own finding
Empty: unset unless a service account
Filled: stamped, by bor

`venue`¶

message VenueActor · since v22 · preview

Records that the venue answered for the act.

Means: the venue, through the connectivity plugin reporting what it did (W11.2, W11.9 to W11.12): a fact, never refused for the state it arrives in
Does not mean: a person's act, or the connectivity plugin's own finding
Empty: unset unless the venue
Filled: stamped, by bor

`PersonActor`¶

meridian.v1.PersonActor, a message.

`subject`¶

text · since v8 · stable

Names the person.

Means: the deployment-local subject the sign-in recorded (W6.1)
Does not mean: an email address or a display name
Empty: never empty
Filled: stamped, by bor

`delegation_id`¶

text · since v10 · stable

Names the delegation the person acted through.

Means: the delegation the sidecar stamped beside the person (W4.9, decisions/029): a client acting on the person's delegation
Does not mean: the actor, who stays the person
Empty: empty for a person at the dashboard in a browser, and for any act before v10
Filled: stamped, by bor

`client_name`¶

text · since v10 · stable

Names the client the person acted through.

Means: the client's registered name, its own choice, as the sidecar stamped it beside the delegation (W4.9)
Does not mean: a person or a plugin instance
Empty: empty where delegation_id is
Filled: stamped, by bor

`prepared_call_id`¶

text · since v20 · preview

Names the prepared change the change was made from (W6.27).

Means: the PC- ID the person's request carried, stamped beside the delegation, so the record says what prepared the change as well as who made it
Does not mean: who made it, who stays the person; or that an agent made it: a person did, from what was prepared
Empty: empty where the change was not made from a prepared change, and on every change before v20
Filled: stamped, by bor

Changes: v22, clarified: copied by the book from the envelope's prepared_call_id, which the sidecar stamps, as the actor's other parts are; an actor a command names (decided_by) carries none of a plugin's choosing.

`SystemActor`¶

meridian.v1.SystemActor, a message.

`instance_id`¶

identifier instance · since v8 · stable

Names the plugin instance that sent a finding.

Means: the instance its sidecar was launched to serve
Does not mean: a person
Empty: empty for the book's own act
Filled: stamped, by bor

`EntryMeta`¶

meridian.v1.EntryMeta, a message.

`entry_id`¶

text · since v8 · stable

Identifies an entry of the journal.

Means: minted by the book when it journals the entry
Does not mean: anything a plugin may choose
Empty: never empty
Filled: minted, by bor

`kind`¶

text · since v8 · stable

Says what the entry was.

Means: one of an open list; a reader takes an unknown kind as data
Does not mean: anything the projection reads: positions only ever sum lines
Empty: never empty
Filled: decided, by bor

Value	Means
`opening-balance`	the account's opening balance (W9.1)
`encumbrances-recorded`	a position's encumbrances recorded from a statement (W9.15): an attribute, never a movement
`instrument-merged`	the book's own move of what it held under a record a person merged into another onto the one that stays (W9.9)
`figures-recorded`	an account's figures for a business date, per agreement (W9.5)
`break-recorded`	a break recorded or brought up to date (W9.4)
`break-handled`	a break's cause confirmed or its handling set (W9.6)
`break-resolved`	breaks resolved by entries already recorded (W9.7)
`break-closed`	breaks closed with an explanation, or as cleared, no entry (W9.7)
`adjustment`	an adjustment resolving breaks, journalled in the same act (W9.7)
`reversal`	a reversal of an entry, its lines negated, resolving breaks (W9.7)
`attribute-set`	an account's attribute set (W9.13)
`order-proposed`	an order proposed (W11.1)
`order-recorded`	an order the book did not create, recorded (W11.2)
`order-released`	an order released through the gate (W11.6)
`execution-recorded`	an execution recorded, moving the trade-date position (W11.11, W11.13)

`actor`¶

message Actor · since v8 · stable

Records who answered for the entry.

Means: a person, from v21 a service account, from v22 the venue through the connectivity plugin reporting a fact, a plugin instance for a finding, or the book itself
Does not mean: the cause's instance alone
Empty: never empty
Filled: stamped, by bor

Changes: v21, clarified: a service account, the Actor's service_account arm (W9.8); v22, clarified: the venue, the Actor's venue arm, on a venue's fact (W11.2, W11.9 to W11.12).

`event_time_ns`¶

moment · since v8 · stable

Records when the message that caused the entry was sent.

Means: the envelope's publication time
Does not mean: when it committed, which is the cause's
Empty: 0 for the book's own act
Filled: stamped, by bor

`received_at_ns`¶

moment · since v8 · stable

Records when the book received the command.

Means: the deployment's clock when the book received it
Does not mean: when it committed
Empty: never 0
Filled: decided, by bor

`effective_date`¶

date · since v8 · stable

Records the business date the entry stands for.

Means: an opening balance's D0, an adjustment's date, a break's last seen date, the day an attribute was set
Does not mean: when it was journalled
Empty: never empty
Filled: decided, by bor

`control_sequence`¶

integer · since v8 · stable

Records the control partition's sequence in force.

Means: the control partition's head when the entry was journalled
Does not mean: the entry's own number
Empty: 0 while nothing has written the control partition
Filled: decided, by bor
Unit: numbers in the control partition

`reference_versions`¶

repeated message ReferenceVersion · since v8 · stable

Records the reference data the entry was made against.

Means: each instrument the command named, with the instrument store's version then
Does not mean: a price or a term
Empty: empty where the instrument store answered none
Filled: decided, by bor

`reason`¶

text · since v8 · stable

Records why.

Means: the person's words on a justified act
Does not mean: a code
Empty: empty on a finding
Filled: entered, by operations

`break_ids`¶

repeated text · since v8 · stable

Names the breaks an act concerns.

Means: breaks of the account, by the identifier the book minted
Does not mean: anything the plugin minted
Empty: empty on an entry that concerns no break
Filled: as-reported, by operations

`idempotency_key`¶

text · since v8 · stable

Records the key the command came with.

Means: the plugin's key, as sent
Does not mean: the message identifier
Empty: empty where none was sent
Filled: as-reported, by operations

`ReferenceVersion`¶

meridian.v1.ReferenceVersion, a message.

`instrument_id`¶

identifier instrument · since v8 · stable

Names the instrument.

Means: the deployment's record for the instrument (W3): its own LCL- ID, or the INS- ID a record applied from the platform before v10 keeps; a currency's cash instrument included
Does not mean: a ticker or any other identifier: custody resolved it before it reached the street, and the book resolves nothing
Empty: never empty
Filled: as-reported, by operations

`version`¶

integer · since v8 · stable

Records the reference record's version.

Means: the InstrumentRecord's version in force (W3.6)
Does not mean: a contract version
Empty: never 0
Filled: decided, by bor
Unit: versions of the instrument's record

`MovementLine`¶

meridian.v1.MovementLine, a message.

`instrument_id`¶

identifier instrument · since v8 · stable

Names the instrument.

Means: the deployment's record for the instrument (W3): its own LCL- ID, or the INS- ID a record applied from the platform before v10 keeps; a currency's cash instrument included
Does not mean: a ticker or any other identifier: custody resolved it before it reached the street, and the book resolves nothing
Empty: never empty
Filled: as-reported, by operations
Required on: ResolveBreak from v8

`side`¶

enum HoldingSide · since v8 · stable

Says which side of the instrument.

Means: long or short; a quantity on it is signed to match, negative short
Does not mean: the sign alone: a venue may report an account's long and short of one instrument at once
Empty: unspecified is refused
Filled: as-reported, by operations
Required on: ResolveBreak from v8

Value	Means
`HOLDING_SIDE_UNSPECIFIED`	not said; refused by the book
`HOLDING_SIDE_LONG`	held long
`HOLDING_SIDE_SHORT`	held short

`bucket`¶

enum SettlementBucket · since v8 · stable

Says which settlement bucket the line moves.

Means: settled, or pending on its value date; not stated only on a line a v8 opening balance recorded
Does not mean: a state of the trade
Empty: unspecified is refused
Filled: as-reported, by operations
Required on: ResolveBreak from v8

Value	Means
`SETTLEMENT_BUCKET_UNSPECIFIED`	not said; refused by the book
`SETTLEMENT_BUCKET_SETTLED`	the quantity has settled
`SETTLEMENT_BUCKET_PENDING`	pending settlement on the line's value date; with no value date on an adjustment the street gave no date for, or on a line a v8 opening balance recorded (date not stated)
`SETTLEMENT_BUCKET_NOT_STATED`	the source did not say whether it is settled or pending: only on a line a v8 opening balance recorded Deprecated in v9: refused on every write from v9; read only on a line a v8 opening balance recorded, and gone at the next breaking version.

Changes: v9, narrowed: the not-stated bucket is no longer admitted, and an opening balance opens no pending line without its value date.

`value_date`¶

date · since v8 · stable

Says when a pending quantity settles.

Means: the intended settlement date; may be years out
Does not mean: the trade date
Empty: empty only on a settled line, or a pending line of an adjustment the street gave no date for; a v8 opening balance's pending line with no date stands as recorded
Filled: as-reported, by operations

Changes: v9, narrowed: an opening balance's pending line names its value date.

`quantity`¶

Decimal · since v8 · stable

Moves a position.

Means: signed as the position's quantity is, and added to it
Does not mean: a position's whole quantity
Empty: never unset
Filled: as-reported, by operations
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: ResolveBreak from v8

`lot_id`¶

text · since v8 · stable

Identifies a lot.

Means: minted by the book when a line opens the lot; kept when a merge's move carries it
Does not mean: a custodian's tax-lot number
Empty: empty on a line opening a lot, whose identifier the book mints, and on cash
Filled: minted, by bor

`opens_lot`¶

message LotTerms · since v8 · stable

Opens a lot.

Means: the lot's terms; set on the line that opens it and only there
Does not mean: a basis adjustment
Empty: unset on a line that adds to or relieves a lot, or on cash
Filled: as-reported, by operations

`pending_state`¶

message PendingState · since v8 · stable

Carries a pending settlement's fail.

Means: the failing flag, its reason and the date now expected, as reported
Does not mean: a break
Empty: unset where the source reports no fail
Filled: as-reported, by operations

`sleeve`¶

text · since v22 · preview

Names the sleeve within the account the line moves.

Means: the sleeve (ruled 2026-10-10; requirement 59): a position and its lots are keyed by account, instrument, side and sleeve, and a fill's position, lot and cash lines carry its order's; a break's position (PositionKey) is the account's, with no sleeve
Does not mean: an account, or a portfolio of its own: a sleeve is part of one account
Empty: empty for the account's unsleeved part, and on every line before v22; a cash line carries it too
Filled: as-reported, by operations

`LotTerms`¶

meridian.v1.LotTerms, a message.

`unit_cost`¶

Money · since v8 · stable

Records a lot's cost per unit.

Means: as reported, in the instrument's price unit
Does not mean: a figure derived from cost and quantity: never derived
Empty: unset where not known
Filled: as-reported, by operations

`cost`¶

Money · since v8 · stable

Records a lot's total cost.

Means: as reported, sign included
Does not mean: a figure derived from unit cost: never derived
Empty: never unset on a lot the book opens from v9: an opening balance or an adjustment without it is refused (REFUSAL_REASON_INCOMPLETE), naming it; unset on a lot a v8 book recorded with its cost unknown, never zero
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v9; ResolveBreak from v9

Changes: v9, narrowed: required on every lot the book opens: a lot of unknown cost is no longer admitted.

`acquired_date`¶

date · since v8 · stable

Records when the lot was acquired.

Means: the trade date of the acquisition, as reported
Does not mean: when the book opened it
Empty: never empty on a lot the book opens from v9: an opening balance or an adjustment without it is refused (REFUSAL_REASON_INCOMPLETE), naming it; empty on a lot a v8 book recorded without one
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v9; ResolveBreak from v9

Changes: v9, narrowed: required on every lot the book opens.

`holding_period_start`¶

date · since v8 · stable

Records where the holding period starts.

Means: for wash-sale tacking, apart from the acquisition
Does not mean: the acquired date, which empty means
Empty: empty is the acquired date
Filled: as-reported, by operations

`settlement_date`¶

date · since v8 · stable

Records when the lot's acquisition settled.

Means: as reported
Does not mean: the acquired date
Empty: empty where not reported
Filled: as-reported, by operations

`source`¶

enum LotSource · since v8 · stable

Says where the lot came from.

Means: the opening balance's source, an adjustment, or from v22 a reported fill
Does not mean: the custodian
Empty: unspecified is taken from the act that opened it
Filled: as-reported, by operations

Value	Means
`LOT_SOURCE_UNSPECIFIED`	not said; the book takes an opening balance's lot as from it, an adjustment's as from it
`LOT_SOURCE_OPENING_BALANCE`	as the opening balance's source reported it
`LOT_SOURCE_ADJUSTMENT`	opened by an adjustment resolving a break
`LOT_SOURCE_EXECUTION`	a lot a reported fill opens (W11.13)

Changes: v22, clarified: a reported fill opens a lot at the execution's price and quantity (W11.13).

`PendingState`¶

meridian.v1.PendingState, a message.

`failing`¶

boolean · since v8 · stable

Says a pending settlement has failed.

Means: as reported
Does not mean: a break
Empty: false is not failing, or not reported
Filled: as-reported, by operations

`fail_reason`¶

text · since v8 · stable

Says why it failed.

Means: as reported
Does not mean: a code
Empty: empty where none was reported
Filled: as-reported, by operations

`expected_date`¶

date · since v8 · stable

Says when it is now expected.

Means: as reported; the bucket keeps its intended date
Does not mean: the value date
Empty: empty where none was reported
Filled: as-reported, by operations

`BasisAdjustment`¶

meridian.v1.BasisAdjustment, a message.

`lot_id`¶

text · since v8 · stable

Identifies a lot.

Means: minted by the book when a line opens the lot; kept when a merge's move carries it
Does not mean: a custodian's tax-lot number
Empty: empty on a line opening a lot, whose identifier the book mints, and on cash
Filled: minted, by bor

`cost_change`¶

Money · since v8 · stable

Changes a lot's cost.

Means: added to the lot's cost, signed, in its currency
Does not mean: a new cost
Empty: unset changes no cost
Filled: as-reported, by operations

`stated_cost`¶

Money · since v8 · stable

States a lot's cost.

Means: the lot's cost as the source states it, replacing what the book holds, unknown included
Does not mean: a change to add
Empty: unset unless this is the arm
Filled: as-reported, by operations

`holding_period_start`¶

date · since v8 · stable

Moves a lot's holding period start.

Means: the new start
Does not mean: the acquired date
Empty: empty is unchanged
Filled: entered, by operations

`Encumbrance`¶

meridian.v1.Encumbrance, a message.

`kind`¶

enum EncumbranceKind · since v8 · stable

Says why it cannot move.

Means: one of the book's kinds
Does not mean: a kind guessed from a label
Empty: never unspecified
Filled: as-reported, by operations

Value	Means
`ENCUMBRANCE_KIND_UNSPECIFIED`	not said; refused
`ENCUMBRANCE_KIND_PLEDGED`	pledged in place to a pledgee (PLED)
`ENCUMBRANCE_KIND_POSTED`	delivered to a third party as collateral (COLO)
`ENCUMBRANCE_KIND_ON_LOAN`	lent (LOAN)
`ENCUMBRANCE_KIND_BLOCKED`	blocked for a stated purpose (BLOK, BLCA, BLOT, BLOV)
`ENCUMBRANCE_KIND_RESTRICTED`	movable only under conditions or with documents (RSTR, WDOC)
`ENCUMBRANCE_KIND_IN_TRANSIT`	between depositories, agents or registers (TRAN, REGO, BTRA)
`ENCUMBRANCE_KIND_OTHER`	a sub-balance the plugin cannot map, with the source's code
`ENCUMBRANCE_KIND_PENDING`	the street's alone; refused by the book, which holds pending in its settlement buckets
`ENCUMBRANCE_KIND_REHYPOTHECATED`	the street's alone; refused by the book: a right of use reduces nothing
`ENCUMBRANCE_KIND_BORROWED`	the street's alone; refused by the book: a borrow is a later slice

`quantity`¶

Decimal · since v8 · stable

Says how much cannot move.

Means: as the statement states it, signed as the position
Does not mean: a quantity derived from available
Empty: never unset
Filled: as-reported, by operations
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordEncumbrances from v8

`pledgee`¶

text · since v8 · stable

Says to whom it is pledged, posted or lent.

Means: as reported: a name, a BIC or an LEI
Does not mean: a key the book follows
Empty: empty where not stated
Filled: as-reported, by operations

`held_at`¶

text · since v8 · stable

Says where it is held.

Means: the safekeeping place or third party, as reported
Does not mean: the custodian of the account
Empty: empty where not stated
Filled: as-reported, by operations

`agreement`¶

message MarginAgreementRef · since v8 · stable

Names the margin agreement it is under.

Means: where the source names one
Does not mean: a guess from the counterparty
Empty: unset where none is named
Filled: as-reported, by operations

`source_code`¶

text · since v8 · stable

Keeps the source's own code.

Means: verbatim (PLED)
Does not mean: a code the plugin made up
Empty: empty only where the kind is not OTHER and the source gave none
Filled: as-reported, by operations

`detail`¶

text · since v8 · stable

Keeps the source's narrative.

Means: verbatim
Does not mean: a summary
Empty: empty where none
Filled: as-reported, by operations

`source`¶

message StreetRecordRef · since v8 · stable

Names the statement it was recorded from.

Means: by value
Does not mean: a key the book follows
Empty: never unset
Filled: as-reported, by operations

`since_date`¶

text · since v8 · stable

Says since when it has stood.

Means: the business date first recorded under its kind, pledgee, location and agreement
Does not mean: the date the source says it began
Empty: never empty
Filled: decided, by bor

`set_by`¶

message JournalRef · since v8 · stable

Names the change that last set it.

Means: the position's change
Does not mean: the entry's first change
Empty: never unset on a read
Filled: decided, by bor

`PositionEncumbrances`¶

meridian.v1.PositionEncumbrances, a message.

`instrument_id`¶

identifier instrument · since v8 · stable

Names the instrument.

Means: the deployment's record for the instrument (W3): its own LCL- ID, or the INS- ID a record applied from the platform before v10 keeps; a currency's cash instrument included
Does not mean: a ticker or any other identifier: custody resolved it before it reached the street, and the book resolves nothing
Empty: never empty
Filled: as-reported, by operations

`side`¶

enum HoldingSide · since v8 · stable

Says which side of the position.

Means: long or short
Does not mean: a sign
Empty: never unspecified
Filled: as-reported, by operations

Value	Means
`HOLDING_SIDE_UNSPECIFIED`	not said; refused by the book
`HOLDING_SIDE_LONG`	held long
`HOLDING_SIDE_SHORT`	held short

`encumbrances`¶

repeated message Encumbrance · since v8 · stable

States the position's encumbrances, the whole set.

Means: as the statement states them
Does not mean: a change to add
Empty: empty: none now
Filled: as-reported, by operations

`RecordEncumbrancesRequest`¶

meridian.v1.RecordEncumbrancesRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`business_date`¶

date · since v8 · stable

Says the business date they are recorded for.

Means: the statement's
Does not mean: when it was journalled
Empty: never empty
Filled: as-reported, by operations

`source`¶

message StreetRecordRef · since v8 · stable

Names the statement they were read from.

Means: by value
Does not mean: a key the book follows
Empty: never unset
Filled: as-reported, by operations

`positions`¶

repeated message PositionEncumbrances · since v8 · stable

Names each position and its encumbrances.

Means: the whole set per position
Does not mean: positions not named, which stay as they were
Empty: never empty
Filled: as-reported, by operations

`idempotency_key`¶

text · since v8 · stable

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, derived from its source — the statement and its row — as FIX's ClOrdID; per account
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by operations

`PendingSettlement`¶

meridian.v1.PendingSettlement, a message.

`value_date`¶

date · since v8 · stable

Says when it settles.

Means: the intended settlement date
Does not mean: the trade date
Empty: never empty on an opening balance from v9: refused (REFUSAL_REASON_INCOMPLETE), naming it; empty on a book's position only for date not stated, from a v8 opening balance or an adjustment the street gave no date for
Filled: derived, by bor
Required on: RecordOpeningBalance from v9

Changes: v9, narrowed: an opening balance's pending settlement names its value date.

`quantity`¶

Decimal · since v8 · stable

Says how much is pending on the date.

Means: signed as the position
Does not mean: settled
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordOpeningBalance from v8

`state`¶

message PendingState · since v8 · stable

Carries its fail.

Means: as reported
Does not mean: a break
Empty: unset where no fail was reported
Filled: as-reported, by operations

`OpeningSource`¶

meridian.v1.OpeningSource, a message.

`kind`¶

enum OpeningSourceKind · since v8 · stable

Says what the source is.

Means: a custodian or the firm's prior system
Does not mean: a role
Empty: unspecified is not said
Filled: as-reported, by operations

Value	Means
`OPENING_SOURCE_KIND_UNSPECIFIED`	not said
`OPENING_SOURCE_KIND_CUSTODIAN`	a custodian's statement, as the street recorded it
`OPENING_SOURCE_KIND_PRIOR_SYSTEM`	the firm's prior system of record

`name`¶

text · since v8 · stable

Names the source.

Means: the custodian or system as known in the deployment: the external account's institution, the prior system's name
Does not mean: an identifier the book resolves
Empty: never empty on an opening balance holding a position: refused (REFUSAL_REASON_INCOMPLETE), naming it
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v9, unless the balance opens no position

Changes: v9, narrowed: the location requires the custodian or system named.

`as_of_date`¶

date · since v8 · stable

Says what date the source's figures are as of.

Means: the custodian's as-of date
Does not mean: when it was read
Empty: empty where not stated
Filled: as-reported, by operations

`basis`¶

enum PositionBasis · since v8 · stable

Says whether the source states trade-date or settled positions.

Means: trade date or settle date
Does not mean: the bucket
Empty: unspecified is not said
Filled: as-reported, by operations

Value	Means
`POSITION_BASIS_UNSPECIFIED`	not said
`POSITION_BASIS_TRADE_DATE`	the source states positions on trade date
`POSITION_BASIS_SETTLE_DATE`	the source states positions on settlement date

`street_records`¶

repeated message StreetRecordRef · since v8 · stable

Names the street records it was composed from, by value.

Means: each statement and its as-of date
Does not mean: a key the book follows (decisions/012)
Empty: empty for a prior system
Filled: as-reported, by operations

`StreetRecordRef`¶

meridian.v1.StreetRecordRef, a message.

`statement_id`¶

text · since v8 · stable

Names a street statement by value.

Means: the street store's identifier for the statement
Does not mean: a key the book follows
Empty: empty where the record is not a statement
Filled: as-reported, by operations

`change`¶

message JournalRef · since v8 · stable

Names the custodial position's change compared or used.

Means: the street's journal reference, by value
Does not mean: the book's own
Empty: unset where none was compared
Filled: as-reported, by operations

`as_of_date`¶

date · since v8 · stable

Says the custodian's as-of date.

Means: the statement's
Does not mean: when it was read
Empty: empty where not stated
Filled: as-reported, by operations

`OpeningPosition`¶

meridian.v1.OpeningPosition, a message.

`instrument_id`¶

identifier instrument · since v8 · stable

Names the instrument.

Means: the deployment's record for the instrument (W3): its own LCL- ID, or the INS- ID a record applied from the platform before v10 keeps; a currency's cash instrument included
Does not mean: a ticker or any other identifier: custody resolved it before it reached the street, and the book resolves nothing
Empty: never empty
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v8

`side`¶

enum HoldingSide · since v8 · stable

Says which side of the instrument.

Means: long or short; a quantity on it is signed to match, negative short
Does not mean: the sign alone: a venue may report an account's long and short of one instrument at once
Empty: unspecified is refused
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v8

Value	Means
`HOLDING_SIDE_UNSPECIFIED`	not said; refused by the book
`HOLDING_SIDE_LONG`	held long
`HOLDING_SIDE_SHORT`	held short

`trade_date_quantity`¶

Decimal · since v8 · stable

States what the account held on trade date.

Means: as the source reports it, signed to match its side
Does not mean: settled
Empty: never unset
Filled: as-reported, by operations
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordOpeningBalance from v8

`settled_quantity`¶

Decimal · since v8 · stable

States what of it had settled.

Means: as the source reports it
Does not mean: zero when unset
Empty: never unset from v9: refused (REFUSAL_REASON_INCOMPLETE), naming it; a person supplies it where the source states none
Filled: as-reported, by operations
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordOpeningBalance from v9

Changes: v9, narrowed: required: the not-stated settlement bucket it opened when unset is no longer admitted.

`pending`¶

repeated message PendingSettlement · since v8 · stable

States what was pending by value date.

Means: as the source reports it
Does not mean: trades
Empty: empty where nothing was pending; with the settled quantity it accounts for the whole trade-date quantity, or the balance is refused (REFUSAL_REASON_INCOMPLETE), naming it
Filled: as-reported, by operations

Changes: v9, narrowed: a remainder neither settled nor pending on a date is refused, no longer opened as date not stated.

`lots`¶

repeated message OpeningLot · since v8 · stable

States its lots.

Means: as reported and completed by a person, each with its quantity, cost and acquisition date; a money market fund's one lot at stable value; they sum to the quantity, or the balance is refused
Does not mean: the book's lots, which the book mints from these
Empty: empty on the account's base currency, which has none (until v24, on cash); on any other position refused (REFUSAL_REASON_INCOMPLETE), naming it; from v10 the instrument's record always says whether it is cash, or the position is refused naming its asset class
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v9, unless the position is in the account's base currency (W9.13; until v24, the position's instrument is cash by its record); a record naming no asset class is refused for that, and the lots asked for once it does

Changes: v9, narrowed: required on every position but cash: no lot of unknown cost stands in for missing lots; v24, narrowed: required on every position but the account's base currency: a currency other than the base carries lots with base-currency cost and acquisition date (the order-path plan's v24 item 19, option (c)).

`OpeningLot`¶

meridian.v1.OpeningLot, a message.

`quantity`¶

Decimal · since v8 · stable

States a lot's quantity.

Means: signed as the position
Does not mean: an open quantity after relief
Empty: never unset
Filled: as-reported, by operations
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordOpeningBalance from v8

`terms`¶

message LotTerms · since v8 · stable

States a lot's terms.

Means: as reported
Does not mean: the book's derivation
Empty: never unset from v9: its cost and acquisition date are required, or the balance is refused (REFUSAL_REASON_INCOMPLETE), naming it
Filled: as-reported, by operations

Changes: v9, narrowed: a lot of unknown cost is no longer admitted.

`RecordOpeningBalanceRequest`¶

meridian.v1.RecordOpeningBalanceRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`as_of_date`¶

date · since v8 · stable

Says the business date the opening balance stands for.

Means: D0: every later entry moving a position is effective after it
Does not mean: when it was recorded
Empty: never empty
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v8

`sources`¶

repeated message OpeningSource · since v8 · stable

Names what it was composed from.

Means: one per custodian or system
Does not mean: a key the book follows
Empty: never empty: refused (REFUSAL_REASON_INCOMPLETE), naming it
Filled: as-reported, by operations
Required on: RecordOpeningBalance from v8

`positions`¶

repeated message OpeningPosition · since v8 · stable

States what the account held.

Means: each position with its lots and pending settlements
Does not mean: the street's positions, which the book never loads
Empty: empty: the account enters holding nothing
Filled: as-reported, by operations

`reason`¶

text · since v8 · stable

Records why a justified act was taken.

Means: the person's own words, required on an opening balance, handling, a resolution and an attribute
Does not mean: a code the book acts on; nothing is parsed from it
Empty: empty is refused on a justified act, REFUSAL_REASON_REASON_REQUIRED
Filled: entered, by operations

`replaces_entry_id`¶

text · since v8 · stable

Names the reversed opening balance a new one replaces.

Means: the reversed entry
Does not mean: an overwrite
Empty: empty for the first
Filled: as-reported, by operations

`idempotency_key`¶

text · since v8 · stable

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, derived from its source — the statement and its row — as FIX's ClOrdID; per account
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by operations

`OpeningBalance`¶

meridian.v1.OpeningBalance, a message.

`entry_id`¶

text · since v8 · stable

Names the standing opening balance's entry.

Means: the entry W9.1 journalled
Does not mean: anything a plugin chose
Empty: never empty
Filled: minted, by bor

`as_of_date`¶

date · since v8 · stable

Says D0.

Means: the business date the opening balance stands for
Does not mean: when it was recorded
Empty: never empty
Filled: derived, by bor

`sources`¶

repeated message OpeningSource · since v8 · stable

Says what it was composed from.

Means: its sources, as recorded
Does not mean: a key the book follows
Empty: never empty
Filled: derived, by bor

`recorded_by`¶

message Actor · since v8 · stable

Says who answered for it.

Means: the person, or from v21 the service account
Does not mean: the plugin
Empty: never unset
Filled: stamped, by bor

Changes: v21, clarified: a service account may answer for it (W9.1).

`journal`¶

message JournalRef · since v8 · stable

Says where its entry sits.

Means: the entry's first change
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`reason`¶

text · since v8 · stable

Says why it was recorded.

Means: the person's words, as journalled
Does not mean: a code
Empty: never empty
Filled: entered, by operations

`PositionKey`¶

meridian.v1.PositionKey, a message.

`instrument_id`¶

identifier instrument · since v8 · stable

Names the position's instrument.

Means: as the book holds it
Does not mean: an identifier to resolve
Empty: never empty
Filled: as-reported, by operations

`side`¶

enum HoldingSide · since v8 · stable

Says which side of the instrument.

Means: long or short; a quantity on it is signed to match, negative short
Does not mean: the sign alone: a venue may report an account's long and short of one instrument at once
Empty: unspecified is refused
Filled: as-reported, by operations

Value	Means
`HOLDING_SIDE_UNSPECIFIED`	not said; refused by the book
`HOLDING_SIDE_LONG`	held long
`HOLDING_SIDE_SHORT`	held short

`FigureKey`¶

meridian.v1.FigureKey, a message.

`agreement`¶

message MarginAgreementRef · since v8 · stable

Names the margin agreement.

Means: the statement's external account and segment
Does not mean: a position
Empty: never unset
Filled: as-reported, by operations

`figure`¶

text · since v8 · stable

Names the figure.

Means: by its field's name in this dictionary, such as collateral.quantity
Does not mean: a value
Empty: never empty
Filled: as-reported, by operations

`instrument_id`¶

identifier instrument · since v8 · stable

Names a collateral balance's instrument.

Means: the collateral's instrument
Does not mean: a position
Empty: empty for a figure of no instrument
Filled: as-reported, by operations

`BreakValue`¶

meridian.v1.BreakValue, a message.

`quantity`¶

Decimal · since v8 · stable

States one side's quantity.

Means: as compared
Does not mean: zero when unset: unset is absent on that side
Empty: unset is absent
Filled: as-reported, by operations
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`amount`¶

Money · since v8 · stable

States one side's amount.

Means: as compared
Does not mean: zero when unset
Empty: unset is absent
Filled: as-reported, by operations

`text`¶

text · since v8 · stable

States one side's value that is neither.

Means: as compared, such as a date
Does not mean: a description
Empty: unset is absent
Filled: as-reported, by operations

`BreakDifference`¶

meridian.v1.BreakDifference, a message.

`field`¶

text · since v8 · stable

Names the differing field.

Means: by its name in this dictionary: settled_quantity, lots[2].terms.cost
Does not mean: a description
Empty: never empty
Filled: as-reported, by operations

`book`¶

message BreakValue · since v8 · stable

States the book's value.

Means: as the plugin read it at the book's watermark
Does not mean: the street's
Empty: unset is absent on the book's side
Filled: as-reported, by operations

`street`¶

message BreakValue · since v8 · stable

States the street's value.

Means: as the plugin read it at the street's watermark
Does not mean: the book's
Empty: unset is absent on the street's side
Filled: as-reported, by operations

`PendingSettlementRef`¶

meridian.v1.PendingSettlementRef, a message.

`instrument_id`¶

identifier instrument · since v8 · stable

Names the instrument.

Means: the deployment's record for the instrument (W3): its own LCL- ID, or the INS- ID a record applied from the platform before v10 keeps; a currency's cash instrument included
Does not mean: a ticker or any other identifier: custody resolved it before it reached the street, and the book resolves nothing
Empty: never empty
Filled: as-reported, by operations

`side`¶

enum HoldingSide · since v8 · stable

Says which side of the instrument.

Means: long or short; a quantity on it is signed to match, negative short
Does not mean: the sign alone: a venue may report an account's long and short of one instrument at once
Empty: unspecified is refused
Filled: as-reported, by operations

Value	Means
`HOLDING_SIDE_UNSPECIFIED`	not said; refused by the book
`HOLDING_SIDE_LONG`	held long
`HOLDING_SIDE_SHORT`	held short

`value_date`¶

date · since v8 · stable

Names the pending settlement's date.

Means: the book's pending bucket
Does not mean: the trade date
Empty: empty for date not stated
Filled: as-reported, by operations

`BreakCause`¶

meridian.v1.BreakCause, a message.

`category`¶

enum BreakCauseCategory · since v8 · stable

Says what kind of cause.

Means: one of the categories
Does not mean: a state
Empty: unspecified is refused
Filled: as-reported, by operations

Value	Means
`BREAK_CAUSE_CATEGORY_UNSPECIFIED`	not said; refused
`BREAK_CAUSE_CATEGORY_UNBOOKED_TRADE`	a trade the book has not booked, such as one placed away from the platform
`BREAK_CAUSE_CATEGORY_SETTLEMENT_TIMING`	a settlement landing on one side before the other
`BREAK_CAUSE_CATEGORY_COST_OR_PRICE`	a cost or a price, not a quantity
`BREAK_CAUSE_CATEGORY_CORPORATE_ACTION`	a corporate action one side has applied and the other has not
`BREAK_CAUSE_CATEGORY_FAIL`	a settlement that failed
`BREAK_CAUSE_CATEGORY_CUSTODIAN_ERROR`	the custodian's own error
`BREAK_CAUSE_CATEGORY_UNKNOWN`	no cause found yet
`BREAK_CAUSE_CATEGORY_INCOME_REINVESTED`	income the custodian reinvested in units, which the book has not booked, such as a money market fund's monthly dividend
`BREAK_CAUSE_CATEGORY_VALUE_DATE_NOT_BUSINESS_DAY`	a pending value date that is not a business day on its calendars (W9.4), the cause naming the date read's check (date_check); the book never moves the date itself

`street_record`¶

message StreetRecordRef · since v8 · stable

Names a street record found to cause it.

Means: by value
Does not mean: a key the book follows
Empty: unset unless this is the item
Filled: as-reported, by operations

`book_entry`¶

message JournalRef · since v8 · stable

Names a book entry found to cause it.

Means: by its journal reference
Does not mean: a street record
Empty: unset unless this is the item
Filled: as-reported, by operations

`pending_settlement`¶

message PendingSettlementRef · since v8 · stable

Names a pending settlement found to cause it.

Means: the book's pending bucket
Does not mean: a trade
Empty: unset unless this is the item
Filled: as-reported, by operations

`event_reference`¶

text · since v8 · stable

Names a corporate action found to cause it.

Means: as reported
Does not mean: an event the book recorded
Empty: unset unless this is the item
Filled: as-reported, by operations

`none_found`¶

boolean · since v8 · stable

Says no item was found.

Means: true when the matching found none
Does not mean: the cause is unknown, which the category says
Empty: unset unless this is the item
Filled: as-reported, by operations

`activity`¶

message ActivityRef · since v14 · stable

Names the custodian's activity found to cause it.

Means: an activity the street recorded, by value, recorded as given
Does not mean: a key the book follows, or a record it checks: the book reads no other store
Empty: unset unless this is the item
Filled: as-reported, by operations

`note`¶

text · since v8 · stable

Explains the cause.

Means: the plugin's or the person's words
Does not mean: a code
Empty: empty where none
Filled: entered, by operations

`date_check`¶

message DateCheck · since v22 · preview

Links the cause to the date read's check of a pending value date (W3.20, W9.4).

Means: what the date read found of the date: the date, the calendars and their versions it was checked on, and why the day is closed
Does not mean: a move of the date: the book never moves a date itself
Empty: unset unless the category is BREAK_CAUSE_CATEGORY_VALUE_DATE_NOT_BUSINESS_DAY
Filled: as-reported, by operations

`ActivityRef`¶

meridian.v1.ActivityRef, a message.

`activity_id`¶

text · since v14 · stable

Names a street activity by value.

Means: the street store's identifier for the activity
Does not mean: the custodian's own identifier, or a key the book follows
Empty: never empty on a reference that is sent
Filled: as-reported, by operations

`change`¶

message JournalRef · since v14 · stable

Names the activity's record in the street's partition.

Means: the street's journal reference, by value
Does not mean: the book's own
Empty: unset where not stated
Filled: as-reported, by operations

`trade_date`¶

date · since v14 · stable

Says the activity's trade date.

Means: as the custodian stated it
Does not mean: when the street recorded it
Empty: empty where not stated
Filled: as-reported, by operations

`BreakHandling`¶

meridian.v1.BreakHandling, a message.

`owner_subject`¶

text · since v8 · stable

Names who owns the break.

Means: a user granted write on the account through the plugin, or the person taking it (Q11)
Does not mean: a group
Empty: empty is nobody
Filled: entered, by operations

`escalation_level`¶

integer · since v8 · stable

Records the break's escalation level.

Means: the operations plugin's own levels
Does not mean: a level core gives meaning to: it gives none
Empty: 0 is not escalated
Filled: entered, by operations
Unit: the operations plugin's levels

`due_date`¶

date · since v8 · stable

Records when the break is due.

Means: a business date
Does not mean: its age, which is derived
Empty: empty is no due date
Filled: entered, by operations

`BreakResolution`¶

meridian.v1.BreakResolution, a message.

`entries`¶

repeated message JournalRef · since v8 · stable

Names the entries that corrected the book.

Means: their journal references
Does not mean: an explanation
Empty: empty when closed
Filled: decided, by bor

`explanation`¶

text · since v8 · stable

Records why the break was closed.

Means: the person's words
Does not mean: an entry
Empty: empty unless closed with an explanation
Filled: entered, by operations

`actor`¶

message Actor · since v8 · stable

Records who resolved or closed it.

Means: the person, or from v21 the service account
Does not mean: the instance alone
Empty: never unset
Filled: stamped, by bor

Changes: v21, clarified: a service account may resolve or close it (W9.7).

`reason`¶

text · since v8 · stable

Records the resolution's reason.

Means: the person's words
Does not mean: a code
Empty: never empty
Filled: entered, by operations

`cleared_at`¶

message StreetRecordRef · since v8 · stable

Names where the difference was gone.

Means: the street record of the statement where it cleared, by value (Q2)
Does not mean: an entry
Empty: unset unless closed as cleared
Filled: as-reported, by operations

`RecordBreakRequest`¶

meridian.v1.RecordBreakRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`break_id`¶

text · since v8 · stable

Names an open break to bring up to date.

Means: the book's identifier
Does not mean: a key the plugin mints
Empty: empty records a new break
Filled: as-reported, by operations

`position`¶

message PositionKey · since v8 · stable

Names the position the break is of.

Means: the instrument and side
Does not mean: a figure
Empty: unset unless of a position: unset for a figure, and from v24 for an unrecognized security, which the street record alone names
Filled: as-reported, by operations

`figure`¶

message FigureKey · since v8 · stable

Names the figure the break is of.

Means: the agreement and figure
Does not mean: a position
Empty: unset unless of a figure
Filled: as-reported, by operations

`category`¶

enum BreakCategory · since v8 · stable

Says what differs.

Means: one of the categories
Does not mean: the cause
Empty: never unspecified
Filled: as-reported, by operations

Value	Means
`BREAK_CATEGORY_UNSPECIFIED`	not said; refused
`BREAK_CATEGORY_TRADE_DATE_QUANTITY`	the trade-date quantities differ
`BREAK_CATEGORY_SETTLED_QUANTITY`	the settled quantities differ, or one side states none
`BREAK_CATEGORY_COST_OR_LOTS`	the cost or the lots differ
`BREAK_CATEGORY_SETTLED_AGAINST_PENDING`	the trade-date quantities agree and the split between settled and pending does not
`BREAK_CATEGORY_BOOK_ONLY`	the book holds a position the street does not
`BREAK_CATEGORY_STREET_ONLY`	the street holds a position the book does not
`BREAK_CATEGORY_FIGURE`	a figure the book holds a value of its own for, such as the street's available and not available against the book's position, or a sub-balance against the book's encumbrance of its kind, location and pledgee
`BREAK_CATEGORY_UNRECOGNIZED_SECURITY`	a statement row the street kept unresolved because its source is thinner than an instrument record's minimum (W3.7): no instrument and no position, the street record naming it by value, never silent (W9.3); ISO 15022/20022's DSEC

Changes: v24, widened: an unrecognized security, a placeholder outside the book (the one-ID model, approved 2026-10-14).

`differences`¶

repeated message BreakDifference · since v8 · stable

States each differing field.

Means: each with the book's value and the street's
Does not mean: a tolerance: every difference is recorded
Empty: never empty
Filled: as-reported, by operations

`book_watermark`¶

message Watermark · since v8 · stable

Says the book's watermark the plugin compared at.

Means: a sequence per partition
Does not mean: a time
Empty: unset where the plugin gives none
Filled: as-reported, by operations

`street`¶

message StreetRecordRef · since v8 · stable

Says the street record compared.

Means: by value
Does not mean: a key
Empty: unset where the plugin gives none
Filled: as-reported, by operations

`business_date`¶

date · since v8 · stable

Says the reconciliation's business date.

Means: first seen for a new break, last seen for one brought up to date
Does not mean: when it was recorded
Empty: never empty
Filled: as-reported, by operations

`candidate_causes`¶

repeated message BreakCause · since v8 · stable

Lists the causes the plugin's matching found.

Means: each with its item, by likelihood
Does not mean: the confirmed cause
Empty: empty where none was found
Filled: as-reported, by operations

`idempotency_key`¶

text · since v8 · stable

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, derived from its source — the statement and its row — as FIX's ClOrdID; per account
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by operations

`HandleBreakRequest`¶

meridian.v1.HandleBreakRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`break_id`¶

text · since v8 · stable

Identifies a break.

Means: minted by the book when it records a new break
Does not mean: anything a plugin may choose
Empty: empty on a command recording a new break
Filled: minted, by bor

`confirmed_cause`¶

message BreakCause · since v8 · stable

Confirms a cause.

Means: a person's judgement
Does not mean: a candidate
Empty: unset is unchanged
Filled: entered, by operations

`handling`¶

message BreakHandling · since v8 · stable

Sets the handling.

Means: replaces it whole
Does not mean: a partial change
Empty: unset is unchanged
Filled: entered, by operations

`reason`¶

text · since v8 · stable

Records why a justified act was taken.

Means: the person's own words, required on an opening balance, handling, a resolution and an attribute
Does not mean: a code the book acts on; nothing is parsed from it
Empty: empty is refused on a justified act, REFUSAL_REASON_REASON_REQUIRED
Filled: entered, by operations

`idempotency_key`¶

text · since v8 · stable

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, derived from its source — the statement and its row — as FIX's ClOrdID; per account
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by operations

`ResolveBreakRequest`¶

meridian.v1.ResolveBreakRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`break_ids`¶

repeated text · since v8 · stable

Names the breaks an act concerns.

Means: breaks of the account, by the identifier the book minted
Does not mean: anything the plugin minted
Empty: empty on an entry that concerns no break
Filled: as-reported, by operations

`reason`¶

text · since v8 · stable

Records why a justified act was taken.

Means: the person's own words, required on an opening balance, handling, a resolution and an attribute
Does not mean: a code the book acts on; nothing is parsed from it
Empty: empty is refused on a justified act, REFUSAL_REASON_REASON_REQUIRED
Filled: entered, by operations

`adjustment`¶

message Adjustment · since v8 · stable

Resolves by an adjustment journalled in the same act.

Means: its lines and basis adjustments
Does not mean: an overwrite
Empty: unset unless this is the resolution
Filled: as-reported, by operations

`reversal`¶

message Reversal · since v8 · stable

Resolves by reversing an entry.

Means: the entry named, its lines negated
Does not mean: a deletion
Empty: unset unless this is the resolution
Filled: as-reported, by operations

`entries`¶

message ResolvedByEntries · since v8 · stable

Resolves by entries already recorded.

Means: their identifiers
Does not mean: a new entry
Empty: unset unless this is the resolution
Filled: as-reported, by operations

`explanation`¶

text · since v8 · stable

Closes with an explanation.

Means: the person's words
Does not mean: an entry
Empty: unset unless this is the resolution
Filled: entered, by operations

`idempotency_key`¶

text · since v8 · stable

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, derived from its source — the statement and its row — as FIX's ClOrdID; per account
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by operations

`CloseBreaksAsClearedRequest`¶

meridian.v1.CloseBreaksAsClearedRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`break_ids`¶

repeated text · since v8 · stable

Names the breaks closed as cleared.

Means: open breaks of the account, each closed with no entry
Does not mean: a resolution by entries
Empty: never empty
Filled: as-reported, by operations

`cleared_at`¶

message StreetRecordRef · since v8 · stable

Names where the differences were gone.

Means: the street record of the statement where they cleared, by value (Q2)
Does not mean: an entry
Empty: never unset
Filled: as-reported, by operations

`reason`¶

text · since v8 · stable

Records why a justified act was taken.

Means: the person's own words, required on an opening balance, handling, a resolution and an attribute
Does not mean: a code the book acts on; nothing is parsed from it
Empty: empty is refused on a justified act, REFUSAL_REASON_REASON_REQUIRED
Filled: entered, by operations

`idempotency_key`¶

text · since v8 · stable

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, derived from its source — the statement and its row — as FIX's ClOrdID; per account
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by operations

`Adjustment`¶

meridian.v1.Adjustment, a message.

`effective_date`¶

date · since v8 · stable

Says the business date the adjustment stands for.

Means: after the opening balance's date
Does not mean: when it was journalled
Empty: never empty
Filled: as-reported, by operations

`lines`¶

repeated message MovementLine · since v8 · stable

Moves positions.

Means: each line
Does not mean: a new position
Empty: empty where only bases change
Filled: as-reported, by operations

`basis_adjustments`¶

repeated message BasisAdjustment · since v8 · stable

Changes lots' costs or holding periods.

Means: each adjustment
Does not mean: a quantity
Empty: empty where only quantities move
Filled: as-reported, by operations

`event_reference`¶

text · since v8 · stable

Names a corporate action the adjustment records.

Means: as reported
Does not mean: an event the book holds
Empty: empty where it records none
Filled: as-reported, by operations

Changes: v14, clarified: an adjustment proposed from the custodian's activity names the activity's identifier here (W2.12).

`Reversal`¶

meridian.v1.Reversal, a message.

`entry_id`¶

text · since v8 · stable

Names the entry reversed.

Means: an entry of the account not reversed yet
Does not mean: a deletion
Empty: never empty
Filled: as-reported, by operations

`ResolvedByEntries`¶

meridian.v1.ResolvedByEntries, a message.

`entry_ids`¶

repeated text · since v8 · stable

Names the entries that corrected the book.

Means: entries of the account
Does not mean: new entries
Empty: never empty
Filled: as-reported, by operations

`MarginAgreementRef`¶

meridian.v1.MarginAgreementRef, a message.

`statement_segment`¶

message StatementSegmentRef · since v8 · stable

Names the agreement by the statement's external account and segment.

Means: step 4's agreement
Does not mean: a template's agreement, which is another arm later
Empty: never unset in step 4
Filled: as-reported, by operations

`StatementSegmentRef`¶

meridian.v1.StatementSegmentRef, a message.

`external_account_id`¶

identifier external account · since v8 · stable

Names the statement's external account.

Means: the street's external account the agreement is reported under
Does not mean: the account in the book
Empty: never empty
Filled: as-reported, by operations

`segment`¶

text · since v8 · stable

Names the segment.

Means: as the venue names it
Does not mean: a category the book defines
Empty: empty for the account as a whole
Filled: as-reported, by operations

`counterparty`¶

text · since v8 · stable

Names the counterparty.

Means: the external account's institution, as reported
Does not mean: a key: the agreement is keyed by account and segment
Empty: empty where not known
Filled: as-reported, by operations

`ReportedPositionValue`¶

meridian.v1.ReportedPositionValue, a message.

`instrument_id`¶

identifier instrument · since v8 · stable

Names the instrument.

Means: the deployment's record for the instrument (W3): its own LCL- ID, or the INS- ID a record applied from the platform before v10 keeps; a currency's cash instrument included
Does not mean: a ticker or any other identifier: custody resolved it before it reached the street, and the book resolves nothing
Empty: never empty
Filled: as-reported, by operations

`side`¶

enum HoldingSide · since v8 · stable

Says which side of the instrument.

Means: long or short; a quantity on it is signed to match, negative short
Does not mean: the sign alone: a venue may report an account's long and short of one instrument at once
Empty: unspecified is refused
Filled: as-reported, by operations

Value	Means
`HOLDING_SIDE_UNSPECIFIED`	not said; refused by the book
`HOLDING_SIDE_LONG`	held long
`HOLDING_SIDE_SHORT`	held short

`market_value`¶

Money · since v8 · stable

Records the custodian's value of a position.

Means: the custodian's, labelled as such
Does not mean: the book's value: the book computes none
Empty: unset where not reported
Filled: as-reported, by operations

`margin_requirement`¶

Money · since v8 · stable

Records the custodian's margin requirement on a position.

Means: the custodian's
Does not mean: the book's
Empty: unset where not reported
Filled: as-reported, by operations

`AgreementFigures`¶

meridian.v1.AgreementFigures, a message.

`agreement`¶

message MarginAgreementRef · since v8 · stable

Names the agreement.

Means: the statement's external account and segment
Does not mean: a position
Empty: never unset
Filled: as-reported, by operations

`figures`¶

message StatementFigures · since v8 · stable

Carries the agreement's figures.

Means: as the street recorded them, its segment the agreement's
Does not mean: figures the book computed: never computed
Empty: unset is a record of no figures
Filled: as-reported, by operations

`position_values`¶

repeated message ReportedPositionValue · since v8 · stable

Carries the custodian's values per position.

Means: on the set with no segment only
Does not mean: positions
Empty: empty on a segment
Filled: as-reported, by operations

`RecordAccountFiguresRequest`¶

meridian.v1.RecordAccountFiguresRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`business_date`¶

date · since v8 · stable

Says the business date of the figures.

Means: the statement's as-of date
Does not mean: when they were recorded
Empty: never empty
Filled: as-reported, by operations

`source`¶

message StreetRecordRef · since v8 · stable

Names the statement they came from.

Means: by value
Does not mean: a key
Empty: unset where not given
Filled: as-reported, by operations

`agreements`¶

repeated message AgreementFigures · since v8 · stable

Carries each agreement's figures.

Means: one per agreement, none twice
Does not mean: an aggregate: core adds nothing up
Empty: never empty
Filled: as-reported, by operations

`idempotency_key`¶

text · since v8 · stable

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, derived from its source — the statement and its row — as FIX's ClOrdID; per account
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by operations

`BookEntryReply`¶

meridian.v1.BookEntryReply, a message.

`entry`¶

message EntryMeta · since v8 · stable

Carries the entry that made the change.

Means: the journal entry: its kind, actor, times, dates and the breaks it names
Does not mean: the record itself, which is beside it
Empty: never empty on a delivery or an answer
Filled: decided, by bor

`journal`¶

message JournalRef · since v8 · stable

Says where the change sits in the book's record.

Means: the partition, the change's number and the previous change the same row made for the account
Does not mean: a number a plugin's handler sees: the SDK takes it off
Empty: never empty
Filled: decided, by bor

`positions`¶

repeated message BookPosition · since v8 · stable

Carries each position the entry changed.

Means: as it stands after
Does not mean: every position
Empty: empty where none changed
Filled: decided, by bor

`breaks`¶

repeated message Break · since v8 · stable

Carries each break the entry changed.

Means: as it stands after
Does not mean: every break
Empty: empty where none changed
Filled: decided, by bor

`figures`¶

repeated message AccountFigures · since v8 · stable

Carries each figures record the entry made.

Means: as recorded
Does not mean: every record
Empty: empty where none
Filled: decided, by bor

`attributes`¶

message AccountAttributes · since v8 · stable

Carries the account's attributes.

Means: the attributes as they stand after the change, whole
Does not mean: an account's identity, which the conductor holds
Empty: unset where the entry changed none
Filled: decided, by bor

`PositionChangedEvent`¶

meridian.v1.PositionChangedEvent, a message.

`position`¶

message BookPosition · since v8 · stable

Carries the position.

Means: whole: lots and pending included, safe to apply twice
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`previous_trade_date_quantity`¶

Decimal · since v8 · stable

Says what it was.

Means: the trade-date quantity before the change
Does not mean: a delta
Empty: 0 for a new position
Filled: decided, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`entry`¶

message EntryMeta · since v8 · stable

Carries the entry that made the change.

Means: the journal entry: its kind, actor, times, dates and the breaks it names
Does not mean: the record itself, which is beside it
Empty: never empty on a delivery or an answer
Filled: decided, by bor

`journal`¶

message JournalRef · since v8 · stable

Says where the change sits in the book's record.

Means: the partition, the change's number and the previous change the same row made for the account
Does not mean: a number a plugin's handler sees: the SDK takes it off
Empty: never empty
Filled: decided, by bor

`cause`¶

message ChangeCause · since v8 · stable

Says who caused the change.

Means: the instance that sent the command, the person it was sent for, its chain and its message, and when it committed
Does not mean: anything a plugin sends: the book reads it off the envelope
Empty: never empty on a delivery
Filled: stamped, by bor

`BreakChangedEvent`¶

meridian.v1.BreakChangedEvent, a message.

`break_record`¶

message Break · since v8 · stable

Carries the break.

Means: whole
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v8 · stable

Carries the entry that made the change.

Means: the journal entry: its kind, actor, times, dates and the breaks it names
Does not mean: the record itself, which is beside it
Empty: never empty on a delivery or an answer
Filled: decided, by bor

`journal`¶

message JournalRef · since v8 · stable

Says where the change sits in the book's record.

Means: the partition, the change's number and the previous change the same row made for the account
Does not mean: a number a plugin's handler sees: the SDK takes it off
Empty: never empty
Filled: decided, by bor

`cause`¶

message ChangeCause · since v8 · stable

Says who caused the change.

Means: the instance that sent the command, the person it was sent for, its chain and its message, and when it committed
Does not mean: anything a plugin sends: the book reads it off the envelope
Empty: never empty on a delivery
Filled: stamped, by bor

`AccountFiguresRecordedEvent`¶

meridian.v1.AccountFiguresRecordedEvent, a message.

`figures`¶

message AccountFigures · since v8 · stable

Carries the figures record.

Means: whole
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v8 · stable

Carries the entry that made the change.

Means: the journal entry: its kind, actor, times, dates and the breaks it names
Does not mean: the record itself, which is beside it
Empty: never empty on a delivery or an answer
Filled: decided, by bor

`journal`¶

message JournalRef · since v8 · stable

Says where the change sits in the book's record.

Means: the partition, the change's number and the previous change the same row made for the account
Does not mean: a number a plugin's handler sees: the SDK takes it off
Empty: never empty
Filled: decided, by bor

`cause`¶

message ChangeCause · since v8 · stable

Says who caused the change.

Means: the instance that sent the command, the person it was sent for, its chain and its message, and when it committed
Does not mean: anything a plugin sends: the book reads it off the envelope
Empty: never empty on a delivery
Filled: stamped, by bor

`ListPositionsRequest`¶

meridian.v1.ListPositionsRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`since`¶

message Watermark · since v8 · stable

Reads only what changed above a watermark.

Means: a sequence per partition; records whose last change is above it, tombstones included
Does not mean: a time
Empty: unset is everything
Filled: as-reported, by operations

`business_date`¶

date · since v8 · stable

Reads the positions at the end of a business date.

Means: served by replay of the journal (Q22)
Does not mean: a since read
Empty: empty is now
Filled: as-reported, by operations

`at`¶

message Watermark · since v8 · stable

Reads as the book stood at a watermark.

Means: a sequence per partition: served by replay of the journal up to it
Does not mean: a time
Empty: unset is now
Filled: as-reported, by operations

`page_size`¶

integer · since v8 · stable

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by operations
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v8 · stable

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by operations

`ListPositionsReply`¶

meridian.v1.ListPositionsReply, a message.

`positions`¶

repeated message BookPosition · since v8 · stable

Answers the positions.

Means: within the reader's scope, in key order
Does not mean: the custodian's
Empty: empty where none
Filled: decided, by bor

`next_cursor`¶

text · since v8 · stable

Says where the next page starts.

Means: the whole key of the page's last record, opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`as_of`¶

message Watermark · since v8 · stable

Says where a read was answered.

Means: the head of each partition the read saw, at one snapshot
Does not mean: a business date
Empty: never empty
Filled: decided, by bor

`ListBreaksRequest`¶

meridian.v1.ListBreaksRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`states`¶

repeated enum BreakState · since v8 · stable

Reads breaks in these states.

Means: any of them
Does not mean: a sort
Empty: empty is every state
Filled: as-reported, by operations

Value	Means
`BREAK_STATE_UNSPECIFIED`	not said
`BREAK_STATE_OPEN`	the difference stands and nothing has resolved or closed it
`BREAK_STATE_RESOLVED`	an entry of the book's own corrected it, named in its resolution
`BREAK_STATE_CLOSED`	closed with an explanation or as cleared, no entry: nothing in the book moved

`since`¶

message Watermark · since v8 · stable

Reads only what changed above a watermark.

Means: a sequence per partition; records whose last change is above it, tombstones included
Does not mean: a time
Empty: unset is everything
Filled: as-reported, by operations

`page_size`¶

integer · since v8 · stable

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by operations
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v8 · stable

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by operations

`ListBreaksReply`¶

meridian.v1.ListBreaksReply, a message.

`breaks`¶

repeated message Break · since v8 · stable

Answers the breaks.

Means: within the reader's scope
Does not mean: every account's
Empty: empty where none
Filled: decided, by bor

`next_cursor`¶

text · since v8 · stable

Says where the next page starts.

Means: the whole key of the page's last record, opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`as_of`¶

message Watermark · since v8 · stable

Says where a read was answered.

Means: the head of each partition the read saw, at one snapshot
Does not mean: a business date
Empty: never empty
Filled: decided, by bor

`ListAccountFiguresRequest`¶

meridian.v1.ListAccountFiguresRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`agreement`¶

message MarginAgreementRef · since v8 · stable

Reads one agreement's series.

Means: the agreement
Does not mean: an aggregate
Empty: unset is every agreement
Filled: as-reported, by operations

`from_date`¶

date · since v8 · stable

Reads from a business date.

Means: inclusive
Does not mean: a time
Empty: empty is open-ended
Filled: as-reported, by operations

`to_date`¶

date · since v8 · stable

Reads to a business date.

Means: inclusive
Does not mean: a time
Empty: empty is open-ended
Filled: as-reported, by operations

`since`¶

message Watermark · since v8 · stable

Reads only what changed above a watermark.

Means: a sequence per partition; records whose last change is above it, tombstones included
Does not mean: a time
Empty: unset is everything
Filled: as-reported, by operations

`at`¶

message Watermark · since v8 · stable

Reads as the book stood at a watermark.

Means: a sequence per partition: served by replay of the journal up to it
Does not mean: a time
Empty: unset is now
Filled: as-reported, by operations

`page_size`¶

integer · since v8 · stable

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by operations
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v8 · stable

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by operations

`ListAccountFiguresReply`¶

meridian.v1.ListAccountFiguresReply, a message.

`figures`¶

repeated message AccountFigures · since v8 · stable

Answers the figures.

Means: as a series per agreement
Does not mean: an aggregate
Empty: empty where none
Filled: decided, by bor

`next_cursor`¶

text · since v8 · stable

Says where the next page starts.

Means: the whole key of the page's last record, opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`as_of`¶

message Watermark · since v8 · stable

Says where a read was answered.

Means: the head of each partition the read saw, at one snapshot
Does not mean: a business date
Empty: never empty
Filled: decided, by bor

`SetAccountAttributeRequest`¶

meridian.v1.SetAccountAttributeRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`base_currency_code`¶

text · since v8 · stable

Sets the base currency.

Means: ISO 4217, three capital letters
Does not mean: a conversion
Empty: unset unless this is the attribute
Filled: entered, by dashboard

`lot_relief_default`¶

enum LotReliefMethod · since v8 · stable

Sets the lot-relief default.

Means: a method
Does not mean: a sale's designation
Empty: unset unless this is the attribute
Filled: entered, by dashboard

Value	Means
`LOT_RELIEF_METHOD_UNSPECIFIED`	not set: a sale names its lots, or the plugin asks
`LOT_RELIEF_METHOD_FIRST_IN_FIRST_OUT`	the earliest acquired first
`LOT_RELIEF_METHOD_LAST_IN_FIRST_OUT`	the latest acquired first
`LOT_RELIEF_METHOD_HIGHEST_COST`	the highest unit cost first
`LOT_RELIEF_METHOD_LOWEST_COST`	the lowest unit cost first
`LOT_RELIEF_METHOD_AVERAGE_COST`	every lot relieved at the average cost

`reason`¶

text · since v8 · stable

Records why a justified act was taken.

Means: the person's own words, required on an opening balance, handling, a resolution and an attribute
Does not mean: a code the book acts on; nothing is parsed from it
Empty: empty is refused on a justified act, REFUSAL_REASON_REASON_REQUIRED
Filled: entered, by operations

`waits_for_compliance`¶

boolean · since v22 · preview

Sets whether a release waits for the account's compliance plugins (W9.13).

Means: a deployment admin's, from the dashboard or dashboard__set_account_attribute, with its reason; false lets the gate pass without a verdict
Does not mean: a verdict, or anything a plugin sets
Empty: unset unless this is the attribute
Filled: entered, by dashboard

`error_account`¶

boolean · since v24 · preview

Marks or unmarks the account as the firm's error account (W9.13).

Means: a deployment admin's, from the dashboard or dashboard__set_account_attribute, with its reason; each change its own record, unmarking never refused
Does not mean: anything a plugin sets
Empty: unset unless this is the attribute
Filled: entered, by dashboard

`allocation_account`¶

boolean · since v24 · preview

Marks or unmarks the account as an allocation account (W9.13).

Means: a deployment admin's, with its reason, each change its own record
Does not mean: anything a plugin sets
Empty: unset unless this is the attribute
Filled: entered, by dashboard

`AccountAttributeReply`¶

meridian.v1.AccountAttributeReply, a message.

`attributes`¶

message AccountAttributes · since v8 · stable

Carries the account's attributes.

Means: the attributes as they stand after the change, whole
Does not mean: an account's identity, which the conductor holds
Empty: unset where the entry changed none
Filled: decided, by bor

`entry`¶

message EntryMeta · since v8 · stable

Carries the entry that made the change.

Means: the journal entry: its kind, actor, times, dates and the breaks it names
Does not mean: the record itself, which is beside it
Empty: never empty on a delivery or an answer
Filled: decided, by bor

`journal`¶

message JournalRef · since v8 · stable

Says where the change sits in the book's record.

Means: the partition, the change's number and the previous change the same row made for the account
Does not mean: a number a plugin's handler sees: the SDK takes it off
Empty: never empty
Filled: decided, by bor

`AccountAttributeChangedEvent`¶

meridian.v1.AccountAttributeChangedEvent, a message.

`attributes`¶

message AccountAttributes · since v8 · stable

Carries the account's attributes.

Means: the attributes as they stand after the change, whole
Does not mean: an account's identity, which the conductor holds
Empty: unset where the entry changed none
Filled: decided, by bor

`entry`¶

message EntryMeta · since v8 · stable

Carries the entry that made the change.

Means: the journal entry: its kind, actor, times, dates and the breaks it names
Does not mean: the record itself, which is beside it
Empty: never empty on a delivery or an answer
Filled: decided, by bor

`journal`¶

message JournalRef · since v8 · stable

Says where the change sits in the book's record.

Means: the partition, the change's number and the previous change the same row made for the account
Does not mean: a number a plugin's handler sees: the SDK takes it off
Empty: never empty
Filled: decided, by bor

`cause`¶

message ChangeCause · since v8 · stable

Says who caused the change.

Means: the instance that sent the command, the person it was sent for, its chain and its message, and when it committed
Does not mean: anything a plugin sends: the book reads it off the envelope
Empty: never empty on a delivery
Filled: stamped, by bor

`ListAccountAttributesRequest`¶

meridian.v1.ListAccountAttributesRequest, a message.

`account_id`¶

identifier account · since v8 · stable

Names the account the record or the command is of.

Means: the deployment's account, whose partition holds the record
Does not mean: an external account, which only the street knows; never a custodian's number
Empty: never empty on a command or a record; empty on a read is every account in the reader's scope
Filled: as-reported, by operations

`since`¶

message Watermark · since v8 · stable

Reads only what changed above a watermark.

Means: a sequence per partition; records whose last change is above it, tombstones included
Does not mean: a time
Empty: unset is everything
Filled: as-reported, by operations

`page_size`¶

integer · since v8 · stable

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by operations
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v8 · stable

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by operations

`ListAccountAttributesReply`¶

meridian.v1.ListAccountAttributesReply, a message.

`attributes`¶

repeated message AccountAttributes · since v8 · stable

Answers the attributes.

Means: within the reader's scope
Does not mean: an account's identity
Empty: empty where none
Filled: decided, by bor

`next_cursor`¶

text · since v8 · stable

Says where the next page starts.

Means: the whole key of the page's last record, opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`as_of`¶

message Watermark · since v8 · stable

Says where a read was answered.

Means: the head of each partition the read saw, at one snapshot
Does not mean: a business date
Empty: never empty
Filled: decided, by bor

`ServiceAccountActor`¶

meridian.v1.ServiceAccountActor, a message.

`subject`¶

text · since v21 · preview

Names the service account.

Means: its SA- subject, as the sidecar stamped it (W4.9)
Does not mean: a person or a plugin instance
Empty: never empty
Filled: stamped, by bor

`owner_subject`¶

text · since v21 · preview

Names the person answerable for the service account when it acted.

Means: the owner's deployment-local subject, as the sidecar stamped it; a later change of owner leaves it as it was
Does not mean: the actor, which is the service account
Empty: never empty
Filled: stamped, by bor

`algorithm_id`¶

text · since v22 · preview

Names the algorithm whose autonomous work made the act.

Means: one of the identifiers the plugin's version declares (PluginDeclaration.algorithms), copied by the book from the envelope (MessageMeta.algorithm_id), where the sidecar stamped it from the claims after checking it; stable across versions, so reporting reads it for the decision-maker and executor a regime asks for (W4.9, W4.15)
Does not mean: anything the command message carries: it travels on the call and the envelope alone; or a version of the plugin
Empty: empty where the call named none, and on every entry before v22
Filled: stamped, by bor

`VenueActor`¶

meridian.v1.VenueActor, a message.

`instance_id`¶

identifier instance · since v22 · preview

Names the connectivity plugin that reported the venue's act.

Means: the instance, as its sidecar stamped it
Does not mean: the venue itself, which venue_id names
Empty: never empty
Filled: stamped, by bor

`venue_id`¶

identifier venue · since v22 · preview

Names the venue whose act it was.

Means: the venue master's VEN- ID, where the plugin names it
Does not mean: a MIC or the venue's own name for itself
Empty: empty where the plugin names no venue
Filled: as-reported, by connectivity

`DateCheck`¶

meridian.v1.DateCheck, a message.

`date`¶

date · since v22 · preview

Names the date checked.

Means: the pending value date, ISO 8601
Does not mean: a trade date
Empty: never empty
Filled: as-reported, by operations

`calendars`¶

repeated message CalendarRef · since v22 · preview

Names the calendars the date was checked on.

Means: each calendar with the version the date read used, as its basis gave them
Does not mean: the calendars held now, which may have moved on
Empty: never empty: at least the calendar that closed it
Filled: as-reported, by operations

`reason`¶

enum DateCheckReason · since v22 · preview

Says why the day is closed.

Means: one of a weekend, a named holiday, or outside coverage (the calendars spec's requirement 14)
Does not mean: which calendar closed it, which calendars names
Empty: unspecified is not a closed day
Filled: as-reported, by operations

Value	Means
`DATE_CHECK_REASON_UNSPECIFIED`	not said
`DATE_CHECK_REASON_WEEKEND`	a weekend day on one of the calendars, not listed open
`DATE_CHECK_REASON_HOLIDAY`	a closed day listed on one of the calendars, with its name
`DATE_CHECK_REASON_OUTSIDE_COVERAGE`	outside a calendar's coverage: not known, never a business day

`holiday_name`¶

text · since v22 · preview

Names the holiday that closed the day.

Means: the holiday's name as the calendar's source gives it
Does not mean: a translation or a name the platform chose
Empty: empty unless the reason is a holiday
Filled: as-reported, by operations

`OrderStatus`¶

meridian.v1.OrderStatus, a message.

`state`¶

enum OrderState · since v22 · preview

Says the order's state.

Means: exactly one of seven, by the fold (W11's invariants)
Does not mean: a condition
Empty: never unspecified
Filled: derived, by bor

Value	Means
`ORDER_STATE_UNSPECIFIED`	not said; never on an order the book answers
`ORDER_STATE_PROPOSED`	proposed, not released: the gate has not passed it (W11.1, W11.6)
`ORDER_STATE_REFUSED`	ended before release, by a check's refuse or the oms's rejection (W11.4, W11.5); terminal
`ORDER_STATE_RELEASED`	released for working, nothing committed or filled yet (W11.6)
`ORDER_STATE_WORKING`	released, with quantity committed at a placement or a child order, or filled in part
`ORDER_STATE_FILLED`	reported filled reached ordered
`ORDER_STATE_CANCELLED`	ended by a cancel, the firm's or the venue's; terminal
`ORDER_STATE_EXPIRED`	its time in force ended, by the deployment's clock (W11.13); terminal

`conditions`¶

repeated message StandingOrderCondition · since v22 · preview

Says the conditions the order holds beside its state.

Means: any of nine, each with its reason and the actor that set it
Does not mean: its state
Empty: empty while it holds none
Filled: derived, by bor

`quantities`¶

message OrderQuantities · since v22 · preview

Says the order's quantities.

Means: each derived from its journal
Does not mean: facts a plugin reports
Empty: never unset
Filled: derived, by bor

`StandingOrderCondition`¶

meridian.v1.StandingOrderCondition, a message.

`condition`¶

enum OrderCondition · since v22 · preview

Names the condition.

Means: one of nine
Does not mean: the state
Empty: never unspecified
Filled: derived, by bor

Value	Means
`ORDER_CONDITION_UNSPECIFIED`	not said
`ORDER_CONDITION_CHANGE_REQUESTED`	a change request is outstanding (W11.3)
`ORDER_CONDITION_APPROVAL_REQUIRED`	compliance requires approval by its policy (W11.5)
`ORDER_CONDITION_AWAITING_CHECK`	the account waits for compliance, and a compliance plugin covering it has not answered on this version (W11.6)
`ORDER_CONDITION_CLAIMED`	claimed to work it, by an instance for a user (W11.7)
`ORDER_CONDITION_HELD`	held by the oms or the ems working it (W11.7)
`ORDER_CONDITION_PAUSED`	its working paused (W11.7): not the trading instruction's pause
`ORDER_CONDITION_OUTCOME_UNKNOWN`	a placement's outcome is not known (W11.10)
`ORDER_CONDITION_DOES_NOT_TIE_OUT`	its quantities do not tie out, an overfill or a restatement past its intent, until an alignment, a booking to an error account or a bust clears it; never acknowledged
`ORDER_CONDITION_LATE_FACT`	a fact arrived after the state it would have changed ended: recorded, flagged, acknowledged by a person (W11.14)

`reason`¶

text · since v22 · preview

Says why the condition stands, for a person.

Means: words; a plugin acts on the condition, never on these
Does not mean: a code
Empty: empty where none was given
Filled: derived, by bor

`actor`¶

message Actor · since v22 · preview

Says who set the condition.

Means: the actor of the entry that set it
Does not mean: who cleared it
Empty: never unset
Filled: stamped, by bor

`claimant`¶

message Claimant · since v22 · preview

Names who holds a claim (W11.7).

Means: the instance claiming and the user it claims for
Does not mean: who may cancel: anyone who may write the account (Q4)
Empty: unset unless the condition is claimed
Filled: stamped, by bor

`tie_out_reason`¶

enum TieOutReason · since v22 · preview

Says why the order does not tie out.

Means: an overfill or a restatement past its intent (Q15, Q16)
Does not mean: a tolerance: there is none
Empty: unspecified unless the condition is does not tie out
Filled: derived, by bor

Value	Means
`TIE_OUT_REASON_UNSPECIFIED`	not said: the condition is not does not tie out
`TIE_OUT_REASON_OVERFILL`	reported filled passed ordered
`TIE_OUT_REASON_RESTATEMENT`	a restatement past the order's intent

`Claimant`¶

meridian.v1.Claimant, a message.

`instance_id`¶

identifier instance · since v22 · preview

Names the instance holding the claim.

Means: the oms or ems instance, as its sidecar stamped it
Does not mean: the user, which the user arm names
Empty: never empty
Filled: stamped, by bor

`person`¶

message PersonActor · since v22 · preview

Names the person the claim is for.

Means: the person the claiming command acted for
Does not mean: the instance
Empty: unset unless the claim is for a person
Filled: stamped, by bor

`service_account`¶

message ServiceAccountActor · since v22 · preview

Names the service account the claim is for.

Means: the service account the claiming command acted as
Does not mean: a person
Empty: unset unless the claim is for a service account
Filled: stamped, by bor

`OrderQuantities`¶

meridian.v1.OrderQuantities, a message.

`ordered`¶

Decimal · since v22 · preview

Says the order's ordered quantity.

Means: the ordered quantity
Does not mean: a cash quantity
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`reported_filled`¶

Decimal · since v22 · preview

Says the order's reported filled quantity.

Means: executions at matched or later, a child order's included
Does not mean: what has settled
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`final_filled`¶

Decimal · since v22 · preview

Says the order's final filled quantity.

Means: executions at final
Does not mean: reported filled
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`awaiting_acceptance`¶

Decimal · since v22 · preview

Says the order's awaiting acceptance quantity.

Means: executions awaiting the maker's accept
Does not mean: a filled quantity
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`committed`¶

Decimal · since v22 · preview

Says the order's committed quantity.

Means: open at live placements and live child orders
Does not mean: filled
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`idle`¶

Decimal · since v22 · preview

Says the order's idle quantity.

Means: ordered less committed and filled; may go negative, shown, never refused (Q3)
Does not mean: a limit
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`leaves`¶

Decimal · since v22 · preview

Says the order's leaves quantity.

Means: what is left to fill
Does not mean: idle
Empty: never unset
Filled: derived, by bor
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`OrderLink`¶

meridian.v1.OrderLink, a message.

`kind`¶

enum OrderLinkKind · since v22 · preview

Says the link's kind.

Means: the split, the one named link in v22 (Q41)
Does not mean: a booking or an allocation
Empty: never unspecified on a link
Filled: as-reported, by ems

Value	Means
`ORDER_LINK_KIND_UNSPECIFIED`	not said
`ORDER_LINK_KIND_SPLIT`	a child order an ems, or the oms, worked out of its parent (W11.1)

`parent_order_id`¶

text · since v22 · preview

Names the parent order.

Means: the parent's ORD- ID: released, in the child's account, of its instrument and side; under a parent not released, REFUSAL_REASON_ORDER_STATE
Does not mean: the top of a chain: a child may have children, quantities rolling up to the top
Empty: never empty
Filled: as-reported, by ems

`Leg`¶

meridian.v1.Leg, a message.

`instrument_id`¶

identifier instrument · since v22 · preview

Names a leg's instrument.

Means: the deployment's instrument ID
Does not mean: a venue's code
Empty: never empty
Filled: as-reported, by portfolio

`side`¶

enum Side · since v22 · preview

Says a leg's side.

Means: buy or sell, as the leg trades
Does not mean: the order's side
Empty: never unspecified on a leg
Filled: as-reported, by portfolio

Value	Means
`SIDE_UNSPECIFIED`	not said
`SIDE_BUY`	a buy
`SIDE_SELL`	a sale of what the account holds
`SIDE_SELL_SHORT`	a short sale, with the locate the order names (W11.18)
`SIDE_SELL_SHORT_EXEMPT`	a short sale marked exempt

`ratio`¶

Decimal · since v22 · preview

Says a leg's ratio.

Means: FIX's LegRatioQty
Does not mean: a quantity
Empty: never unset on a leg
Filled: as-reported, by portfolio
Unit: units of the leg per unit of the order
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: ProposeOrder from v22

`AllocationInstruction`¶

meridian.v1.AllocationInstruction, a message.

`lines`¶

repeated message AllocationLine · since v22 · preview

Carries each account's part.

Means: accounts with amounts or weights; at release the amounts sum to the ordered quantity (principle 1)
Does not mean: a booking
Empty: never empty on an instruction
Filled: as-reported, by portfolio

`AllocationLine`¶

meridian.v1.AllocationLine, a message.

`account_id`¶

identifier account · since v22 · preview

Names an account the order is allocated to.

Means: an account in the deployment
Does not mean: an external account or a venue account code
Empty: never empty
Filled: as-reported, by portfolio

`quantity`¶

Decimal · since v22 · preview

Says an account's amount.

Means: the quantity allocated to the account
Does not mean: a weight
Empty: unset where the line is weighted
Filled: as-reported, by portfolio
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`weight`¶

Decimal · since v22 · preview

Says a weighted line's share.

Means: a share from 0 to 1
Does not mean: a percentage
Empty: unset where the line has an amount
Filled: as-reported, by portfolio
Unit: a share as a fraction
Bounds: from 0 to 1; 0 to 18 decimal places; at most 38 significant digits; past it, refused

`sleeve`¶

text · since v22 · preview

Names the sleeve an account's part is allocated to.

Means: from v24 the sleeve a booking allocates the account's part to (W11.26, W11.27); the order's own sleeve the default
Does not mean: the order's own sleeve
Empty: empty for the account's unsleeved part; until v24, always empty
Filled: as-reported, by portfolio

Changes: v24, clarified: carried from v24, with booking's allocation to sleeves (step 5's requirement 63); empty still means the unsleeved part.

`Party`¶

meridian.v1.Party, a message.

`identifiers`¶

repeated message Identifier · since v22 · preview

Carries a party's identifiers as delivered.

Means: each with its scheme, after FIX's PartyID and PartyIDSource
Does not mean: identifiers the book resolves
Empty: empty where only an LEI or none is delivered
Filled: as-reported, by portfolio

`lei`¶

text · since v22 · preview

Carries a party's LEI (requirement 55).

Means: the LEI as given
Does not mean: an entity the book resolves
Empty: empty where not given
Filled: as-reported, by portfolio

`party_role`¶

enum PartyRole · since v22 · preview

Says the party's role.

Means: the client, or the counterparty where known
Does not mean: a person's role on the order
Empty: unspecified where not said
Filled: as-reported, by portfolio

Value	Means
`PARTY_ROLE_UNSPECIFIED`	not said
`PARTY_ROLE_CLIENT`	the client, as delivered
`PARTY_ROLE_COUNTERPARTY`	the counterparty, where known

`contact`¶

text · since v22 · preview

Carries a party's contact (requirement 30).

Means: as delivered
Does not mean: a person who has signed in
Empty: empty where not delivered
Filled: as-reported, by portfolio

`PersonRoles`¶

meridian.v1.PersonRoles, a message.

`entered_by`¶

message Actor · since v22 · preview

Says who entered the record (requirement 29).

Means: stamped from the actor of the proposing or recording command
Does not mean: who decided it
Empty: never unset
Filled: stamped, by bor

`executed_by`¶

message Actor · since v22 · preview

Says who executed it.

Means: the placement's, or the entered execution's: that act's actor
Does not mean: who entered the order
Empty: unset except on a placement and an entered execution
Filled: stamped, by bor

`decided_by`¶

message Actor · since v22 · preview

Says who decided the order.

Means: named in the command, a person who has signed in (W6.1) or a service account
Does not mean: who entered it
Empty: unset where who decided is who entered it
Filled: as-reported, by portfolio

`ReceiptQuote`¶

meridian.v1.ReceiptQuote, a message.

`bid`¶

Money · since v22 · preview

Carries the bid at receipt.

Means: as stated
Does not mean: a price the book derives
Empty: unset where not stated
Filled: as-reported, by portfolio

`ask`¶

Money · since v22 · preview

Carries the ask at receipt.

Means: as stated
Does not mean: a price the book derives
Empty: unset where not stated
Filled: as-reported, by portfolio

`source_kind`¶

enum ReceiptQuoteSourceKind · since v22 · preview

Says which quote it is, so a reader knows what it compares against (Q35).

Means: the consolidated best bid and offer, or one named venue's
Does not mean: a data vendor
Empty: unspecified where not stated
Filled: as-reported, by portfolio

Value	Means
`RECEIPT_QUOTE_SOURCE_KIND_UNSPECIFIED`	not said
`RECEIPT_QUOTE_SOURCE_KIND_CONSOLIDATED`	the consolidated best bid and offer across venues, the quote Rule 605's statistics reference
`RECEIPT_QUOTE_SOURCE_KIND_VENUE`	one named venue's, its VEN- ID beside it

`venue_id`¶

identifier venue · since v22 · preview

Names the venue whose quote it is.

Means: its VEN- ID
Does not mean: a MIC
Empty: empty unless the source kind is a venue's
Filled: as-reported, by portfolio

`quoted_at_ns`¶

moment · since v22 · preview

Says when the quote stood.

Means: the quote's time as stated
Does not mean: the receipt time
Empty: 0 where not stated
Filled: as-reported, by portfolio
Unit: nanoseconds since the epoch

`bid_size`¶

Decimal · since v22 · preview

Carries the bid's size.

Means: as stated, FIX's BidSize
Does not mean: a quantity the order is for
Empty: unset where not stated
Filled: as-reported, by portfolio
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`ask_size`¶

Decimal · since v22 · preview

Carries the ask's size.

Means: as stated, FIX's OfferSize
Does not mean: a quantity the order is for
Empty: unset where not stated
Filled: as-reported, by portfolio
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`dataset`¶

identifier dataset · since v22 · preview

Names the lake dataset the quote was read from.

Means: the dataset, optional (Q35)
Does not mean: a vendor
Empty: empty where no lake row is referenced
Filled: as-reported, by portfolio

`row_key`¶

text · since v22 · preview

Names the lake row the quote was read from.

Means: the row's key in its dataset, optional
Does not mean: the quote itself, which bid and ask hold
Empty: empty where no lake row is referenced
Filled: as-reported, by portfolio

`StrategyInstruction`¶

meridian.v1.StrategyInstruction, a message.

`kind`¶

enum StrategyKind · since v22 · preview

Says which of a broker's strategies to work.

Means: VWAP, TWAP, POV or IS, as the broker's catalogue maps them (W11.20); a broker with none rejects it unsupported
Does not mean: an ems's in-house strategy, which works as child orders
Empty: never unspecified on a strategy
Filled: as-reported, by ems

Value	Means
`STRATEGY_KIND_UNSPECIFIED`	not said
`STRATEGY_KIND_VWAP`	the broker's volume-weighted average price strategy
`STRATEGY_KIND_TWAP`	the broker's time-weighted average price strategy
`STRATEGY_KIND_POV`	the broker's percentage-of-volume strategy
`STRATEGY_KIND_IS`	the broker's implementation-shortfall strategy

`start_ns`¶

moment · since v22 · preview

Says when the strategy starts.

Means: its start
Does not mean: the order's received time
Empty: 0: from now
Filled: as-reported, by ems
Unit: nanoseconds since the epoch

`end_ns`¶

moment · since v22 · preview

Says when the strategy ends.

Means: its end
Does not mean: the order's expiry
Empty: 0: no end stated
Filled: as-reported, by ems
Unit: nanoseconds since the epoch

`participation`¶

Decimal · since v22 · preview

Says the participation rate.

Means: a rate as a fraction, 0.1 for ten percent
Does not mean: a percentage written as 10
Empty: unset where not stated
Filled: as-reported, by ems
Unit: a rate as a fraction
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`urgency`¶

enum Urgency · since v22 · preview

Says the strategy's urgency.

Means: a few levels, as brokers have
Does not mean: a time in force
Empty: unspecified where not stated
Filled: as-reported, by ems

Value	Means
`URGENCY_UNSPECIFIED`	not said: the broker's default
`URGENCY_LOW`	low
`URGENCY_MEDIUM`	medium
`URGENCY_HIGH`	high

`max_participation`¶

Decimal · since v22 · preview

Limits the participation.

Means: the most participation, a rate as a fraction
Does not mean: the target rate
Empty: unset where not stated
Filled: as-reported, by ems
Unit: a rate as a fraction
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`price_limit`¶

Money · since v22 · preview

Limits the strategy's price.

Means: a price beyond which it does not trade
Does not mean: the order's limit, which is distinct
Empty: unset where not stated
Filled: as-reported, by ems

`Check`¶

meridian.v1.Check, a message.

`verdict`¶

enum CheckVerdict · since v22 · preview

Records the verdict (W11.4).

Means: pass, warn, block or refuse (requirement 44)
Does not mean: the gate's decision
Empty: never unspecified
Filled: as-reported, by compliance

Value	Means
`CHECK_VERDICT_UNSPECIFIED`	not said
`CHECK_VERDICT_PASS`	passes
`CHECK_VERDICT_WARN`	passes with a warning
`CHECK_VERDICT_BLOCK`	stands until overridden (W11.5); a release is refused while it does
`CHECK_VERDICT_REFUSE`	ends a proposed order refused; nobody may override it

`order_version`¶

integer · since v22 · preview

Names the order version the check was on.

Means: the journal sequence of the order's last change when it checked; the gate reads only the verdicts on the version released
Does not mean: a count of checks
Empty: 0 on a placement's check
Filled: as-reported, by compliance
Unit: changes in the partition

`placement_id`¶

text · since v22 · preview

Names the placement checked before it was sent.

Means: its PLC- ID
Does not mean: the venue's order ID
Empty: empty unless the check is a placement's
Filled: as-reported, by compliance

`rule`¶

text · since v22 · preview

Names the rule that gave the verdict.

Means: the compliance plugin's rule, as it documents it
Does not mean: a rule of the platform's
Empty: empty where the plugin names none
Filled: as-reported, by compliance

`note`¶

text · since v22 · preview

Explains the verdict.

Means: the plugin's words
Does not mean: a code
Empty: empty where none
Filled: as-reported, by compliance

`instance_id`¶

identifier instance · since v22 · preview

Names the compliance plugin that recorded it.

Means: the instance, as its sidecar stamped it; the gate counts each compliance plugin covering the account
Does not mean: the person behind it
Empty: never empty
Filled: stamped, by bor

`recorded_by`¶

message Actor · since v22 · preview

Says who answered for the check.

Means: the actor of the recording command
Does not mean: the instance
Empty: never unset
Filled: stamped, by bor

`ChangeRequest`¶

meridian.v1.ChangeRequest, a message.

`change_request_id`¶

text · since v22 · preview

Identifies a change request.

Means: CRQ- and a ULID, minted by the book
Does not mean: a venue's cancel or replace ID
Empty: never empty
Filled: minted, by bor

`order_id`¶

text · since v22 · preview

Names the order the request is on.

Means: its ORD- ID; a placement's change names its order too
Does not mean: a venue's order ID
Empty: never empty
Filled: decided, by bor

`placement_id`¶

text · since v22 · preview

Names the placement the change is on.

Means: its PLC- ID
Does not mean: the venue's order ID
Empty: empty unless the request is a placement's
Filled: decided, by bor

`order_change`¶

message OrderChange · since v22 · preview

Says what an order's change asks (W11.3).

Means: the change as asked
Does not mean: what was applied, which the outcome says
Empty: unset unless an order's change
Filled: as-reported, by oms

`placement_change`¶

message PlacementChange · since v22 · preview

Says what a placement's change asks (W11.9).

Means: the change as asked
Does not mean: what the venue did
Empty: unset unless a placement's change
Filled: as-reported, by ems

`reason`¶

text · since v22 · preview

Records why the change was asked.

Means: the words the command gave
Does not mean: a code
Empty: empty where the change is not a justified act
Filled: entered, by oms

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the request.

Means: the entry that opened it, with its actor and times
Does not mean: the entry that applied it
Empty: never unset
Filled: decided, by bor

`outcome`¶

enum ChangeRequestOutcome · since v22 · preview

Tracks the request to its outcome (requirement 16).

Means: pending, applied, or rejected by the venue
Does not mean: the order's state
Empty: never unspecified
Filled: decided, by bor

Value	Means
`CHANGE_REQUEST_OUTCOME_UNSPECIFIED`	not said
`CHANGE_REQUEST_OUTCOME_PENDING`	outstanding: the order or placement holds change requested
`CHANGE_REQUEST_OUTCOME_APPLIED`	applied
`CHANGE_REQUEST_OUTCOME_REJECTED`	refused by the venue, as FIX's OrderCancelReject

`OrderChange`¶

meridian.v1.OrderChange, a message.

`kind`¶

enum OrderChangeKind · since v22 · preview

Says what the change asks.

Means: cancel, amend, recall, withdraw or a quantity change (step 5's Q20)
Does not mean: a placement's change
Empty: never unspecified
Filled: as-reported, by oms

Value	Means
`ORDER_CHANGE_KIND_UNSPECIFIED`	not said
`ORDER_CHANGE_KIND_CANCEL`	each live placement and child order asked to cancel; cancelled when none is live
`ORDER_CHANGE_KIND_AMEND`	its limit, time in force or execution instructions
`ORDER_CHANGE_KIND_RECALL`	a released order with nothing committed, back to proposed
`ORDER_CHANGE_KIND_WITHDRAW`	a proposal withdrawn by its proposer
`ORDER_CHANGE_KIND_QUANTITY`	an increase or a reduction, portfolio's, its allocation amended in the same act; or the oms's justified alignment

`quantity`¶

Decimal · since v22 · preview

Carries the new ordered quantity.

Means: the ordered quantity asked for: portfolio's increase or reduction, or the oms's justified alignment; any ems quantity change refused REFUSAL_REASON_ORDER_STATE
Does not mean: a placement's quantity
Empty: unset unless the kind is a quantity change
Filled: as-reported, by portfolio
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`limit_price`¶

Money · since v22 · preview

Carries the new limit.

Means: the limit asked for; from v23, on an order naming a quote currency, in that currency, else refused INVALID_ARGUMENT naming change.limit_price (W11.3)
Does not mean: a placement's limit
Empty: unset unless the limit is amended
Filled: as-reported, by oms

Changes: v23, clarified: an FX order's amended limit is in its quote currency: one priced in any other is refused INVALID_ARGUMENT naming change.limit_price (the product owner, 2026-10-13).

`time_in_force`¶

enum TimeInForce · since v22 · preview

Carries the new time in force.

Means: the time in force asked for
Does not mean: a placement's
Empty: unspecified unless amended
Filled: as-reported, by oms

Value	Means
`TIME_IN_FORCE_UNSPECIFIED`	not said
`TIME_IN_FORCE_DAY`	for the day: the book expires it at the close (W11.13)
`TIME_IN_FORCE_GOOD_TILL_CANCELLED`	until cancelled
`TIME_IN_FORCE_GOOD_TILL_DATE`	until its expire date
`TIME_IN_FORCE_GOOD_TILL_TIME`	until its kill time
`TIME_IN_FORCE_IMMEDIATE_OR_CANCEL`	what fills at once, the rest cancelled
`TIME_IN_FORCE_FILL_OR_KILL`	all at once or none
`TIME_IN_FORCE_AT_THE_OPEN`	at the opening
`TIME_IN_FORCE_AT_THE_CLOSE`	at the close

`allocation_instruction`¶

message AllocationInstruction · since v22 · preview

Carries the allocation amended with a quantity change.

Means: the whole new instruction, amended in the same act
Does not mean: a booking
Empty: unset unless an increase or a reduction amends it
Filled: as-reported, by portfolio

`execution_instructions`¶

repeated enum ExecutionInstruction · since v22 · preview

Carries the execution instructions asked for.

Means: on an amend, the instructions now, whole
Does not mean: additions to the last
Empty: empty unless the kind is amend
Filled: as-reported, by oms

Value	Means
`EXECUTION_INSTRUCTION_UNSPECIFIED`	not said
`EXECUTION_INSTRUCTION_NOT_HELD`	not held
`EXECUTION_INSTRUCTION_DO_NOT_REDUCE`	do not reduce
`EXECUTION_INSTRUCTION_DO_NOT_INCREASE`	do not increase
`EXECUTION_INSTRUCTION_REDUCE_ONLY`	reduce only
`EXECUTION_INSTRUCTION_SELF_MATCH_PREVENTION`	self-match prevention, honoured by the connectivity plugin with the venue's own identifier and instruction

`PlacementChange`¶

meridian.v1.PlacementChange, a message.

`kind`¶

enum PlacementChangeKind · since v22 · preview

Says what the change asks.

Means: cancel or replace (W11.9)
Does not mean: an order's change
Empty: never unspecified
Filled: as-reported, by ems

Value	Means
`PLACEMENT_CHANGE_KIND_UNSPECIFIED`	not said
`PLACEMENT_CHANGE_KIND_CANCEL`	cancel the placement at its venue
`PLACEMENT_CHANGE_KIND_REPLACE`	replace its quantity, limit or time in force at its venue

`quantity`¶

Decimal · since v22 · preview

Carries the quantity a replace asks for.

Means: the placement's quantity now asked
Does not mean: the order's quantity
Empty: unset unless a replace changes it
Filled: as-reported, by ems
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`limit_price`¶

Money · since v22 · preview

Carries the limit a replace asks for.

Means: the placement's limit now asked
Does not mean: the order's limit
Empty: unset unless a replace changes it
Filled: as-reported, by ems

`time_in_force`¶

enum TimeInForce · since v22 · preview

Carries the time in force a replace asks for.

Means: the placement's time in force now asked
Does not mean: the order's
Empty: unspecified unless a replace changes it
Filled: as-reported, by ems

Value	Means
`TIME_IN_FORCE_UNSPECIFIED`	not said
`TIME_IN_FORCE_DAY`	for the day: the book expires it at the close (W11.13)
`TIME_IN_FORCE_GOOD_TILL_CANCELLED`	until cancelled
`TIME_IN_FORCE_GOOD_TILL_DATE`	until its expire date
`TIME_IN_FORCE_GOOD_TILL_TIME`	until its kill time
`TIME_IN_FORCE_IMMEDIATE_OR_CANCEL`	what fills at once, the rest cancelled
`TIME_IN_FORCE_FILL_OR_KILL`	all at once or none
`TIME_IN_FORCE_AT_THE_OPEN`	at the opening
`TIME_IN_FORCE_AT_THE_CLOSE`	at the close

`PlacementStatus`¶

meridian.v1.PlacementStatus, a message.

`state`¶

enum PlacementState · since v22 · preview

Says the placement's state.

Means: one of eight
Does not mean: a condition
Empty: never unspecified
Filled: derived, by bor

Value	Means
`PLACEMENT_STATE_UNSPECIFIED`	not said; never on a placement the book answers
`PLACEMENT_STATE_QUEUED`	created, not yet sent
`PLACEMENT_STATE_SENT`	sent, not acknowledged
`PLACEMENT_STATE_WORKING`	acknowledged by the venue
`PLACEMENT_STATE_DONE_FOR_DAY`	ended for the day by the venue; not terminal for a good-till-cancelled order, whose quantity stays committed
`PLACEMENT_STATE_FILLED`	filled at the venue
`PLACEMENT_STATE_CANCELLED`	cancelled at the venue
`PLACEMENT_STATE_EXPIRED`	expired at the venue
`PLACEMENT_STATE_REJECTED`	refused by the venue, or held back by the connectivity plugin's own pre-trade check, with its rejection reason

`conditions`¶

repeated message StandingPlacementCondition · since v22 · preview

Says the conditions the placement holds.

Means: each with its reason and actor
Does not mean: its state
Empty: empty while it holds none
Filled: derived, by bor

`StandingPlacementCondition`¶

meridian.v1.StandingPlacementCondition, a message.

`condition`¶

enum PlacementCondition · since v22 · preview

Names the condition.

Means: change requested, outcome unknown, suspended or awaiting trigger
Does not mean: the state
Empty: never unspecified
Filled: derived, by bor

Value	Means
`PLACEMENT_CONDITION_UNSPECIFIED`	not said
`PLACEMENT_CONDITION_CHANGE_REQUESTED`	a change request on it is outstanding (W11.9)
`PLACEMENT_CONDITION_OUTCOME_UNKNOWN`	its outcome is not known, with its unknown reason; its quantity stays committed
`PLACEMENT_CONDITION_SUSPENDED`	halted by the venue, which may leave its state unchanged
`PLACEMENT_CONDITION_AWAITING_TRIGGER`	held at the venue until a stop or a condition triggers

`reason`¶

text · since v22 · preview

Says why the condition stands, for a person.

Means: words; a plugin acts on the condition, never on these
Does not mean: a code
Empty: empty where none was given
Filled: derived, by bor

`actor`¶

message Actor · since v22 · preview

Says who set the condition.

Means: the actor of the entry that set it
Does not mean: who cleared it
Empty: never unset
Filled: stamped, by bor

`unknown_reason`¶

enum UnknownReason · since v22 · preview

Says why the outcome is not known (requirement 20).

Means: connection lost, request unanswered, or venue status not mapped
Does not mean: a rejection
Empty: unspecified unless outcome unknown
Filled: as-reported, by connectivity

Value	Means
`UNKNOWN_REASON_UNSPECIFIED`	not said: the outcome is known
`UNKNOWN_REASON_CONNECTION_LOST`	the connection to the venue was lost
`UNKNOWN_REASON_REQUEST_UNANSWERED`	the venue did not answer the request
`UNKNOWN_REASON_VENUE_STATUS_NOT_MAPPED`	the venue's status maps to no contract meaning; the status as reported beside it

`status_as_reported`¶

message AsReported · since v22 · preview

Carries the venue's status as reported.

Means: the status the mapping does not know
Does not mean: a status the book reads
Empty: unset unless the reason is venue status not mapped
Filled: as-reported, by connectivity

`Finality`¶

meridian.v1.Finality, a message.

`level`¶

enum FinalityLevel · since v22 · preview

Says the finality level.

Means: a step; a venue with no steps reports final at once
Does not mean: a settlement state
Empty: never unspecified
Filled: as-reported, by connectivity

Value	Means
`FINALITY_LEVEL_UNSPECIFIED`	not said
`FINALITY_LEVEL_AWAITING_ACCEPTANCE`	a hit awaiting the maker's accept (last look)
`FINALITY_LEVEL_MATCHED`	matched
`FINALITY_LEVEL_INCLUDED`	on chain, in a block
`FINALITY_LEVEL_FINAL`	final; a venue with no steps reports it at once
`FINALITY_LEVEL_FAILED`	it did not happen after all: a last-look reject, a revert, a re-org

`at_ns`¶

moment · since v22 · preview

Says when it reached the level.

Means: the time per step, as the venue reports it
Does not mean: when the book recorded it
Empty: never 0
Filled: as-reported, by connectivity
Unit: nanoseconds since the epoch

`Fee`¶

meridian.v1.Fee, a message.

`kind`¶

enum FeeKind · since v22 · preview

Says the fee's kind (requirement 26).

Means: exchange, cancel, network, financing or commission; grown by revision
Does not mean: who charged it
Empty: unspecified where not said
Filled: as-reported, by connectivity

Value	Means
`FEE_KIND_UNSPECIFIED`	not said
`FEE_KIND_EXCHANGE`	an exchange's fee
`FEE_KIND_CANCEL`	a venue's cancel fee
`FEE_KIND_NETWORK`	gas, on an on-chain venue
`FEE_KIND_FINANCING`	a rolling position's financing: the cost or credit of carrying it to the next value date, charged at each roll (W11.12)
`FEE_KIND_COMMISSION`	the broker's commission on a fill, as FIX keeps it apart in Commission (12) and CommType (13)

Changes: v23, widened: financing, a rolling spot position's charge at each roll, and commission, which FIX keeps apart from MiscFeeType (139)'s other fees (the product owner, 2026-10-13, the OANDA batch's item 2).

`amount`¶

Money · since v22 · preview

Carries the fee's amount.

Means: signed, a rebate negative, in any asset with a cash instrument (v18)
Does not mean: a price
Empty: never unset
Filled: as-reported, by connectivity
Required on: ReportExecution from v22; ReportCharge from v22; BookOrder from v24; CorrectBooking from v24

`capitalised`¶

boolean · since v24 · preview

Says whether a fee on an allocation enters the cost of the lot it opens (W11.27; the order-path plan's v24 item 4).

Means: the oms's choice by its policy; a capitalised fee enters the lot's cost on a buy; every fee stays its own cash line either way, so cash is unchanged, and on a sale a reader nets proceeds from the flags
Does not mean: a default core sets: core sets none (26 CFR 1.1012-1(h)(1))
Empty: false: the fee is not in a lot's cost
Filled: as-reported, by oms

`TradingInstructionTarget`¶

meridian.v1.TradingInstructionTarget, a message.

`all_accounts`¶

boolean · since v22 · preview

Names every account.

Means: true: All accounts, a deployment admin's
Does not mean: every plugin
Empty: false unless the target is All accounts
Filled: entered, by dashboard

`account_id`¶

identifier account · since v22 · preview

Names an account the instruction is on.

Means: an account; a plugin admin's names their plugin beside it
Does not mean: an external account or a venue account code
Empty: empty unless the target is an account
Filled: entered, by dashboard

`instance_id`¶

identifier instance · since v22 · preview

Names a plugin.

Means: the plugin's instance
Does not mean: a role
Empty: empty unless the target is a plugin, or within one
Filled: entered, by dashboard

`subject`¶

text · since v22 · preview

Names a person.

Means: the deployment-local subject
Does not mean: an email address
Empty: empty unless the target is a person
Filled: entered, by dashboard

`service_account_id`¶

text · since v22 · preview

Names a service account, a target as a user is.

Means: its SA- ID
Does not mean: a plugin
Empty: empty unless the target is a service account
Filled: entered, by dashboard

`user_group_id`¶

text · since v22 · preview

Names a user group.

Means: the group, resolved to its persons in covers from v27; in v22 a set command naming one is refused, INVALID_ARGUMENT naming target.user_group_id
Does not mean: an access group
Empty: empty unless the target is a user group, which v22 refuses on a set command
Filled: entered, by dashboard

`LocateAnswer`¶

meridian.v1.LocateAnswer, a message.

`quantity_approved`¶

Decimal · since v22 · preview

Says how much the prime approved.

Means: the quantity approved
Does not mean: the quantity requested
Empty: never unset in an answer
Filled: as-reported, by connectivity
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordLocate from v22

`rate`¶

Decimal · since v22 · preview

Carries the borrow rate.

Means: the rate as the prime states it, as a fraction
Does not mean: a fee in an asset
Empty: unset where the prime states none
Filled: as-reported, by connectivity
Unit: a rate as a fraction
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`expires_at_ns`¶

moment · since v22 · preview

Says when the locate expires.

Means: its expiry; a use after it is refused REFUSAL_REASON_ORDER_STATE
Does not mean: the day's end
Empty: 0 where the prime states none
Filled: as-reported, by connectivity
Unit: nanoseconds since the epoch

`locate_id`¶

text · since v22 · preview

Carries the prime's locate ID.

Means: as the prime gives it
Does not mean: the book's record ID
Empty: never empty in an answer
Filled: as-reported, by connectivity

`LocateUse`¶

meridian.v1.LocateUse, a message.

`kind`¶

enum LocateUseKind · since v22 · preview

Says the use.

Means: reserve, give back or consume; when a locate is used up is a plugin's logic (principle 3)
Does not mean: a check
Empty: never unspecified
Filled: as-reported, by compliance

Value	Means
`LOCATE_USE_KIND_UNSPECIFIED`	not said
`LOCATE_USE_KIND_RESERVE`	reserved against the locate for an order (at release, recommended)
`LOCATE_USE_KIND_GIVE_BACK`	given back: a cancel, or the day's end
`LOCATE_USE_KIND_CONSUME`	consumed by fills

`quantity`¶

Decimal · since v22 · preview

Says how much the use is.

Means: the quantity reserved, given back or consumed
Does not mean: what remains, which the locate derives
Empty: never unset
Filled: as-reported, by compliance
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordLocateUse from v22

`order_id`¶

text · since v22 · preview

Names the order the use is for.

Means: its ORD- ID
Does not mean: the locate
Empty: empty where the use names no order
Filled: as-reported, by compliance

`ProposeOrderRequest`¶

meridian.v1.ProposeOrderRequest, a message.

`account_id`¶

identifier account · since v22 · preview

Names the account the order is proposed into.

Means: an account in the plugin's write scope the person may write (W4.9); a child order's is its parent's
Does not mean: an external account or a venue account code
Empty: never empty
Filled: as-reported, by portfolio

`instrument_id`¶

identifier instrument · since v22 · preview

Names what the order trades.

Means: the deployment's instrument ID; one whose record lacks its asset class or currency is refused REFUSAL_REASON_INCOMPLETE naming the field (Q18); a child's is its parent's, another refused INVALID_ARGUMENT. From v24 one whose record is provisional is the escape hatch: admitted while the deployment's setting allows_local_record_orders allows it, as it does by default, the order shown "local record: not priced", and refused REFUSAL_REASON_LOCAL_RECORD_NOT_ALLOWED while it is off (W11's invariant, W11.36)
Does not mean: a ticker or a venue's symbol
Empty: never empty
Filled: as-reported, by portfolio

Changes: v24, clarified: an order on a provisional record is the escape hatch, refused REFUSAL_REASON_LOCAL_RECORD_NOT_ALLOWED while the deployment's setting allows_local_record_orders is off (the one-ID model, ruled 2026-10-14; the names approved the same day).

`sleeve`¶

text · since v22 · preview

Names the sleeve within the account the order is proposed into.

Means: the sleeve (ruled 2026-10-10; requirement 59): a position and its lots are keyed by account, instrument, side and sleeve, and a fill's position, lot and cash lines carry its order's; a break's position (PositionKey) is the account's, with no sleeve
Does not mean: an account, or a portfolio of its own: a sleeve is part of one account
Empty: empty for the account's unsleeved part
Filled: as-reported, by portfolio

`side`¶

enum Side · since v22 · preview

Says the order's side.

Means: buy, sell, sell short or sell short exempt; a child's is its parent's, another refused INVALID_ARGUMENT naming side
Does not mean: a holding's side
Empty: never unspecified
Filled: as-reported, by portfolio

Value	Means
`SIDE_UNSPECIFIED`	not said
`SIDE_BUY`	a buy
`SIDE_SELL`	a sale of what the account holds
`SIDE_SELL_SHORT`	a short sale, with the locate the order names (W11.18)
`SIDE_SELL_SHORT_EXEMPT`	a short sale marked exempt

`locate_id`¶

text · since v22 · preview

Names the locate a short relies on.

Means: the prime's locate ID on a locate record in the book (W11.18)
Does not mean: the LOC- record ID
Empty: empty unless a short
Filled: as-reported, by portfolio

`quantity`¶

Decimal · since v22 · preview

Says how much the order is for.

Means: the ordered quantity; exactly one of quantity and cash_quantity is set, as FIX's OrderQty (38) and CashOrderQty (152) are alternatives (ruled 2026-10-12): an order naming both, or neither, is refused INVALID_ARGUMENT naming quantity and cash_quantity; 0, a pass, is refused INVALID_ARGUMENT naming quantity until slice C defines it
Does not mean: a cash amount
Empty: unset where the order is for a cash quantity
Filled: as-reported, by portfolio
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: ProposeOrder from v22, unless the order states its cash quantity instead

`cash_quantity`¶

Money · since v22 · preview

Says the amount an order for cash is for.

Means: the amount to trade, a Money naming its cash instrument; exactly one of quantity and cash_quantity is set, as FIX's OrderQty (38) and CashOrderQty (152) are alternatives (ruled 2026-10-12): an order naming both, or neither, is refused INVALID_ARGUMENT naming quantity and cash_quantity
Does not mean: a limit
Empty: unset unless the order is for an amount
Filled: as-reported, by portfolio
Required on: ProposeOrder from v22, unless the order states its quantity instead

`order_type`¶

enum OrderType · since v22 · preview

Says the order's type.

Means: market, limit, stop, stop-limit or an RFQ order
Does not mean: a broker's strategy
Empty: unspecified where not said
Filled: as-reported, by portfolio

Value	Means
`ORDER_TYPE_UNSPECIFIED`	not said
`ORDER_TYPE_MARKET`	at the market
`ORDER_TYPE_LIMIT`	at its limit price or better
`ORDER_TYPE_STOP`	a market order once its stop price triggers
`ORDER_TYPE_STOP_LIMIT`	a limit order once its stop price triggers
`ORDER_TYPE_REQUEST_FOR_QUOTE`	an RFQ order: its quotes and outcomes are slice C's, on its placement

`limit_price`¶

Money · since v22 · preview

Says the order's limit.

Means: the worst price per unit it may trade at
Does not mean: a strategy's price limit
Empty: unset on a market or stop order
Filled: as-reported, by portfolio

`dealt_currency`¶

identifier instrument · since v22 · preview

Says the dealt currency of a pair.

Means: the dealt currency's cash instrument ID
Does not mean: an ISO 4217 code
Empty: empty unless a pair
Filled: as-reported, by portfolio

`quote_currency`¶

identifier instrument · since v23 · preview

Names the pair's quote currency on an FX order (W11.1).

Means: the pair's quote currency, currency2 as the pair is quoted (USD for EUR/USD, JPY for USD/JPY), by its cash instrument's ID: with the order's instrument, the base currency's, it names the pair, as FpML's quotedCurrencyPair and FIX's Symbol (CCY1/CCY2) do; a limit or stop is in it. One naming the order's own instrument is refused INVALID_ARGUMENT naming it, and a limit or stop in another currency INVALID_ARGUMENT naming limit_price or stop_price (approved 2026-10-13)
Does not mean: a third settlement currency, which FIX's SettlCurrency (120) names for a non-deliverable forward; or the currency the quantity is in, which dealt_currency names; or an ISO 4217 code
Empty: empty unless the order is in a currency's cash instrument traded against another currency
Filled: as-reported, by portfolio

`legs`¶

repeated message Leg · since v22 · preview

Carries the order's legs (step 5's Q26).

Means: each an instrument, a side and a ratio
Does not mean: separate orders
Empty: empty for a single-instrument order
Filled: as-reported, by portfolio

`allocation_instruction`¶

message AllocationInstruction · since v22 · preview

Says how the order is allocated across accounts.

Means: portfolio's accounts with amounts or weights, checked at release (principle 1)
Does not mean: a booking
Empty: unset: the whole in the order's own account; a child carries none (Q47)
Filled: as-reported, by portfolio

`time_in_force`¶

enum TimeInForce · since v22 · preview

Says how long the order stands.

Means: set where the proposer sets one; the oms's otherwise (W11.3)
Does not mean: a placement's
Empty: unspecified where the proposer sets none
Filled: as-reported, by portfolio

Value	Means
`TIME_IN_FORCE_UNSPECIFIED`	not said
`TIME_IN_FORCE_DAY`	for the day: the book expires it at the close (W11.13)
`TIME_IN_FORCE_GOOD_TILL_CANCELLED`	until cancelled
`TIME_IN_FORCE_GOOD_TILL_DATE`	until its expire date
`TIME_IN_FORCE_GOOD_TILL_TIME`	until its kill time
`TIME_IN_FORCE_IMMEDIATE_OR_CANCEL`	what fills at once, the rest cancelled
`TIME_IN_FORCE_FILL_OR_KILL`	all at once or none
`TIME_IN_FORCE_AT_THE_OPEN`	at the opening
`TIME_IN_FORCE_AT_THE_CLOSE`	at the close

`lot_relief_method`¶

enum LotReliefMethod · since v22 · preview

Says how a sale relieves lots.

Means: the method, the oms's to set
Does not mean: a sale's lots
Empty: unspecified: the lots named, else the account's default
Filled: as-reported, by oms

Value	Means
`LOT_RELIEF_METHOD_UNSPECIFIED`	not set: the lots relieve_lot_ids names, else the account's lot_relief_default
`LOT_RELIEF_METHOD_FIRST_IN_FIRST_OUT`	the earliest acquired first
`LOT_RELIEF_METHOD_LAST_IN_FIRST_OUT`	the latest acquired first
`LOT_RELIEF_METHOD_HIGHEST_COST`	the highest unit cost first
`LOT_RELIEF_METHOD_LOWEST_COST`	the lowest unit cost first
`LOT_RELIEF_METHOD_AVERAGE_COST`	every lot relieved at the average cost

`relieve_lot_ids`¶

repeated text · since v22 · preview

Names the lots a sale relieves.

Means: the book's lot IDs
Does not mean: lots of another account
Empty: empty where the method or default governs
Filled: as-reported, by oms

`capacity`¶

enum Capacity · since v22 · preview

Says the broker's capacity.

Means: set by the oms for a broker's order
Does not mean: a party's role
Empty: unspecified where not a broker's order
Filled: as-reported, by oms

Value	Means
`CAPACITY_UNSPECIFIED`	not said: not a broker's order, or not set
`CAPACITY_AGENCY`	as agent
`CAPACITY_PRINCIPAL`	as principal
`CAPACITY_RISKLESS_PRINCIPAL`	as riskless principal
`CAPACITY_MIXED`	in more than one capacity

`direction`¶

enum OrderDirection · since v22 · preview

Says whether it is a client's order (Q23).

Means: received for a client's order
Does not mean: the side
Empty: unspecified: the firm's own
Filled: as-reported, by portfolio

Value	Means
`ORDER_DIRECTION_UNSPECIFIED`	the firm's own order, unmarked
`ORDER_DIRECTION_RECEIVED`	a client's order, proposed by the portfolio intake standing for the client's portfolio manager (Q23)

`parties`¶

repeated message Party · since v22 · preview

Carries the order's parties as delivered.

Means: the client, with its LEI where given
Does not mean: parties the book checks
Empty: empty where none is delivered
Filled: as-reported, by portfolio

`decided_by`¶

message Actor · since v22 · preview

Names who decided the order, where that differs from who enters it (requirement 29).

Means: a person who has signed in (W6.1) or a service account
Does not mean: who enters it: stamped from the actor
Empty: unset where who decided is who enters it
Filled: as-reported, by portfolio

`customer_id`¶

text · since v22 · preview

Carries the customer identifier (requirement 55).

Means: as stated
Does not mean: an account
Empty: empty where not stated
Filled: as-reported, by portfolio

`firm_designated_id`¶

text · since v22 · preview

Carries the firm designated identifier (requirement 55).

Means: as stated
Does not mean: an account or a person
Empty: empty where not stated
Filled: as-reported, by portfolio

`handling_instructions`¶

repeated text · since v22 · preview

Carries the handling instructions (requirement 56).

Means: as stated
Does not mean: execution instructions
Empty: empty where none
Filled: as-reported, by portfolio

`received_at_ns`¶

moment · since v22 · preview

Records when the order was received (requirement 56).

Means: as stated
Does not mean: when the book recorded it
Empty: 0 where not stated
Filled: as-reported, by portfolio
Unit: nanoseconds since the epoch

`received_precision`¶

enum TimePrecision · since v22 · preview

Says the receipt time's precision (Q38).

Means: second to nanosecond
Does not mean: the clock's resolution
Empty: unspecified where no time is stated
Filled: as-reported, by portfolio

Value	Means
`TIME_PRECISION_UNSPECIFIED`	not said
`TIME_PRECISION_SECOND`	stated to the second
`TIME_PRECISION_MILLISECOND`	stated to the millisecond
`TIME_PRECISION_MICROSECOND`	stated to the microsecond
`TIME_PRECISION_NANOSECOND`	stated to the nanosecond

`quote_at_receipt`¶

message ReceiptQuote · since v22 · preview

Carries the quote at time of receipt (Q35).

Means: held as stated
Does not mean: a price the book checks
Empty: unset where not stated
Filled: as-reported, by portfolio

`represents_order_ids`¶

repeated text · since v22 · preview

Names the orders a firm's order represents (Q37).

Means: recorded and not checked
Does not mean: child orders
Empty: empty where it represents none
Filled: as-reported, by portfolio

`axe_source`¶

text · since v22 · preview

Names the source of the axe the order was made from (Q34).

Means: offered empty until slice C
Does not mean: a venue
Empty: empty until slice C lands
Filled: as-reported, by portfolio

`axe_counterparty_id`¶

text · since v22 · preview

Names the axe's counterparty (Q34).

Means: offered empty until slice C
Does not mean: a party of the order
Empty: empty until slice C lands
Filled: as-reported, by portfolio

`link`¶

message OrderLink · since v22 · preview

Names a child order's parent (W11.1).

Means: a child is in its parent's account, released on creation within it (Q19 (i)); under a parent not released, REFUSAL_REASON_ORDER_STATE
Does not mean: any other named link
Empty: unset unless a child order
Filled: as-reported, by ems

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by portfolio

`stop_price`¶

Money · since v22 · preview

Says the order's trigger.

Means: FIX's StopPx
Does not mean: the limit
Empty: unset unless a stop or stop-limit order
Filled: as-reported, by portfolio

`expire_date`¶

date · since v22 · preview

Says a good-till-date order's date.

Means: ISO 8601, FIX's ExpireDate
Does not mean: a kill time
Empty: empty unless good till date
Filled: as-reported, by oms

`expire_time_ns`¶

moment · since v22 · preview

Says a good-till-time order's kill time.

Means: FIX's ExpireTime
Does not mean: a date
Empty: 0 unless good till time
Filled: as-reported, by oms
Unit: nanoseconds since the epoch

`execution_instructions`¶

repeated enum ExecutionInstruction · since v22 · preview

Carries the standard execution instructions.

Means: the oms's, FIX's ExecInst
Does not mean: a venue's own parameters
Empty: empty where none
Filled: as-reported, by oms

Value	Means
`EXECUTION_INSTRUCTION_UNSPECIFIED`	not said
`EXECUTION_INSTRUCTION_NOT_HELD`	not held
`EXECUTION_INSTRUCTION_DO_NOT_REDUCE`	do not reduce
`EXECUTION_INSTRUCTION_DO_NOT_INCREASE`	do not increase
`EXECUTION_INSTRUCTION_REDUCE_ONLY`	reduce only
`EXECUTION_INSTRUCTION_SELF_MATCH_PREVENTION`	self-match prevention, honoured by the connectivity plugin with the venue's own identifier and instruction

`block_member_order_ids`¶

repeated text · since v24 · preview

Names the member orders a block order merges (W11.1; step 5's link 2).

Means: each a released order of one instrument and side, compared through the replacement; the block's quantity is the sum of their idle quantities, and it is released on creation in the allocation account
Does not mean: a split child's parent, or orders a firm's order represents
Empty: empty unless the oms proposes a block order
Filled: as-reported, by oms

`RecordOrderRequest`¶

meridian.v1.RecordOrderRequest, a message.

`account_id`¶

identifier account · since v22 · preview

Names the account the order is in.

Means: named by the oms for the user it records the order for, within its write scope
Does not mean: a venue account code: a connectivity plugin records no order (ruled 2026-10-13)
Empty: never empty: an order recorded naming none is refused, naming the field
Filled: entered, by oms

`instrument_id`¶

identifier instrument · since v22 · preview

Names what the order trades.

Means: the deployment's instrument ID, its record complete
Does not mean: the venue's symbol
Empty: never empty
Filled: as-reported, by oms

`sleeve`¶

text · since v22 · preview

Names the sleeve within the account the order is in.

Means: the sleeve (ruled 2026-10-10; requirement 59): a position and its lots are keyed by account, instrument, side and sleeve, and a fill's position, lot and cash lines carry its order's; a break's position (PositionKey) is the account's, with no sleeve
Does not mean: an account, or a portfolio of its own: a sleeve is part of one account
Empty: empty for the account's unsleeved part
Filled: as-reported, by oms

`side`¶

enum Side · since v22 · preview

Says the order's side.

Means: as the person recording it states it
Does not mean: a holding's side
Empty: never unspecified
Filled: as-reported, by oms

Value	Means
`SIDE_UNSPECIFIED`	not said
`SIDE_BUY`	a buy
`SIDE_SELL`	a sale of what the account holds
`SIDE_SELL_SHORT`	a short sale, with the locate the order names (W11.18)
`SIDE_SELL_SHORT_EXEMPT`	a short sale marked exempt

`quantity`¶

Decimal · since v22 · preview

Says how much the order is for.

Means: as the person recording it states it
Does not mean: what is filled
Empty: never unset
Filled: as-reported, by oms
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordOrder from v22

`order_type`¶

enum OrderType · since v22 · preview

Says the order's type.

Means: as the person recording it states it
Does not mean: a strategy
Empty: unspecified where not said
Filled: as-reported, by oms

Value	Means
`ORDER_TYPE_UNSPECIFIED`	not said
`ORDER_TYPE_MARKET`	at the market
`ORDER_TYPE_LIMIT`	at its limit price or better
`ORDER_TYPE_STOP`	a market order once its stop price triggers
`ORDER_TYPE_STOP_LIMIT`	a limit order once its stop price triggers
`ORDER_TYPE_REQUEST_FOR_QUOTE`	an RFQ order: its quotes and outcomes are slice C's, on its placement

`limit_price`¶

Money · since v22 · preview

Says the order's limit.

Means: as the person recording it states it
Does not mean: a fill price
Empty: unset where the order has no limit
Filled: as-reported, by oms

`time_in_force`¶

enum TimeInForce · since v22 · preview

Says how long the order stands.

Means: as the person recording it states it
Does not mean: a placement's
Empty: unspecified where not said
Filled: as-reported, by oms

Value	Means
`TIME_IN_FORCE_UNSPECIFIED`	not said
`TIME_IN_FORCE_DAY`	for the day: the book expires it at the close (W11.13)
`TIME_IN_FORCE_GOOD_TILL_CANCELLED`	until cancelled
`TIME_IN_FORCE_GOOD_TILL_DATE`	until its expire date
`TIME_IN_FORCE_GOOD_TILL_TIME`	until its kill time
`TIME_IN_FORCE_IMMEDIATE_OR_CANCEL`	what fills at once, the rest cancelled
`TIME_IN_FORCE_FILL_OR_KILL`	all at once or none
`TIME_IN_FORCE_AT_THE_OPEN`	at the opening
`TIME_IN_FORCE_AT_THE_CLOSE`	at the close

`venue_order_id`¶

text · since v22 · preview

Carries the venue's or broker's order ID.

Means: an external reference, never a key
Does not mean: the book's order ID
Empty: empty on an order with none
Filled: as-reported, by oms

`origin`¶

enum OrderOrigin · since v22 · preview

Says where the order came from (W11.2).

Means: a telephoned or outside order
Does not mean: the direction
Empty: unspecified read as telephoned: a recorded order is a telephoned or outside one
Filled: as-reported, by oms

Value	Means
`ORDER_ORIGIN_UNSPECIFIED`	an order the book created: proposed (W11.1)
`ORDER_ORIGIN_TELEPHONED`	a telephoned or outside order, recorded by the oms for a person
`ORDER_ORIGIN_ACCEPTED_EXECUTION`	the book's own, on an order it makes at an accept (W11.23): a recorded order is telephoned whatever it names

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by connectivity

`RequestOrderChangeRequest`¶

meridian.v1.RequestOrderChangeRequest, a message.

`order_id`¶

text · since v22 · preview

Names the order the command is on.

Means: the order's ORD- ID, as the book minted it (W11.13); the book resolves its account and refuses, changing nothing, a command whose account is outside the stamped write scope (PERMISSION_DENIED)
Does not mean: the venue's order ID, or anything the plugin minted
Empty: never empty
Filled: as-reported, by oms

`change`¶

message OrderChange · since v22 · preview

Says what the change asks.

Means: cancel, amend, recall, withdraw or a quantity change; refused REFUSAL_REASON_ORDER_STATE where the state does not allow it, REFUSAL_REASON_CLAIMED by other than the claimant
Does not mean: a placement's change
Empty: never unset
Filled: as-reported, by oms

`reason`¶

text · since v22 · preview

Records why the act was taken.

Means: the person's own words, required on an alignment, an override and any other justified act, kept on the entry
Does not mean: a code the book acts on; nothing is parsed from it
Empty: empty is refused on a justified act, REFUSAL_REASON_REASON_REQUIRED; may be empty otherwise
Filled: entered, by oms

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by oms

`RecordCheckRequest`¶

meridian.v1.RecordCheckRequest, a message.

`order_id`¶

text · since v22 · preview

Names the order the command is on.

Means: the order's ORD- ID, as the book minted it (W11.13); the book resolves its account and refuses, changing nothing, a command whose account is outside the stamped write scope (PERMISSION_DENIED)
Does not mean: the venue's order ID, or anything the plugin minted
Empty: never empty
Filled: as-reported, by compliance

`order_version`¶

integer · since v22 · preview

Names the order version checked.

Means: the journal sequence of the order's last change when it checked
Does not mean: a count of checks
Empty: 0 on a placement's check
Filled: as-reported, by compliance
Unit: changes in the partition

`placement_id`¶

text · since v22 · preview

Names the placement the message is on.

Means: the placement's PLC- ID, as the book minted it (W11.8); the check is answered with the placement
Does not mean: the client order identifier the venue sees, which the plugin may derive from it; or the venue's order ID
Empty: empty unless the check is on a placement before it is sent
Filled: as-reported, by compliance

`verdict`¶

enum CheckVerdict · since v22 · preview

Carries the verdict.

Means: pass, warn, block or refuse
Does not mean: the gate's decision
Empty: never unspecified
Filled: as-reported, by compliance

Value	Means
`CHECK_VERDICT_UNSPECIFIED`	not said
`CHECK_VERDICT_PASS`	passes
`CHECK_VERDICT_WARN`	passes with a warning
`CHECK_VERDICT_BLOCK`	stands until overridden (W11.5); a release is refused while it does
`CHECK_VERDICT_REFUSE`	ends a proposed order refused; nobody may override it

`rule`¶

text · since v22 · preview

Names the rule.

Means: the plugin's rule, as it documents it
Does not mean: a rule of the platform's
Empty: empty where the plugin names none
Filled: as-reported, by compliance

`note`¶

text · since v22 · preview

Explains the verdict.

Means: the plugin's words
Does not mean: a code
Empty: empty where none
Filled: as-reported, by compliance

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by compliance

`DecideApprovalRequest`¶

meridian.v1.DecideApprovalRequest, a message.

`order_id`¶

text · since v22 · preview

Names the order the command is on.

Means: the order's ORD- ID, as the book minted it (W11.13); the book resolves its account and refuses, changing nothing, a command whose account is outside the stamped write scope (PERMISSION_DENIED)
Does not mean: the venue's order ID, or anything the plugin minted
Empty: never empty
Filled: as-reported, by compliance

`decision`¶

enum ApprovalDecision · since v22 · preview

Carries the decision.

Means: require, approve, override or reject; an approval or an override needs a person (REFUSAL_REASON_ACTOR_REQUIRED)
Does not mean: v20's second pair of eyes, which is the dashboard's gate on who makes an act (Q22)
Empty: never unspecified
Filled: as-reported, by compliance

Value	Means
`APPROVAL_DECISION_UNSPECIFIED`	not said
`APPROVAL_DECISION_REQUIRE`	compliance sets approval required, by policy
`APPROVAL_DECISION_APPROVE`	a person approves
`APPROVAL_DECISION_OVERRIDE`	a person overrides a block, with a reason
`APPROVAL_DECISION_REJECT`	the oms rejects a proposed order it was asked to work: the order ends refused (Q23)

`reason`¶

text · since v22 · preview

Records why the act was taken.

Means: the person's own words, required on an override, kept on the entry
Does not mean: a code the book acts on; nothing is parsed from it
Empty: empty is refused on a justified act, REFUSAL_REASON_REASON_REQUIRED; may be empty otherwise
Filled: entered, by compliance

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by compliance

`ReleaseOrderRequest`¶

meridian.v1.ReleaseOrderRequest, a message.

`order_id`¶

text · since v22 · preview

Names the order the command is on.

Means: the order's ORD- ID, as the book minted it (W11.13); the book resolves its account and refuses, changing nothing, a command whose account is outside the stamped write scope (PERMISSION_DENIED); the gate runs in its order: allocation, block, approval, compliance
Does not mean: the venue's order ID, or anything the plugin minted
Empty: never empty
Filled: as-reported, by oms

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by oms

`SetWorkingConditionRequest`¶

meridian.v1.SetWorkingConditionRequest, a message.

`order_id`¶

text · since v22 · preview

Names the order the command is on.

Means: the order's ORD- ID, as the book minted it (W11.13); the book resolves its account and refuses, changing nothing, a command whose account is outside the stamped write scope (PERMISSION_DENIED)
Does not mean: the venue's order ID, or anything the plugin minted
Empty: never empty
Filled: as-reported, by ems

`condition`¶

enum OrderCondition · since v22 · preview

Names the working condition.

Means: claimed, held or paused; any other refused
Does not mean: the trading instruction's pause
Empty: never unspecified
Filled: as-reported, by ems

Value	Means
`ORDER_CONDITION_UNSPECIFIED`	not said
`ORDER_CONDITION_CHANGE_REQUESTED`	a change request is outstanding (W11.3)
`ORDER_CONDITION_APPROVAL_REQUIRED`	compliance requires approval by its policy (W11.5)
`ORDER_CONDITION_AWAITING_CHECK`	the account waits for compliance, and a compliance plugin covering it has not answered on this version (W11.6)
`ORDER_CONDITION_CLAIMED`	claimed to work it, by an instance for a user (W11.7)
`ORDER_CONDITION_HELD`	held by the oms or the ems working it (W11.7)
`ORDER_CONDITION_PAUSED`	its working paused (W11.7): not the trading instruction's pause
`ORDER_CONDITION_OUTCOME_UNKNOWN`	a placement's outcome is not known (W11.10)
`ORDER_CONDITION_DOES_NOT_TIE_OUT`	its quantities do not tie out, an overfill or a restatement past its intent, until an alignment, a booking to an error account or a bust clears it; never acknowledged
`ORDER_CONDITION_LATE_FACT`	a fact arrived after the state it would have changed ended: recorded, flagged, acknowledged by a person (W11.14)

`set`¶

boolean · since v22 · preview

Says whether to set or clear it.

Means: true sets it, false clears it
Does not mean: a state
Empty: false clears the condition
Filled: as-reported, by ems

`reason`¶

text · since v22 · preview

Says why.

Means: the person's words, kept on the condition
Does not mean: a code
Empty: empty where none is given
Filled: entered, by ems

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by ems

`CreatePlacementRequest`¶

meridian.v1.CreatePlacementRequest, a message.

`order_id`¶

text · since v22 · preview

Names the order the command is on.

Means: the order's ORD- ID, as the book minted it (W11.13); the book resolves its account and refuses, changing nothing, a command whose account is outside the stamped write scope (PERMISSION_DENIED); a proposed or ended order is refused REFUSAL_REASON_ORDER_STATE
Does not mean: the venue's order ID, or anything the plugin minted
Empty: never empty
Filled: as-reported, by ems

`connectivity_instance_id`¶

identifier instance · since v22 · preview

Names the connectivity plugin to send the placement.

Means: one linked to the placing ems and made available to the user the command acts for, or refused REFUSAL_REASON_CONNECTIVITY_NOT_ALLOWED, the refusal recorded (W11.8)
Does not mean: a venue
Empty: never empty
Filled: as-reported, by ems

`venue_account_code`¶

text · since v22 · preview

Carries what the venue's account field is to say.

Means: the code the ems's map gives the order's account on that plugin (W11.22)
Does not mean: an account ID
Empty: empty where the venue takes none
Filled: as-reported, by ems

`quantity`¶

Decimal · since v22 · preview

Says how much of the order to place.

Means: committed while the placement is live; over-commitment shown, never refused (Q3)
Does not mean: the order's quantity
Empty: never unset
Filled: as-reported, by ems
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: CreatePlacement from v22

`limit_price`¶

Money · since v22 · preview

Says the placement's limit.

Means: the worst price per unit
Does not mean: the order's limit
Empty: unset on a market placement
Filled: as-reported, by ems

`time_in_force`¶

enum TimeInForce · since v22 · preview

Says how long the placement stands.

Means: its own time in force at the venue
Does not mean: the order's
Empty: unspecified where not set
Filled: as-reported, by ems

Value	Means
`TIME_IN_FORCE_UNSPECIFIED`	not said
`TIME_IN_FORCE_DAY`	for the day: the book expires it at the close (W11.13)
`TIME_IN_FORCE_GOOD_TILL_CANCELLED`	until cancelled
`TIME_IN_FORCE_GOOD_TILL_DATE`	until its expire date
`TIME_IN_FORCE_GOOD_TILL_TIME`	until its kill time
`TIME_IN_FORCE_IMMEDIATE_OR_CANCEL`	what fills at once, the rest cancelled
`TIME_IN_FORCE_FILL_OR_KILL`	all at once or none
`TIME_IN_FORCE_AT_THE_OPEN`	at the opening
`TIME_IN_FORCE_AT_THE_CLOSE`	at the close

`strategy`¶

message StrategyInstruction · since v22 · preview

Asks for a broker's strategy.

Means: converted at the edge; a broker with none rejects it unsupported
Does not mean: an in-house strategy
Empty: unset where no broker's strategy is asked
Filled: as-reported, by ems

`destination`¶

identifier venue · since v22 · preview

Names the destination.

Means: a VEN- ID
Does not mean: the connectivity plugin
Empty: empty where the broker chooses
Filled: as-reported, by ems

`route_type`¶

enum RouteType · since v22 · preview

Says how the destination is reached.

Means: directed or not directed
Does not mean: the destination
Empty: unspecified where not set
Filled: as-reported, by ems

Value	Means
`ROUTE_TYPE_UNSPECIFIED`	not said
`ROUTE_TYPE_DIRECTED`	to the destination the ems chose
`ROUTE_TYPE_NOT_DIRECTED`	the broker chooses the destination

`handling_instructions`¶

repeated text · since v22 · preview

Carries handling instructions.

Means: as stated
Does not mean: execution instructions
Empty: empty where none
Filled: as-reported, by ems

`rfq_id`¶

text · since v22 · preview

Names the RFQ answered.

Means: offered empty until slice C
Does not mean: an order
Empty: empty until slice C lands
Filled: as-reported, by ems

`axe_id`¶

text · since v22 · preview

Names the axe answered.

Means: offered empty until slice C
Does not mean: the axe's source
Empty: empty until slice C lands
Filled: as-reported, by ems

`ems_instance_id`¶

identifier instance · since v22 · preview

Names the placing ems.

Means: the sending instance, stamped by the sidecar
Does not mean: anything the plugin chooses
Empty: stamped on every placement an ems sends; whatever the plugin sent is replaced
Filled: stamped, by sidecar

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by ems

`RequestPlacementChangeRequest`¶

meridian.v1.RequestPlacementChangeRequest, a message.

`placement_id`¶

text · since v22 · preview

Names the placement the message is on.

Means: the placement's PLC- ID, as the book minted it (W11.8)
Does not mean: the client order identifier the venue sees, which the plugin may derive from it; or the venue's order ID
Empty: never empty
Filled: as-reported, by ems

`change`¶

message PlacementChange · since v22 · preview

Says what the change asks.

Means: cancel or replace; a connectivity plugin's other than a cancel under a stop is refused REFUSAL_REASON_ORDER_STATE
Does not mean: an order's change
Empty: never unset
Filled: as-reported, by ems

`reason`¶

text · since v22 · preview

Says why.

Means: the words the command gave
Does not mean: a code
Empty: empty where none
Filled: entered, by ems

`cause`¶

message EntryMeta · since v22 · preview

Names the trading instruction's entry a cancel under a stop was sent for (v21's Q17).

Means: only its entry_id is read; the sidecar refuses any other field set
Does not mean: a cause the book checks the stop against: it is not gated on the instruction
Empty: unset unless a connectivity plugin reports a cancel it sent under a stop
Filled: as-reported, by connectivity

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by ems

`ReportPlacementRequest`¶

meridian.v1.ReportPlacementRequest, a message.

`placement_id`¶

text · since v22 · preview

Names the placement the message is on.

Means: the placement's PLC- ID, as the book minted it (W11.8); one the book does not hold keeps the fact unplaced
Does not mean: the client order identifier the venue sees, which the plugin may derive from it; or the venue's order ID
Empty: never empty
Filled: as-reported, by connectivity

`event`¶

enum PlacementEvent · since v22 · preview

Says what the venue did.

Means: in the contract's meaning (W11.10); never refused for the state it arrives in
Does not mean: the venue's status names
Empty: never unspecified
Filled: as-reported, by connectivity

Value	Means
`PLACEMENT_EVENT_UNSPECIFIED`	not said
`PLACEMENT_EVENT_SENT`	sent to the venue
`PLACEMENT_EVENT_ACKNOWLEDGED`	acknowledged, with the venue's order ID and the routing time
`PLACEMENT_EVENT_REPLACED`	replaced at the venue
`PLACEMENT_EVENT_DONE_FOR_DAY`	done for the day at the venue
`PLACEMENT_EVENT_RESTATED`	restated by the venue, with its restatement reason
`PLACEMENT_EVENT_SUSPENDED`	halted by the venue
`PLACEMENT_EVENT_TRIGGERED`	its stop or condition triggered
`PLACEMENT_EVENT_CANCELLED`	cancelled at the venue
`PLACEMENT_EVENT_EXPIRED`	expired at the venue
`PLACEMENT_EVENT_REJECTED`	rejected, with its rejection reason
`PLACEMENT_EVENT_OUTCOME_UNKNOWN`	its outcome not known, with its unknown reason; never a rejection
`PLACEMENT_EVENT_OUTCOME_RESOLVED`	an unknown outcome resolved by asking the venue, never by resending

`venue_order_id`¶

text · since v22 · preview

Carries the venue's order ID.

Means: on an acknowledgement or a replace; every one is kept
Does not mean: the placement's ID
Empty: empty where the event carries none
Filled: as-reported, by connectivity

`routed_at_ns`¶

moment · since v22 · preview

Records when it was routed.

Means: as the plugin sent it
Does not mean: when the venue acknowledged it
Empty: 0 unless an acknowledgement
Filled: as-reported, by connectivity
Unit: nanoseconds since the epoch

`routed_precision`¶

enum TimePrecision · since v22 · preview

Says the routing time's precision.

Means: second to nanosecond
Does not mean: the clock's resolution
Empty: unspecified unless the routing time is given
Filled: as-reported, by connectivity

Value	Means
`TIME_PRECISION_UNSPECIFIED`	not said
`TIME_PRECISION_SECOND`	stated to the second
`TIME_PRECISION_MILLISECOND`	stated to the millisecond
`TIME_PRECISION_MICROSECOND`	stated to the microsecond
`TIME_PRECISION_NANOSECOND`	stated to the nanosecond

`rejection_reason`¶

enum RejectionReason · since v22 · preview

Says why the placement was rejected.

Means: a rejection, not a refusal
Does not mean: a refusal
Empty: unspecified unless rejected
Filled: as-reported, by connectivity

Value	Means
`REJECTION_REASON_UNSPECIFIED`	not said: not rejected
`REJECTION_REASON_UNSUPPORTED`	asked for what the plugin or the venue does not offer for this account
`REJECTION_REASON_VENUE_REJECTED`	the catch-all, the venue's reason beside it as reported only when no contract reason maps
`REJECTION_REASON_HELD_BY_PRE_TRADE_CHECK`	held back by the connectivity plugin's own market-access check (Q18)

`rejection_as_reported`¶

message AsReported · since v22 · preview

Carries the venue's reason.

Means: only beside REJECTION_REASON_VENUE_REJECTED
Does not mean: a reason the book reads
Empty: unset unless venue rejected with a reason
Filled: as-reported, by connectivity

`unknown_reason`¶

enum UnknownReason · since v22 · preview

Says why the outcome is not known.

Means: never a rejection; the quantity stays committed
Does not mean: a rejection
Empty: unspecified unless the outcome is unknown
Filled: as-reported, by connectivity

Value	Means
`UNKNOWN_REASON_UNSPECIFIED`	not said: the outcome is known
`UNKNOWN_REASON_CONNECTION_LOST`	the connection to the venue was lost
`UNKNOWN_REASON_REQUEST_UNANSWERED`	the venue did not answer the request
`UNKNOWN_REASON_VENUE_STATUS_NOT_MAPPED`	the venue's status maps to no contract meaning; the status as reported beside it

`status_as_reported`¶

message AsReported · since v22 · preview

Carries the venue's status.

Means: the status the mapping does not know
Does not mean: a status the book reads
Empty: unset unless venue status not mapped
Filled: as-reported, by connectivity

`restatement_reason`¶

enum RestatementReason · since v22 · preview

Says why the venue restated it.

Means: one beyond the order's intent sets late fact and does not tie out (Q15)
Does not mean: a rejection
Empty: unspecified unless restated
Filled: as-reported, by connectivity

Value	Means
`RESTATEMENT_REASON_UNSPECIFIED`	not said: not a restatement
`RESTATEMENT_REASON_CORPORATE_ACTION`	a corporate action
`RESTATEMENT_REASON_RENEWAL`	a renewal
`RESTATEMENT_REASON_REPRICING`	a repricing
`RESTATEMENT_REASON_PARTIAL_DECLINE`	part of the order declined
`RESTATEMENT_REASON_CANCEL_ON_HALT`	cancelled on a halt
`RESTATEMENT_REASON_CANCEL_ON_SYSTEM_FAILURE`	cancelled on a system failure
`RESTATEMENT_REASON_VENUE_OPTION`	the venue's option, FIX's "Market (Exchange) option"
`RESTATEMENT_REASON_OTHER`	another reason

`quantity`¶

Decimal · since v22 · preview

Carries the quantity now.

Means: on a replace or a restatement
Does not mean: a fill
Empty: unset unless a replace or a restatement
Filled: as-reported, by connectivity
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`limit_price`¶

Money · since v22 · preview

Carries the limit now.

Means: on a replace or a restatement
Does not mean: a fill price
Empty: unset unless a replace or a restatement
Filled: as-reported, by connectivity

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the fact was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`ReportExecutionRequest`¶

meridian.v1.ReportExecutionRequest, a message.

`placement_id`¶

text · since v22 · preview

Names the placement the message is on.

Means: the placement's PLC- ID, as the book minted it (W11.8); one the book does not hold keeps the fact unplaced
Does not mean: the client order identifier the venue sees, which the plugin may derive from it; or the venue's order ID
Empty: empty on a done-away execution, which names its order; from v23 on a venue-originated fill, which names its instrument, side and venue order ID instead
Filled: as-reported, by connectivity

Changes: v23, clarified: empty on a fill on no order and no placement, recorded as an unmatched execution (W11.11).

`order_id`¶

text · since v22 · preview

Names a done-away execution's order.

Means: its ORD- ID
Does not mean: a venue's order ID
Empty: empty unless a done-away execution
Filled: as-reported, by oms

`account_id`¶

identifier account · since v22 · preview

Names the account the execution is in.

Means: on a connectivity plugin's, stamped by the sidecar from the ems's map (venue-account-map), as RecordLocateRequest's is
Does not mean: anything a connectivity plugin chooses
Empty: empty, never refused, where the venue account code maps to no account: kept unplaced
Filled: stamped, by sidecar

`venue_account_code`¶

text · since v22 · preview

Carries the venue account code the execution names (W11.11).

Means: as the venue states it, from which the sidecar stamps the account
Does not mean: an account ID
Empty: empty on an entered execution
Filled: as-reported, by connectivity

`venue_execution_id`¶

text · since v22 · preview

Carries the venue's execution ID.

Means: the venue's, or derived deterministically (requirement 33); a fact repeated with it is applied once
Does not mean: the book's ID
Empty: never empty on a venue's fact
Filled: as-reported, by connectivity

`kind`¶

enum ExecutionKind · since v22 · preview

Says how it came about.

Means: one of the kinds
Does not mean: its source
Empty: never unspecified
Filled: as-reported, by connectivity

Value	Means
`EXECUTION_KIND_UNSPECIFIED`	not said
`EXECUTION_KIND_VENUE_REPORTED`	reported by the venue
`EXECUTION_KIND_MANUAL`	entered by the ems or the oms, for a person
`EXECUTION_KIND_FROM_INVENTORY`	from the firm's inventory; joins with its two-account act
`EXECUTION_KIND_DONE_AWAY`	done away from the firm's venues, entered for a person
`EXECUTION_KIND_FROM_CHILD_ORDERS`	from child orders; joins with its link
`EXECUTION_KIND_INTERNAL_CROSS`	an internal cross; joins with its two-account act (Q23)
`EXECUTION_KIND_INFERRED`	from a status report where the venue sends no fill, its ID derived deterministically

`source`¶

enum ExecutionSource · since v22 · preview

Says which report it came from.

Means: primary or drop copy
Does not mean: its kind
Empty: unspecified where not said
Filled: as-reported, by connectivity

Value	Means
`EXECUTION_SOURCE_UNSPECIFIED`	not said
`EXECUTION_SOURCE_PRIMARY`	the venue's primary report
`EXECUTION_SOURCE_DROP_COPY`	a drop copy, deduplicated against the primary on the venue's identifiers

`quantity`¶

Decimal · since v22 · preview

Says how much was executed.

Means: at its instrument's scale
Does not mean: a cumulative quantity
Empty: never unset
Filled: as-reported, by connectivity
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: ReportExecution from v22

`price`¶

Money · since v22 · preview

Says the price executed at.

Means: per unit, a Money naming its cash instrument
Does not mean: a limit
Empty: never unset
Filled: as-reported, by connectivity
Required on: ReportExecution from v22

`trade_time_ns`¶

moment · since v22 · preview

Says when it executed.

Means: as the venue reports it
Does not mean: when the book recorded it
Empty: never 0 on a venue's fact
Filled: as-reported, by connectivity
Unit: nanoseconds since the epoch

`trade_date`¶

date · since v22 · preview

Says the trade date.

Means: ISO 8601, as reported or worked out through a pair's cut
Does not mean: the settlement date
Empty: never empty
Filled: as-reported, by connectivity

`finality`¶

message Finality · since v22 · preview

Says how final it is.

Means: a level and its time
Does not mean: settlement
Empty: never unset
Filled: as-reported, by connectivity

`settlement_date`¶

date · since v22 · preview

Carries the date the venue states.

Means: kept as stated; a fill with no settlement date, stated or computed, is refused INVALID_ARGUMENT naming settlement_date (Q39)
Does not mean: a date the book works out
Empty: empty where the venue states none and a computed date is carried
Filled: as-reported, by connectivity
Required on: ReportExecution from v22, unless the plugin carries computed_settlement_date with its basis

`computed_settlement_date`¶

date · since v22 · preview

Carries the date read's answer (W3.20).

Means: the computed date, beside a stated one
Does not mean: the venue's date
Empty: empty where the plugin did not ask the date read
Filled: derived, by connectivity

`settlement_date_basis`¶

message DateBasis · since v22 · preview

Says what the computed date was worked out on.

Means: the rule and each calendar, with their versions
Does not mean: the venue's basis
Empty: unset unless a computed date is carried
Filled: derived, by connectivity

`fees`¶

repeated message Fee · since v22 · preview

Carries the execution's fees.

Means: each with its kind and signed amount
Does not mean: a charge
Empty: empty where none
Filled: as-reported, by connectivity

`supersedes`¶

text · since v22 · preview

Names the execution busted or corrected.

Means: the last correction's EXE- ID
Does not mean: an edit
Empty: empty unless a bust or a correction
Filled: as-reported, by connectivity

`venue_id`¶

identifier venue · since v22 · preview

Names the place of execution.

Means: a VEN- ID
Does not mean: the plugin
Empty: empty where none is named
Filled: as-reported, by connectivity

`uti`¶

text · since v22 · preview

Carries the UTI.

Means: as carried
Does not mean: an ID the book mints
Empty: empty where not carried
Filled: as-reported, by connectivity

`prior_uti`¶

text · since v22 · preview

Carries the prior UTI.

Means: as carried
Does not mean: the UTI
Empty: empty where not carried
Filled: as-reported, by connectivity

`upi`¶

text · since v22 · preview

Carries the UPI.

Means: as carried
Does not mean: an instrument ID
Empty: empty where not carried
Filled: as-reported, by connectivity

`given_up_to`¶

text · since v22 · preview

Names the prime broker given up to.

Means: as carried
Does not mean: the counterparty
Empty: empty unless given up
Filled: as-reported, by connectivity

`trade_chain_reference`¶

text · since v22 · preview

Carries the trade chain's reference.

Means: as carried
Does not mean: the venue's execution ID
Empty: empty where not carried
Filled: as-reported, by connectivity

`settlement_counterparty`¶

text · since v22 · preview

Names the settlement counterparty.

Means: as carried
Does not mean: the trading counterparty
Empty: empty where not carried
Filled: as-reported, by connectivity

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the fact was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by connectivity

`effective_date`¶

date · since v22 · preview

Says when a correction takes effect.

Means: ISO 8601
Does not mean: when it was recorded
Empty: empty unless a correction
Filled: as-reported, by connectivity

`counterparty`¶

message Party · since v22 · preview

Names the counterparty.

Means: as delivered, with its contact
Does not mean: the venue
Empty: unset where not known
Filled: as-reported, by connectivity

`liquidity_indicator`¶

enum LiquidityIndicator · since v22 · preview

Says maker or taker.

Means: FIX's LastLiquidityInd
Does not mean: the side
Empty: unspecified where not stated
Filled: as-reported, by connectivity

Value	Means
`LIQUIDITY_INDICATOR_UNSPECIFIED`	not said
`LIQUIDITY_INDICATOR_MAKER`	added liquidity
`LIQUIDITY_INDICATOR_TAKER`	removed liquidity

`uti_generated_by`¶

text · since v22 · preview

Says who generated the UTI.

Means: as carried
Does not mean: who reports it
Empty: empty where not carried
Filled: as-reported, by connectivity

`instrument_id`¶

identifier instrument · since v23 · preview

Names what a fill on no placement traded (W11.11).

Means: the deployment's INS- ID, the connectivity plugin having resolved the venue's symbol at the edge (W3.1)
Does not mean: a venue's symbol
Empty: empty on a fill on a placement, which takes the placement's; never empty on one naming no placement
Filled: as-reported, by connectivity
Required on: ReportExecution from v23, unless the fill names a placement

`side`¶

enum Side · since v23 · preview

Says a fill on no placement's side (W11.11).

Means: as the venue marked it, kept on the execution; any sell matches an order's sell at an accept (W11.23)
Does not mean: a holding's side
Empty: unspecified on a fill on a placement; never on one naming no placement
Filled: as-reported, by connectivity
Required on: ReportExecution from v23, unless the fill names a placement

Value	Means
`SIDE_UNSPECIFIED`	not said: a fill on a placement takes the placement's
`SIDE_BUY`	a buy
`SIDE_SELL`	a sale
`SIDE_SELL_SHORT`	a short sale, as the venue marked it
`SIDE_SELL_SHORT_EXEMPT`	a short sale marked exempt, as the venue marked it

`venue_order_id`¶

text · since v23 · preview

Carries the venue's order ID the fill was of (FIX OrderID, 37).

Means: as the venue states it, kept on the execution, so the plugin can answer its venue (W11.23, W11.24)
Does not mean: the book's order ID, or the venue's execution ID
Empty: empty where the venue states none on a fill on a placement; never empty on one naming no placement
Filled: as-reported, by connectivity
Required on: ReportExecution from v23, unless the fill names a placement

`venue_client_order_id`¶

text · since v23 · preview

Carries the client order ID the venue sent on a fill on no placement (FIX ClOrdID, 11).

Means: as the venue sent it, which FIX requires back on BN and Q
Does not mean: a placement's ID, or the client order identifier the platform sends
Empty: empty where the venue sent none
Filled: as-reported, by connectivity

`ReportChargeRequest`¶

meridian.v1.ReportChargeRequest, a message.

`placement_id`¶

text · since v22 · preview

Names the placement the message is on.

Means: the placement's PLC- ID, as the book minted it (W11.8); one the book does not hold keeps the fact unplaced
Does not mean: the client order identifier the venue sees, which the plugin may derive from it; or the venue's order ID
Empty: never empty
Filled: as-reported, by connectivity

`fee`¶

message Fee · since v22 · preview

Carries the fee with no fill.

Means: its kind and signed amount in any asset
Does not mean: an execution's fee
Empty: never unset
Filled: as-reported, by connectivity

`trade_date`¶

date · since v22 · preview

Says the charge's trade date.

Means: ISO 8601
Does not mean: the settlement date
Empty: never empty
Filled: as-reported, by connectivity

`settlement_date`¶

date · since v22 · preview

Says when its cash settles.

Means: ISO 8601; the cash is pending to it
Does not mean: the trade date
Empty: never empty
Filled: as-reported, by connectivity

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the charge was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`ReportValueDateRollRequest`¶

meridian.v1.ReportValueDateRollRequest, a message.

`venue_account_code`¶

text · since v23 · preview

Carries the venue account code whose spot position rolled (W11.25).

Means: as the venue states it, from which the sidecar stamps the account, as on an execution
Does not mean: an account ID
Empty: never empty
Filled: as-reported, by connectivity
Required on: ReportValueDateRoll from v23

`account_id`¶

identifier account · since v23 · preview

Names the account whose pending lines roll.

Means: stamped by the sidecar from the ems's map (venue-account-map), as ReportExecutionRequest's is
Does not mean: anything a connectivity plugin chooses
Empty: empty, never refused, where the venue account code maps to no account: kept unplaced
Filled: stamped, by sidecar

`pair`¶

repeated identifier instrument · since v23 · preview

Names the currency pair whose spot position rolled.

Means: its two cash instruments' INS- IDs, in either order, as the date read's spot inputs name a pair; two of the same, or one whose record is not a cash instrument, is refused INVALID_ARGUMENT naming pair
Does not mean: ISO 4217 codes, or a pair record, which there is none of
Empty: never empty
Filled: as-reported, by connectivity
Bounds: 2 to 2 items; past it, refused
Required on: ReportValueDateRoll from v23

`from_value_date`¶

date · since v23 · preview

Says the value date the pending lines leave.

Means: the value date the position was pending to before the roll, as the book holds it from the fill or the last roll reported; on a catch-up roll, the value date a fill booked after the venue rolled its trade was recorded with (W11.25)
Does not mean: the trade date
Empty: never empty
Filled: as-reported, by connectivity
Required on: ReportValueDateRoll from v23

`to_value_date`¶

date · since v23 · preview

Says the value date the pending lines move to (W11.25).

Means: the date read's answer (W3.20): the pair's spot from the roll's moment, taken through the pair's cut, so the next value date, or on a catch-up roll the current one; never one the plugin works out
Does not mean: a date the venue states, or the settlement of a closed trade
Empty: never empty
Filled: derived, by connectivity
Required on: ReportValueDateRoll from v23

`value_date_basis`¶

message DateBasis · since v23 · preview

Says what the new value date was worked out on.

Means: the spot-date rule and each calendar, with their versions, as the date read answered them
Does not mean: the venue's basis
Empty: never unset
Filled: derived, by connectivity
Required on: ReportValueDateRoll from v23

`rolled_at_ns`¶

moment · since v23 · preview

Says when the venue rolled the position.

Means: the venue's daily roll, as it reports it: at its cut, 17:00 New York for spot FX; on a catch-up roll, the venue's latest roll
Does not mean: when the book recorded it
Empty: never 0
Filled: as-reported, by connectivity
Unit: nanoseconds since the epoch
Required on: ReportValueDateRoll from v23

`charge_ids`¶

repeated text · since v23 · preview

Links the roll to its financing (W11.12).

Means: the CHG- IDs of the financing charges (FEE_KIND_FINANCING) the venue made at this roll, each reported first and answered with its charge
Does not mean: a fee carried on the roll, which moves no cash itself
Empty: empty where the venue charged nothing at the roll, or the charge waits unplaced
Filled: as-reported, by connectivity

`raw_record`¶

message RawRecordRef · since v23 · preview

References the raw record the roll was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: never unset
Filled: as-reported, by connectivity
Required on: ReportValueDateRoll from v23

`idempotency_key`¶

text · since v23 · preview

Lets the report be retried after a lost reply and applied once.

Means: the plugin's own key for the report; a second with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier
Empty: empty is none: the fact is applied once by its message identifier alone
Filled: as-reported, by connectivity

`AcceptExecutionRequest`¶

meridian.v1.AcceptExecutionRequest, a message.

`execution_ids`¶

repeated text · since v23 · preview

Names the unmatched executions accepted (W11.23).

Means: their EXE- IDs, of one account, instrument, side, connectivity plugin and trade date: a liquidation can arrive in many prints; fills differing in any is refused REFUSAL_REASON_EXECUTIONS_DIFFER, and an ID named twice INVALID_ARGUMENT naming execution_ids[i], the second
Does not mean: the venue's execution IDs
Empty: never empty
Filled: as-reported, by ems
Bounds: 1 to 500 items; past it, refused

`order_id`¶

text · since v23 · preview

Names the existing order the executions are accepted to.

Means: its ORD- ID: released, working or filled, one the accepting ems may place against, never ended, and claimed by the accepting user or by no one (REFUSAL_REASON_CLAIMED); an accept whose quantity, added to what the order has filled already, is past its ordered quantity is refused REFUSAL_REASON_QUANTITY_EXCEEDS_ORDER
Does not mean: a venue's order ID
Empty: empty when new_order, the other arm of the oneof matched_order, is set
Filled: as-reported, by ems

`new_order`¶

message NewOrderFromExecutions · since v23 · preview

Asks for a new order made from the executions.

Means: the order the fills make: their account, instrument, side, trade date and venue order ID, ordered the accepted quantity, market and day by default, filled, never gated, ORDER_ORIGIN_ACCEPTED_EXECUTION (W11.23)
Does not mean: a proposal through the gate
Empty: unset when order_id, the other arm of the oneof matched_order, is set
Filled: as-reported, by ems

`note`¶

text · since v23 · preview

Says why the executions were accepted.

Means: the trader's note, kept on the accept's entry
Does not mean: the new order's note
Empty: empty is no note
Filled: as-reported, by ems

`NewOrderFromExecutions`¶

meridian.v1.NewOrderFromExecutions, a message.

`sleeve`¶

text · since v23 · preview

Names the sleeve the new order is in.

Means: the sleeve within the account, which the fills and the lines they move carry (requirement 59)
Does not mean: an account
Empty: empty for the account's unsleeved part
Filled: as-reported, by ems

`note`¶

text · since v23 · preview

Carries the new order's note.

Means: kept on the accept's journal entry, beside the order it made, which says it was entered after the trade, by whom and when; the order has no note of its own
Does not mean: the accept's note
Empty: empty is no note
Filled: as-reported, by ems

`DontKnowExecutionRequest`¶

meridian.v1.DontKnowExecutionRequest, a message.

`execution_ids`¶

repeated text · since v23 · preview

Names the unmatched executions answered DK (W11.24).

Means: their EXE- IDs
Does not mean: the venue's execution IDs
Empty: never empty
Filled: as-reported, by ems
Bounds: 1 to 500 items; past it, refused

`reason`¶

enum DkReason · since v23 · preview

Says why the ems does not know the executions.

Means: a reason from the closed list mirroring FIX's DKReason (127), kept as Execution.dk_reason
Does not mean: a venue's rejection reason
Empty: never unspecified
Filled: as-reported, by ems

Value	Means
`DK_REASON_UNSPECIFIED`	not said; refused
`DK_REASON_UNKNOWN_INSTRUMENT`	the desk does not know the instrument
`DK_REASON_WRONG_SIDE`	the side is not the desk's
`DK_REASON_QUANTITY_EXCEEDS_ORDER`	the quantity exceeds what the desk ordered
`DK_REASON_NO_MATCHING_ORDER`	the desk has no order it matches
`DK_REASON_PRICE_EXCEEDS_LIMIT`	the price is past the desk's limit
`DK_REASON_CALCULATION_DIFFERENCE`	the desk's calculation differs
`DK_REASON_OTHER`	another reason, which text says

`text`¶

text · since v23 · preview

Carries the DK's words.

Means: kept as Execution.dk_text, as FIX requires Text (58) when DKReason is Other
Does not mean: a note on the order
Empty: empty is no text; never empty with DK_REASON_OTHER, refused INVALID_ARGUMENT naming it
Filled: as-reported, by ems
Required on: DontKnowExecution from v23, unless the reason is other than DK_REASON_OTHER

`AcceptExecutionReply`¶

meridian.v1.AcceptExecutionReply, a message.

`executions`¶

repeated message Execution · since v23 · preview

Answers the executions accepted, as they now stand (W11.23).

Means: each whole, at EXECUTION_STATE_MATCHED, naming the order and the placement the accept linked it to
Does not mean: a delta
Empty: never empty
Filled: decided, by bor

`order`¶

message Order · since v23 · preview

Answers the order the executions were accepted to.

Means: the whole order after the entry commits: the existing order, or the new one at filled with ORDER_ORIGIN_ACCEPTED_EXECUTION
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`placement`¶

message Placement · since v23 · preview

Answers the placement the accept created at filled.

Means: the whole placement: the accepting ems's, the reporting connectivity plugin's, routed_at_ns 0, the platform never having routed it
Does not mean: a placement the ems sent
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v23 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`DontKnowExecutionReply`¶

meridian.v1.DontKnowExecutionReply, a message.

`executions`¶

repeated message Execution · since v23 · preview

Answers the executions answered DK, as they now stand (W11.24).

Means: each whole, at EXECUTION_STATE_DONT_KNOW, with its dk_reason and dk_text
Does not mean: a delta
Empty: never empty
Filled: decided, by bor

`journal`¶

message JournalRef · since v23 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`AcknowledgeFlagRequest`¶

meridian.v1.AcknowledgeFlagRequest, a message.

`order_id`¶

text · since v22 · preview

Names the order the command is on.

Means: the order's ORD- ID, as the book minted it (W11.13); the book resolves its account and refuses, changing nothing, a command whose account is outside the stamped write scope (PERMISSION_DENIED)
Does not mean: the venue's order ID, or anything the plugin minted
Empty: never empty
Filled: as-reported, by oms

`condition`¶

enum OrderCondition · since v22 · preview

Names the flag acknowledged.

Means: late fact only; does not tie out is never acknowledged (REFUSAL_REASON_ORDER_STATE)
Does not mean: a working condition
Empty: never unspecified
Filled: as-reported, by oms

Value	Means
`ORDER_CONDITION_UNSPECIFIED`	not said
`ORDER_CONDITION_CHANGE_REQUESTED`	a change request is outstanding (W11.3)
`ORDER_CONDITION_APPROVAL_REQUIRED`	compliance requires approval by its policy (W11.5)
`ORDER_CONDITION_AWAITING_CHECK`	the account waits for compliance, and a compliance plugin covering it has not answered on this version (W11.6)
`ORDER_CONDITION_CLAIMED`	claimed to work it, by an instance for a user (W11.7)
`ORDER_CONDITION_HELD`	held by the oms or the ems working it (W11.7)
`ORDER_CONDITION_PAUSED`	its working paused (W11.7): not the trading instruction's pause
`ORDER_CONDITION_OUTCOME_UNKNOWN`	a placement's outcome is not known (W11.10)
`ORDER_CONDITION_DOES_NOT_TIE_OUT`	its quantities do not tie out, an overfill or a restatement past its intent, until an alignment, a booking to an error account or a bust clears it; never acknowledged
`ORDER_CONDITION_LATE_FACT`	a fact arrived after the state it would have changed ended: recorded, flagged, acknowledged by a person (W11.14)

`reason`¶

text · since v22 · preview

Says why.

Means: the person's words
Does not mean: a code
Empty: empty where none is given
Filled: entered, by oms

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by oms

`SetTradingInstructionRequest`¶

meridian.v1.SetTradingInstructionRequest, a message.

`target`¶

message TradingInstructionTarget · since v22 · preview

Names what the instruction is on.

Means: within the setter's reach: a deployment admin's any target but a user group, a plugin admin's within their plugin; one outside it is refused; in v22 a user group is refused, INVALID_ARGUMENT naming target.user_group_id, until v27 resolves groups
Does not mean: who sets it
Empty: never unset
Filled: entered, by dashboard

`value`¶

enum TradingInstructionValue · since v22 · preview

Says the instruction.

Means: active, pause or stop
Does not mean: a book decision
Empty: never unspecified
Filled: entered, by dashboard

Value	Means
`TRADING_INSTRUCTION_VALUE_UNSPECIFIED`	not said
`TRADING_INSTRUCTION_VALUE_ACTIVE`	trading as usual
`TRADING_INSTRUCTION_VALUE_PAUSE`	no new orders
`TRADING_INSTRUCTION_VALUE_STOP`	no new orders, and working orders cancelled; a connectivity plugin cancels at its venue at once (W11.9)

`reason`¶

text · since v22 · preview

Records why.

Means: the setter's words
Does not mean: a code
Empty: empty is refused, REFUSAL_REASON_REASON_REQUIRED
Filled: entered, by dashboard

`setter_level`¶

enum SetterLevel · since v22 · preview

Says the level the instruction is set at.

Means: stamped by the dashboard from the setter's claims, never entered, so the book records the instruction at that level and lifts an entry only at the level that set it (W11.15)
Does not mean: a person
Empty: never unspecified
Filled: stamped, by dashboard

Value	Means
`SETTER_LEVEL_UNSPECIFIED`	not said
`SETTER_LEVEL_DEPLOYMENT_ADMIN`	set by a deployment admin
`SETTER_LEVEL_PLUGIN_ADMIN`	set by a plugin's admin, within their plugin

`TradingInstructionReply`¶

meridian.v1.TradingInstructionReply, a message.

`instruction`¶

message TradingInstruction · since v22 · preview

Answers the instruction as recorded.

Means: with its setter's level
Does not mean: the instructions in force
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`SetLocalRecordOrdersRequest`¶

meridian.v1.SetLocalRecordOrdersRequest, a message.

`allows_local_record_orders`¶

boolean · since v24 · preview

Sets whether an order may name a local record (W11.36).

Means: true, as by default: an order or an accept naming an instrument whose record is provisional is admitted and marked local; false: refused REFUSAL_REASON_LOCAL_RECORD_NOT_ALLOWED from then, orders already working continuing. Shown "Allow orders on local records"
Does not mean: a setting per account
Empty: false turns the escape hatch off
Filled: entered, by dashboard

`reason`¶

text · since v24 · preview

Records why.

Means: the deployment admin's words
Does not mean: a code
Empty: empty is refused, REFUSAL_REASON_REASON_REQUIRED
Filled: entered, by dashboard

`LocalRecordOrdersSetting`¶

meridian.v1.LocalRecordOrdersSetting, a message.

`allows_local_record_orders`¶

boolean · since v24 · preview

Says whether an order may name a local record (W11.36, W11.37).

Means: the deployment's setting in force, true by default and at the upgrade to v24
Does not mean: whether any order is on a local record
Empty: false: the escape hatch is off
Filled: decided, by bor

`open_order_count`¶

integer · since v24 · preview

Counts the live orders on local records across the deployment, for the home page (W11.37).

Means: orders not ended whose instrument's record is provisional, as of the answer; a count naming no account and no order
Does not mean: the local records held, which the instrument store counts
Empty: 0: no live order names a local record
Filled: derived, by bor
Unit: live orders

`RecordLocateRequest`¶

meridian.v1.RecordLocateRequest, a message.

`account_id`¶

identifier account · since v22 · preview

Names the account the locate is for.

Means: stamped by the sidecar from the ems's map (venue-account-map)
Does not mean: anything the connectivity plugin chooses
Empty: empty, never refused, where the venue account code maps to no account: kept unplaced
Filled: stamped, by sidecar

`venue_account_code`¶

text · since v22 · preview

Carries the venue account code the locate names.

Means: as the prime knows the account
Does not mean: an account ID
Empty: never empty
Filled: as-reported, by connectivity

`instrument_id`¶

identifier instrument · since v22 · preview

Names the instrument to borrow.

Means: the deployment's instrument ID
Does not mean: a venue's code
Empty: never empty on a new record
Filled: as-reported, by connectivity

`quantity_requested`¶

Decimal · since v22 · preview

Says how much is asked.

Means: the quantity requested of the prime
Does not mean: the quantity approved
Empty: unset on an answer arriving later on its record
Filled: as-reported, by connectivity
Unit: units of the instrument; for cash, the currency's major unit
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`answer`¶

message LocateAnswer · since v22 · preview

Carries the prime's answer.

Means: on the same record, as its own entry
Does not mean: a check
Empty: unset until the prime answers
Filled: as-reported, by connectivity

`locate_record_id`¶

text · since v22 · preview

Names the record an answer arriving later is on.

Means: its LOC- ID
Does not mean: the prime's locate ID
Empty: empty for a new record
Filled: as-reported, by connectivity

`raw_record`¶

message RawRecordRef · since v22 · preview

References the raw record the locate was converted from.

Means: the record in the connectivity plugin's own storage (decisions/028), by its instance and key; no venue text crosses the bus otherwise
Does not mean: the record itself, which never leaves the plugin's storage
Empty: unset on an act a person entered through the oms or the ems; never unset on a venue's fact
Filled: as-reported, by connectivity

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by connectivity

`RecordLocateUseRequest`¶

meridian.v1.RecordLocateUseRequest, a message.

`locate_record_id`¶

text · since v22 · preview

Names the locate used.

Means: its LOC- ID; on an expired locate, REFUSAL_REASON_ORDER_STATE
Does not mean: the prime's locate ID
Empty: never empty
Filled: as-reported, by compliance

`use`¶

message LocateUse · since v22 · preview

Carries the use.

Means: reserve, give back or consume, its own entry
Does not mean: when the locate is used up
Empty: never unset
Filled: as-reported, by compliance

`idempotency_key`¶

text · since v22 · preview

Lets a command be retried after a lost reply and applied once.

Means: the plugin's own key for the command, as FIX's ClOrdID; a second command with the same key and other content is refused REFUSAL_REASON_IDEMPOTENCY_CONFLICT
Does not mean: the envelope's message identifier, which the sidecar mints per message; nothing the book reads for meaning
Empty: empty is none: the command is applied once by its message identifier alone
Filled: as-reported, by compliance

`OrderReply`¶

meridian.v1.OrderReply, a message.

`order`¶

message Order · since v22 · preview

Answers the order as it now stands.

Means: the whole order, after the entry commits
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the act.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`change_request_id`¶

text · since v22 · preview

Names the change request opened.

Means: its CRQ- ID
Does not mean: the order
Empty: empty unless the command opened a change request
Filled: decided, by bor

`PlacementReply`¶

meridian.v1.PlacementReply, a message.

`placement`¶

message Placement · since v22 · preview

Answers the placement as it now stands.

Means: the whole placement, after the entry commits
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the act.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`change_request_id`¶

text · since v22 · preview

Names the change request opened.

Means: its CRQ- ID
Does not mean: the placement
Empty: empty unless the command opened a change request
Filled: decided, by bor

`FactReply`¶

meridian.v1.FactReply, a message.

`placement`¶

message Placement · since v22 · preview

Answers the placement changed.

Means: whole
Does not mean: a delta
Empty: unset unless the fact changed a placement
Filled: decided, by bor

`execution`¶

message Execution · since v22 · preview

Answers the execution recorded.

Means: whole
Does not mean: a delta
Empty: unset unless the fact recorded an execution
Filled: decided, by bor

`order`¶

message Order · since v22 · preview

Answers the order changed.

Means: whole
Does not mean: a delta
Empty: unset unless the fact changed an order
Filled: decided, by bor

`charge`¶

message Charge · since v22 · preview

Answers the charge recorded.

Means: whole
Does not mean: a delta
Empty: unset unless the fact recorded a charge
Filled: decided, by bor

`unplaced`¶

message UnplacedFact · since v22 · preview

Answers the unplaced fact kept.

Means: with its reason, never dropped
Does not mean: a refusal
Empty: unset unless the fact was kept unplaced
Filled: decided, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the fact.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`LocateReply`¶

meridian.v1.LocateReply, a message.

`locate`¶

message Locate · since v22 · preview

Answers the locate as it now stands.

Means: whole, after the entry commits
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the act.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`OrderUpdatedEvent`¶

meridian.v1.OrderUpdatedEvent, a message.

`order`¶

message Order · since v22 · preview

Delivers the order as it now stands.

Means: whole (W11.13)
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`changed`¶

repeated text · since v22 · preview

Says what changed on the order.

Means: each changed field by its name in the data dictionary; the record beside it is whole
Does not mean: a diff to apply: the record is the whole new state
Empty: empty on the record's first delivery
Filled: derived, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the change.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v22 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`PlacementUpdatedEvent`¶

meridian.v1.PlacementUpdatedEvent, a message.

`placement`¶

message Placement · since v22 · preview

Delivers the placement as it now stands.

Means: whole; to the connectivity plugin it names alone of its role
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`changed`¶

repeated text · since v22 · preview

Says what changed on the placement.

Means: each changed field by its name in the data dictionary; the record beside it is whole
Does not mean: a diff to apply: the record is the whole new state
Empty: empty on the record's first delivery
Filled: derived, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the change.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v22 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`ExecutionRecordedEvent`¶

meridian.v1.ExecutionRecordedEvent, a message.

`execution`¶

message Execution · since v22 · preview

Delivers the execution recorded.

Means: whole; W9's PositionChanged follows for each position it moved
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the execution.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v22 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`UnplacedFactRecordedEvent`¶

meridian.v1.UnplacedFactRecordedEvent, a message.

`unplaced`¶

message UnplacedFact · since v22 · preview

Delivers the unplaced fact kept.

Means: whole, to operations
Does not mean: a refusal
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the fact.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v22 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`TradingInstructionChangedEvent`¶

meridian.v1.TradingInstructionChangedEvent, a message.

`instruction`¶

message TradingInstruction · since v22 · preview

Delivers the instruction changed.

Means: whole, a group's with the persons it covers, to every subscriber without an account scope
Does not mean: a book decision
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v22 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`LocateUpdatedEvent`¶

meridian.v1.LocateUpdatedEvent, a message.

`locate`¶

message Locate · since v22 · preview

Delivers the locate as it now stands.

Means: whole
Does not mean: a delta
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v22 · preview

Says what the book recorded of the change.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v22 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v22 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`ListOrdersRequest`¶

meridian.v1.ListOrdersRequest, a message.

`account_id`¶

identifier account · since v22 · preview

Names the account read.

Means: an account in the reader's read scope; outside it, PERMISSION_DENIED
Does not mean: an external account or a venue account code
Empty: empty is every account in the reader's scope
Filled: as-reported, by reporting

`since`¶

message Watermark · since v22 · preview

Reads only what changed above a watermark.

Means: a sequence per partition; records whose last change is above it, as every record row's catch-up reads (W4.3)
Does not mean: a time
Empty: unset reads every record in scope as of now
Filled: as-reported, by reporting

`page_size`¶

integer · since v22 · preview

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by reporting
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v22 · preview

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by reporting

`execution_state`¶

enum ExecutionState · since v23 · preview

Filters the listing by an execution's state (W11.17).

Means: the executions in that state, so the ems's and operations' counts need not read every fill
Does not mean: an order's state
Empty: unspecified reads every record in scope
Filled: as-reported, by reporting

Value	Means
`EXECUTION_STATE_UNSPECIFIED`	no filter
`EXECUTION_STATE_UNMATCHED`	only the unmatched executions still waiting for an answer, and the orders behind none: one a later execution supersedes, and a bust, are left out, so a busted unmatched fill is not listed and a corrected one is listed as its correction (W11.17)
`EXECUTION_STATE_MATCHED`	only matched executions
`EXECUTION_STATE_DONT_KNOW`	only those answered DK

`ListOrdersReply`¶

meridian.v1.ListOrdersReply, a message.

`orders`¶

repeated message Order · since v22 · preview

Answers the orders.

Means: each whole, with its placements, executions and charges; a connectivity plugin's, those behind placements naming its instance
Does not mean: orders outside the reader's scope
Empty: empty where none is in scope
Filled: decided, by bor

`as_of`¶

message Watermark · since v22 · preview

Says where the read was answered.

Means: the head of each partition the read saw, at one snapshot; a plugin seeds by it and hears what follows
Does not mean: a business date
Empty: never unset
Filled: decided, by bor

`next_cursor`¶

text · since v22 · preview

Says where the next page starts.

Means: opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`placements`¶

repeated message Placement · since v22 · preview

Answers the placements, each as PlacementUpdated carries it.

Means: each whole; with since, those whose last change is above it, which a catch-up of PlacementUpdated reads; a connectivity plugin's, those naming its instance
Does not mean: placements outside the reader's scope
Empty: empty where none is in scope, or none changed above since
Filled: decided, by bor

`executions`¶

repeated message Execution · since v22 · preview

Answers the executions, each as ExecutionRecorded carries it.

Means: each whole, a superseded one with what superseded it; with since, those whose last change is above it, which a catch-up of ExecutionRecorded reads
Does not mean: executions outside the reader's scope
Empty: empty where none is in scope, or none changed above since
Filled: decided, by bor

`unplaced_facts`¶

repeated message UnplacedFact · since v22 · preview

Answers the unplaced facts, each as UnplacedFactRecorded carries it.

Means: those naming an account in the reader's scope; with since, those whose last change is above it, which a catch-up of UnplacedFactRecorded reads
Does not mean: a fact naming no account, which no plugin reads (W11.13)
Empty: empty where none is in scope, or none changed above since
Filled: decided, by bor

`OrderHistoryRequest`¶

meridian.v1.OrderHistoryRequest, a message.

`account_id`¶

identifier account · since v22 · preview

Names the order's account.

Means: an account in the reader's read scope
Does not mean: an external account or a venue account code
Empty: never empty
Filled: as-reported, by compliance

`order_id`¶

text · since v22 · preview

Names the order whose history is read.

Means: its ORD- ID
Does not mean: a venue's order ID
Empty: never empty
Filled: as-reported, by compliance

`page_size`¶

integer · since v22 · preview

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by compliance
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v22 · preview

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by compliance

`OrderHistoryReply`¶

meridian.v1.OrderHistoryReply, a message.

`entries`¶

repeated message EntryMeta · since v22 · preview

Answers the order's journal from its first entry.

Means: each entry with its actor, its times and the prepared change it was made from where one was; the history never changes
Does not mean: the order's state now
Empty: never empty for an order the book holds
Filled: decided, by bor

`next_cursor`¶

text · since v22 · preview

Says where the next page starts.

Means: opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`ListTradingInstructionsRequest`¶

meridian.v1.ListTradingInstructionsRequest, a message.

`since`¶

message Watermark · since v22 · preview

Reads only what changed above a watermark.

Means: a sequence per partition; each instruction whose last change is above it, one set back to active included, which a catch-up of TradingInstructionChanged reads (W4.3)
Does not mean: a time
Empty: unset reads those in force
Filled: as-reported, by oms

`page_size`¶

integer · since v22 · preview

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by oms
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v22 · preview

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by oms

`ListTradingInstructionsReply`¶

meridian.v1.ListTradingInstructionsReply, a message.

`instructions`¶

repeated message TradingInstruction · since v22 · preview

Answers the instructions in force.

Means: never a history; read on start, whatever the scope; with since, each changed above it
Does not mean: a book decision
Empty: empty where none is in force
Filled: decided, by bor

`control_sequence`¶

integer · since v22 · preview

Says where in the control partition they were read.

Means: the control partition's sequence; it always equals the control partition's head in the reply's as_of
Does not mean: a time
Empty: never 0 once an instruction was set
Filled: decided, by bor
Unit: numbers in the control partition

`as_of`¶

message Watermark · since v22 · preview

Says where the read was answered.

Means: the head of each partition the read saw, at one snapshot: the control partition's and each account partition holding a deployment admin's instruction on one account
Does not mean: a business date
Empty: never unset
Filled: decided, by bor

`next_cursor`¶

text · since v22 · preview

Says where the next page starts.

Means: opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`ListLocatesRequest`¶

meridian.v1.ListLocatesRequest, a message.

`account_id`¶

identifier account · since v22 · preview

Names the account read.

Means: an account in the reader's read scope
Does not mean: an external account or a venue account code
Empty: empty is every account in the reader's scope
Filled: as-reported, by compliance

`since`¶

message Watermark · since v22 · preview

Reads only what changed above a watermark.

Means: a sequence per partition; records whose last change is above it, as every record row's catch-up reads (W4.3)
Does not mean: a time
Empty: unset reads every locate in scope as of now
Filled: as-reported, by compliance

`page_size`¶

integer · since v22 · preview

Bounds a page.

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by compliance
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v22 · preview

Continues a read where its last page ended.

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by compliance

`ListLocatesReply`¶

meridian.v1.ListLocatesReply, a message.

`locates`¶

repeated message Locate · since v22 · preview

Answers the locates.

Means: each whole, with its uses
Does not mean: a prime's lists
Empty: empty where none is in scope
Filled: decided, by bor

`as_of`¶

message Watermark · since v22 · preview

Says where the read was answered.

Means: the head of each partition the read saw, at one snapshot
Does not mean: a business date
Empty: never unset
Filled: decided, by bor

`next_cursor`¶

text · since v22 · preview

Says where the next page starts.

Means: opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`BookOrderRequest`¶

meridian.v1.BookOrderRequest, a message.

`execution_ids`¶

repeated text · since v24 · preview

Names the executions to book (W11.27).

Means: an explicit list on one order sharing instrument, side, trade date and settlement date; an unmatched, DK'd, superseded or already-booked one refused REFUSAL_REASON_ORDER_STATE, naming it
Does not mean: the order's executions as a whole
Empty: never empty
Filled: as-reported, by oms
Bounds: 1 to 500 items; past it, refused

`allocations`¶

repeated message Allocation · since v24 · preview

Carries the booking's allocations (W11.27).

Means: one per account, the error account's included, tying out exactly or refused REFUSAL_REASON_BOOKING_UNBALANCED; an account neither instructed nor marked an error account refused REFUSAL_REASON_ACCOUNT_NOT_INSTRUCTED
Does not mean: the allocation instruction
Empty: never empty
Filled: as-reported, by oms

`hand_off`¶

boolean · since v24 · preview

Asks to hand off in the same act (W11.27; the order-path plan's v24 item 8).

Means: true: handed off in the same act where the check passes, and booked where it does not, as FIX's Ready-To-Book (AllocType, 626) in one step
Does not mean: closing a client's booking
Empty: false: booked, to be handed off by its own act
Filled: as-reported, by oms

`order_id`¶

text · since v24 · preview

Names the order whose executions are booked (W11.27).

Means: the order's ORD- ID, a block order included; its executions are named in execution_ids
Does not mean: a member order of a block, which each allocation names by its account
Empty: never empty
Filled: as-reported, by oms

`HandOffBookingRequest`¶

meridian.v1.HandOffBookingRequest, a message.

`booking_id`¶

text · since v24 · preview

Names the booking to hand off or close (W11.28).

Means: a booked or held booking; any other refused REFUSAL_REASON_ORDER_STATE
Does not mean: an order
Empty: never empty
Filled: as-reported, by oms

`close`¶

boolean · since v24 · preview

Closes a client's booking the firm does not settle, rather than handing it off (W11.28).

Means: true: the client's allocations close and any error-account allocation on it is handed off to the firm's operations in the same act
Does not mean: cancelling the booking
Empty: false: handed off to operations
Filled: as-reported, by oms

`CorrectBookingRequest`¶

meridian.v1.CorrectBookingRequest, a message.

`booking_id`¶

text · since v24 · preview

Names the booking to correct (W11.29).

Means: the booking, as FIX's RefAllocID (72) names the allocation it replaces
Does not mean: an order
Empty: never empty
Filled: as-reported, by oms

`allocations`¶

repeated message Allocation · since v24 · preview

Carries the full new allocation set (W11.29).

Means: the whole set, as FIX's allocation Replace carries it; the book computes the movement lines from the difference
Does not mean: the lines to move, which the book computes
Empty: empty on a cancel
Filled: as-reported, by operations

`effective_date`¶

date · since v24 · preview

Says when a replace takes effect (W11.29).

Means: as of that date, like v23's accept; empty on a cancel
Does not mean: when it was recorded, which the journal stamps
Empty: empty: the trade date
Filled: as-reported, by operations

`reason`¶

text · since v24 · preview

Says why the booking is corrected (W11.29).

Means: bounded text a person wrote, as FIX's AllocCancReplaceReason (796) records why; refused REFUSAL_REASON_REASON_REQUIRED without it
Does not mean: instructions to any agent that reads it
Empty: never empty
Filled: entered, by operations
Required on: CorrectBooking from v24

`kind`¶

enum BookingCorrectionKind · since v24 · preview

Says whether the correction cancels or replaces the booking (W11.29).

Means: cancel, the oms's, before the hand-off or closing; replace, operations', after it, with the full new allocation set; as FIX's AllocTransType (71)
Does not mean: a new booking
Empty: never unspecified
Filled: as-reported, by operations

Value	Means
`BOOKING_CORRECTION_KIND_UNSPECIFIED`	not said; refused
`BOOKING_CORRECTION_KIND_CANCEL`	cancel the booking before its hand-off or closing, so its executions may be booked again
`BOOKING_CORRECTION_KIND_REPLACE`	replace the booking's allocations after its hand-off or closing, a new version, its state kept

`GiveUpRecord`¶

meridian.v1.GiveUpRecord, a message.

`answer`¶

enum GiveUpAnswer · since v24 · preview

Says the prime's answer, as ReportGiveUp reported it.

Means: accepted or rejected, as FIX's AllocStatus (87)
Does not mean: a DK of an unmatched fill
Empty: never unspecified
Filled: as-reported, by connectivity

Value	Means
`GIVE_UP_ANSWER_UNSPECIFIED`	not said; never recorded
`GIVE_UP_ANSWER_ACCEPTED`	the prime accepted the trade given up to it
`GIVE_UP_ANSWER_REJECTED`	the prime rejected it; the trade stays with the executing side

`prime_reference`¶

text · since v24 · preview

Keeps the prime's own reference for its answer.

Means: as reported, FIX's SecondaryAllocID (793)
Does not mean: the book's identifiers
Empty: empty where the prime gave none
Filled: as-reported, by connectivity

`reason`¶

text · since v24 · preview

Keeps the prime's reason.

Means: as reported, bounded text
Does not mean: instructions to any agent that reads it
Empty: empty where the prime gave none
Filled: as-reported, by connectivity

`entry`¶

message EntryMeta · since v24 · preview

Says when the book recorded the answer, and who reported it.

Means: its entry in the account's partition
Does not mean: when the prime decided
Empty: never unset
Filled: decided, by bor

`RecordSleeveCrossRequest`¶

meridian.v1.RecordSleeveCrossRequest, a message.

`sleeve_cross`¶

message SleeveCross · since v24 · preview

Carries the cross to record (W11.33).

Means: the account, instrument, sleeves, quantity, price and source, the orders it stands in for, and why
Does not mean: an execution
Empty: never unset
Filled: as-reported, by oms

`SleeveCrossReply`¶

meridian.v1.SleeveCrossReply, a message.

`sleeve_cross`¶

message SleeveCross · since v24 · preview

Answers the cross as recorded.

Means: with its minted identifier
Does not mean: the orders it filled, which OrderUpdated carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v24 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`SetAllocationInstructionRequest`¶

meridian.v1.SetAllocationInstructionRequest, a message.

`order_id`¶

text · since v24 · preview

Names the order whose instruction changes (W11.26).

Means: its ORD- ID
Does not mean: a child order, which carries none
Empty: never empty
Filled: as-reported, by portfolio

`allocation_instruction`¶

message AllocationInstruction · since v24 · preview

Carries the amended instruction.

Means: the whole instruction; refused REFUSAL_REASON_ORDER_STATE where an account's amount falls below what its live bookings allocate
Does not mean: a booking
Empty: never unset
Filled: as-reported, by portfolio

`reason`¶

text · since v24 · preview

Says why the instruction changes.

Means: bounded text a person wrote, refused REFUSAL_REASON_REASON_REQUIRED without it
Does not mean: instructions to any agent that reads it
Empty: never empty
Filled: entered, by portfolio
Required on: SetAllocationInstruction from v24

`BookingReply`¶

meridian.v1.BookingReply, a message.

`booking`¶

message Booking · since v24 · preview

Answers the booking as it stands after the act.

Means: whole, with its state and allocations
Does not mean: the order
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v24 · preview

Says what the book recorded of the act.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v24 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`BookingUpdatedEvent`¶

meridian.v1.BookingUpdatedEvent, a message.

`booking`¶

message Booking · since v24 · preview

Delivers the booking whole (W11.30).

Means: its whole new state, safe to apply twice
Does not mean: the order, which OrderUpdated delivers
Empty: never unset
Filled: decided, by bor

`entry`¶

message EntryMeta · since v24 · preview

Says what the book recorded of the act.

Means: the entry's ID, kind, actor, times and the control partition's sequence in force (W9.8)
Does not mean: the record's state, which the record beside it carries
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v24 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v24 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`ListBookingsRequest`¶

meridian.v1.ListBookingsRequest, a message.

`account_id`¶

identifier account · since v24 · preview

Narrows the read to one account.

Means: an account in the reader's scope
Does not mean: a member account of a block, which each allocation names
Empty: empty reads every account in scope
Filled: as-reported, by operations

`state`¶

enum BookingState · since v24 · preview

Filters the read by state (W11.31).

Means: only bookings in that state, so held ones are counted without reading every order
Does not mean: an order's state
Empty: unspecified reads every state
Filled: as-reported, by operations

Value	Means
`BOOKING_STATE_UNSPECIFIED`	every state
`BOOKING_STATE_BOOKED`	booked
`BOOKING_STATE_HELD`	held
`BOOKING_STATE_HANDED_OFF`	handed off
`BOOKING_STATE_CLOSED`	closed
`BOOKING_STATE_CANCELLED`	cancelled

`since`¶

message Watermark · since v24 · preview

Reads only what changed above a watermark.

Means: a sequence per partition, as every record row's catch-up reads (W4.3)
Does not mean: a time
Empty: unset reads every record in scope as of now
Filled: as-reported, by operations

`page_size`¶

integer · since v24 · preview

Bounds a page (approved 2026-10-14).

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by oms
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v24 · preview

Continues a read where its last page ended (approved 2026-10-14).

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by oms

`ListBookingsReply`¶

meridian.v1.ListBookingsReply, a message.

`bookings`¶

repeated message Booking · since v24 · preview

Answers the bookings read.

Means: each whole
Does not mean: orders
Empty: empty when none
Filled: decided, by bor

`next_cursor`¶

text · since v24 · preview

Says where the next page starts (approved 2026-10-14).

Means: opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`as_of`¶

message Watermark · since v24 · preview

Says where the read was answered (approved 2026-10-14).

Means: the head of each account partition the read saw, at one snapshot, which the next catch-up reads since (W4.3)
Does not mean: a business date
Empty: never unset
Filled: decided, by bor

`ReportGiveUpRequest`¶

meridian.v1.ReportGiveUpRequest, a message.

`execution_id`¶

text · since v24 · preview

Names the execution given up.

Means: its EXE- ID; one the book does not hold keeps the fact unplaced
Does not mean: the venue's execution ID
Empty: never empty
Filled: as-reported, by connectivity

`allocation_id`¶

text · since v24 · preview

Names the allocation the answer is for, where one is booked.

Means: its allocation ID (FIX IndividualAllocID, 467)
Does not mean: the booking
Empty: empty where no allocation is booked
Filled: as-reported, by connectivity

`answer`¶

enum GiveUpAnswer · since v24 · preview

Says the prime broker's answer (W11.32).

Means: accepted or rejected, as FIX's AllocStatus (87) answers an allocation; a rejection moves no position
Does not mean: a DK of an unmatched fill
Empty: never unspecified
Filled: as-reported, by connectivity

Value	Means
`GIVE_UP_ANSWER_UNSPECIFIED`	not said; refused
`GIVE_UP_ANSWER_ACCEPTED`	the prime accepted the trade given up to it
`GIVE_UP_ANSWER_REJECTED`	the prime rejected it; the trade stays with the executing side

`prime_reference`¶

text · since v24 · preview

Carries the prime broker's own reference for its answer.

Means: as the prime states it, as FIX's SecondaryAllocID (793) carries a counterparty's reference
Does not mean: the book's identifiers
Empty: empty where the prime gives none
Filled: as-reported, by connectivity

`reason`¶

text · since v24 · preview

Carries the prime's reason.

Means: as the prime states it, bounded text
Does not mean: instructions to any agent that reads it
Empty: empty where the prime gives none
Filled: as-reported, by connectivity

`raw_record`¶

message RawRecordRef · since v24 · preview

References the raw record the answer was converted from (W11.32).

Means: the record in the reporting plugin's own storage (decisions/028), by its instance and key
Does not mean: the record itself, which never leaves the plugin's storage
Empty: never unset on a prime's answer
Filled: as-reported, by connectivity

`RaiseAlertRequest`¶

meridian.v1.RaiseAlertRequest, a message.

`account_id`¶

identifier account · since v24 · preview

Names the account the alert is raised in.

Means: an account in the plugin's write scope
Does not mean: who raised it
Empty: never empty
Filled: as-reported, by compliance

`reason`¶

text · since v24 · preview

Says why compliance raises the alert.

Means: bounded text, refused REFUSAL_REASON_REASON_REQUIRED without it
Does not mean: instructions to any agent that reads it
Empty: never empty
Filled: entered, by compliance
Required on: RaiseAlert from v24

`kind`¶

enum AlertKind · since v24 · preview

Says what raises the alert (W11.34).

Means: ALERT_KIND_COMPLIANCE from a compliance plugin; the book raises the other two itself
Does not mean: a severity
Empty: compliance's own: a compliance plugin raises ALERT_KIND_COMPLIANCE, the other kinds being the book's
Filled: as-reported, by compliance

Value	Means
`ALERT_KIND_UNSPECIFIED`	not said; refused
`ALERT_KIND_ERROR_ACCOUNT_BOOKING`	an allocation to an error account, raised by the book on each (step 5's Q30)
`ALERT_KIND_BOOKING_HELD`	a booking held, raised by the book and cleared by it at the hand-off or closing (step 5's Q27)
`ALERT_KIND_COMPLIANCE`	compliance's own, through RaiseAlert (step 5's Q11)

`subject`¶

message AlertSubject · since v24 · preview

Names what the alert is about (W11.34).

Means: one of an order, a booking, an allocation or a position
Does not mean: the account, which account_id names
Empty: never unset
Filled: as-reported, by compliance

`AcknowledgeAlertRequest`¶

meridian.v1.AcknowledgeAlertRequest, a message.

`alert_id`¶

text · since v24 · preview

Names the alert acknowledged.

Means: its alert ID
Does not mean: an order
Empty: never empty
Filled: as-reported, by compliance

`reason`¶

text · since v24 · preview

Says why the alert is acknowledged.

Means: bounded text a person wrote, a deviation kept with the user and time; refused REFUSAL_REASON_REASON_REQUIRED without it
Does not mean: instructions to any agent that reads it
Empty: never empty
Filled: entered, by compliance
Required on: AcknowledgeAlert from v24

`AlertReply`¶

meridian.v1.AlertReply, a message.

`alert`¶

message Alert · since v24 · preview

Answers the alert after the act.

Means: whole, with its state
Does not mean: a verdict
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v24 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`AlertChangedEvent`¶

meridian.v1.AlertChangedEvent, a message.

`alert`¶

message Alert · since v24 · preview

Delivers the alert whole (W11.35).

Means: its whole new state
Does not mean: a check on an order
Empty: never unset
Filled: decided, by bor

`journal`¶

message JournalRef · since v24 · preview

Says where the change sits in the account's journal.

Means: the partition and sequence the entry committed at; the answer is sent only after it commits (W11's invariants)
Does not mean: a time
Empty: never unset
Filled: decided, by bor

`cause`¶

message ChangeCause · since v24 · preview

Says what caused the change.

Means: the message that caused it, its instance and its identifiers, as every delivery's cause (W9.8)
Does not mean: who answered for it, which the entry's actor says
Empty: never unset
Filled: decided, by bor

`ListAlertsRequest`¶

meridian.v1.ListAlertsRequest, a message.

`account_id`¶

identifier account · since v24 · preview

Narrows the read to one account.

Means: an account in the reader's scope
Does not mean: who raised it
Empty: empty reads every account in scope
Filled: as-reported, by compliance

`state`¶

enum AlertState · since v24 · preview

Filters the read by state.

Means: only alerts in that state
Does not mean: whether one is overdue
Empty: unspecified reads every state
Filled: as-reported, by compliance

Value	Means
`ALERT_STATE_UNSPECIFIED`	every state
`ALERT_STATE_RAISED`	raised
`ALERT_STATE_ACKNOWLEDGED`	acknowledged
`ALERT_STATE_CLEARED`	cleared

`since`¶

message Watermark · since v24 · preview

Reads only what changed above a watermark.

Means: a sequence per partition, as every record row's catch-up reads (W4.3)
Does not mean: a time
Empty: unset reads every record in scope as of now
Filled: as-reported, by compliance

`page_size`¶

integer · since v24 · preview

Bounds a page (approved 2026-10-14).

Means: how many records a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by compliance
Unit: records
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v24 · preview

Continues a read where its last page ended (approved 2026-10-14).

Means: the next_cursor a page answered, as written
Does not mean: anything a plugin composes: one the book did not write is refused
Empty: empty is the first page
Filled: as-reported, by compliance

`kind`¶

enum AlertKind · since v24 · preview

Narrows the read to one kind of alert (W11.35) (approved 2026-10-14).

Means: the alerts of that kind
Does not mean: a severity
Empty: unspecified for every kind
Filled: as-reported, by compliance

Value	Means
`ALERT_KIND_UNSPECIFIED`	every kind
`ALERT_KIND_ERROR_ACCOUNT_BOOKING`	an allocation to an error account, raised by the book on each (step 5's Q30)
`ALERT_KIND_BOOKING_HELD`	a booking held, raised by the book and cleared by it at the hand-off or closing (step 5's Q27)
`ALERT_KIND_COMPLIANCE`	compliance's own, through RaiseAlert (step 5's Q11)

`ListAlertsReply`¶

meridian.v1.ListAlertsReply, a message.

`alerts`¶

repeated message Alert · since v24 · preview

Answers the alerts read.

Means: each whole
Does not mean: bookings
Empty: empty when none
Filled: decided, by bor

`next_cursor`¶

text · since v24 · preview

Says where the next page starts (approved 2026-10-14).

Means: opaque
Does not mean: a count or an offset
Empty: empty when nothing follows
Filled: decided, by bor

`as_of`¶

message Watermark · since v24 · preview

Says where the read was answered (approved 2026-10-14).

Means: the head of each account partition the read saw, at one snapshot, which the next catch-up reads since (W4.3)
Does not mean: a business date
Empty: never unset
Filled: decided, by bor

`AlertSubject`¶

meridian.v1.AlertSubject, a message.

`order_id`¶

text · since v24 · preview

Names the order.

Means: its ORD- ID
Does not mean: a booking
Empty: empty unless the alert is about an order
Filled: as-reported, by compliance

`booking_id`¶

text · since v24 · preview

Names the booking.

Means: its booking ID; a held booking's alert names it
Does not mean: an order
Empty: empty unless the alert is about a booking
Filled: decided, by bor

`allocation_id`¶

text · since v24 · preview

Names the allocation.

Means: its allocation ID; an error-account allocation's alert names it
Does not mean: the booking alone
Empty: empty unless the alert is about an allocation
Filled: decided, by bor

`position`¶

message PositionKey · since v24 · preview

Names the position.

Means: an instrument and a side in the account, as a break names one (W9.4)
Does not mean: a lot
Empty: unset unless the alert is about a position
Filled: as-reported, by compliance

Generated from boundaries/fields.json in meridian-schema at a6a0af7, contract v24.

The book of record¶

Records¶

BookPosition¶

account_id¶

instrument_id¶

side¶

trade_date_quantity¶

settled_quantity¶

not_stated_quantity¶

pending¶

lots¶

opened_from¶

effective_date¶

last_change¶

removed¶

encumbrances¶

free_quantity¶

free_basis¶

sleeve¶

Lot¶

lot_id¶

open_quantity¶

original_quantity¶

terms¶

opened_by¶

relieved_by¶

adjusted_by¶

sleeve¶

Break¶

break_id¶

account_id¶

position¶

figure¶

category¶

differences¶

book_watermark¶

street¶

first_seen_date¶

last_seen_date¶

state¶

candidate_causes¶

confirmed_cause¶

handling¶

resolution¶

recorded_by¶

last_change¶

AccountFigures¶

account_id¶

business_date¶

agreement¶

figures¶

position_values¶

source¶

last_change¶

AccountAttributes¶

account_id¶

base_currency_code¶

lot_relief_default¶

last_change¶

opening_balance¶

waits_for_compliance¶

error_account¶

allocation_account¶

Order¶

order_id¶

account_id¶

instrument_id¶

sleeve¶

side¶

locate_id¶

quantity¶

cash_quantity¶

order_type¶

limit_price¶

stop_price¶

dealt_currency¶

quote_currency¶

legs¶

allocation_instruction¶

time_in_force¶

`BookPosition`¶

`account_id`¶

`instrument_id`¶

`side`¶

`trade_date_quantity`¶

`settled_quantity`¶

`not_stated_quantity`¶

`pending`¶

`lots`¶

`opened_from`¶

`effective_date`¶

`last_change`¶

`removed`¶

`encumbrances`¶

`free_quantity`¶

`free_basis`¶

`sleeve`¶

`Lot`¶

`lot_id`¶

`open_quantity`¶

`original_quantity`¶

`terms`¶

`opened_by`¶

`relieved_by`¶

`adjusted_by`¶

`sleeve`¶

`Break`¶

`break_id`¶

`account_id`¶

`position`¶

`figure`¶

`category`¶

`differences`¶

`book_watermark`¶

`street`¶

`first_seen_date`¶

`last_seen_date`¶

`state`¶

`candidate_causes`¶

`confirmed_cause`¶

`handling`¶

`resolution`¶

`recorded_by`¶

`last_change`¶

`AccountFigures`¶

`account_id`¶

`business_date`¶

`agreement`¶

`figures`¶

`position_values`¶

`source`¶

`last_change`¶

`AccountAttributes`¶

`account_id`¶

`base_currency_code`¶

`lot_relief_default`¶

`last_change`¶

`opening_balance`¶

`waits_for_compliance`¶

`error_account`¶

`allocation_account`¶

`Order`¶

`order_id`¶

`account_id`¶

`instrument_id`¶

`sleeve`¶

`side`¶

`locate_id`¶

`quantity`¶

`cash_quantity`¶

`order_type`¶

`limit_price`¶

`stop_price`¶

`dealt_currency`¶

`quote_currency`¶

`legs`¶

`allocation_instruction`¶

`time_in_force`¶

`expire_date`¶

`expire_time_ns`¶