| Name | Type | Description | Notes |
|---|---|---|---|
| timestamp | datetime | ||
| symbol | str | ||
| side | str | [optional] | |
| size | float | [optional] | |
| price | float | [optional] | |
| tick_direction | str | [optional] | |
| trd_match_id | str | [optional] | |
| gross_value | float | [optional] | |
| home_notional | float | [optional] | |
| foreign_notional | float | [optional] |