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Reflector tracks positions in two (2) separate places:
In the first instance, Reflector tracks the position using the actual runtime and in the second instance in an execution database. The runtime version tracks open orders in addition to executed fills, but is heavily optimized for latency. This means every possible effort to reduce memory usage is employed. At the end of the trading day, the process does not know how much to roll over.
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Reflector begins by identifying the user account, before connecting to the fill database. Reflector will then identify the relevant schema for the user before running a query for the entire set of fills (belonging to the credentials of the user that are valid and have not expired) an example of what such results may look like is displayed in the table (1)below.
Table (1)
| exec_id | credential_id | seq_num | internal | validity | buy_ccy | sell_ccy | buy_amt | sell_amt | trade_date | settle_date | venue_name | comp_id | taker | client_id | expires_at_settlement |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 123 | 21 | 74119 | f | t | NZD | EUR | 60114.96 | 36000 | 20170124 | 20170130 | FIX_Venue | 76000/109331 | True | 6792 | True |
| 1234 | 21 | 74172 | f | t | NZD | EUR | 83491.5 | 50000 | 20170124 | 20170130 | FIX_Venue | 76000/109331 | True | 6792 | True |
| 12345 | 21 | 74284 | f | t | NZD | EUR | 417382.5 | 250000 | 20170124 | 20170130 | FIX_Venue | 76000/109331 | True | 6792 | True |
| 123456 | 21 | 74293 | f | t | NZD | EUR | 83476.5 | 50000 | 20170124 | 20170130 | FIX_Venue | 76000/109331 | True | 6792 | True |
| 1234567 | 21 | 74294 | f | t | NZD | EUR | 250428 | 150000 | 20170124 | 20170130 | FIX_Venue | 76000/109331 | True | 6792 | True |
| 12345678 | 21 | 74737 | f | t | NZD | EUR | 1017186.5 | 605000 | 20170124 | 20170130 | FIX_Venue | 76000/109331 | True | 6792 | True |
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