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    Add EMSX locate properties to TerminalLinkOrderProperties (#9502)

    frostbyte_neo 发布于 2026-05-29 12:52:16 +00:00 | 92 次提交 在此版本后已推送到 master

    Add LocateBroker (string) and LocateId (string) so algorithms can attach
    Reg SHO locate information to short equity sales routed through Bloomberg
    EMSX. These map to the EMSX_LOCATE_BROKER and EMSX_LOCATE_ID fields on the
    EMSX order ticket (LocBrkr / LocId). The TerminalLink brokerage emits
    EMSX_LOCATE_REQ = "Y" automatically whenever either identifier is set on
    a short equity sale, so no separate "required" flag is exposed here.

    Without these properties the TerminalLink brokerage has no way to identify
    the lender on a short sale, and prime brokers reject the order.

    Co-authored-by: Claude Opus 4.7 (1M context) noreply@anthropic.com

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