Alexandre Catarino 96a670a90b
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Add EMSX locate properties to TerminalLinkOrderProperties ( #9502 ) ...
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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Alexandre Catarino
96a670a90b