Lusid.Execution

Providing you have sufficient access control permissions, the Lusid.Execution provider enables you to write a Luminesce SQL query that retrieves executions stored in LUSID.

Note: By default, Lusid.Execution cannot retrieve properties for executions. To do this, you must first configure Lusid.Execution to 'inline' properties. See how to do this.

See also: Lusid.Execution.Writer

Basic usage

select * from Lusid.Execution where <filter-expression>

Query parameters

Lusid.Execution has parameters that enable you to filter or refine a query.

To list available parameters, their data types, default values, and an explanation for each, run the following query using a suitable tool:

select FieldName, DataType, ParamDefaultValue, Description from Sys.Field where TableName = 'Lusid.Execution' and FieldType = 'Parameter';

Data fields

By default, Lusid.Execution returns a table of data populated with particular fields (columns). You can return a subset of these fields.

To list fields available to return, their data types, whether fields are considered 'main', and an explanation for each, run the following query using a suitable tool:

select FieldName, DataType, IsMain, IsPrimaryKey, SampleValues, Description from Sys.Field where TableName = 'Lusid.Execution' and FieldType = 'Column';

Note: Fields marked 'main' are returned by queries that select a caret character, for example select ^ from Lusid.Execution.

Examples

Note: For more example Luminesce SQL queries, visit our Github repo.

Example 1: Retrieve first ten executions

select * from Lusid.Execution limit 10;

Example 2: Retrieve a particular execution

select * from Lusid.Execution where ExecutionScope = 'Finbourne-Examples' and ExecutionCode = 'EXECUTION-123';

Example 3: Retrieve the average fill price for a particular instrument

select AveragePrice, Quantity, CreatedDate from Lusid.Execution 
where LusidInstrumentId = 'LUID_ABCDEFGH' 
and CreatedDate between #2023-06-28# and #2023-07-28#; 

Example 4: Retrieve executions and other information for a particular instrument

select ^ from Lusid.Execution e
join Lusid.Instrument i
  on e.LusidInstrumentId = i.LusidInstrumentId;