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Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 50bff8ea..45e27ea3 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1239,6 +1239,8 @@ class TRSDeal( def to_citco(self): obj = self.serialize("citco") + obj["ExecutionBroker"] = _citco_cp_isda[obj["ExecutionBroker"]] + obj["ClearingAgent"] = obj["ExecutionBroker"] obj["FillID"] = obj["ClientOrderID"] obj["SecurityType"] = "TRS" obj["Trader"] = "DFLT" |