Trades Analytics and Transaction Ledger

Firewire Analytics provides continuous tracking of all investment transactions across broker accounts. The Trades Activity widget and transaction ledger enable investors to review purchase and sale patterns, analyze rebalancing behavior, and assess impact on money-weighted returns.

1. Trades Activity Widget

The widget shows how your trades are distributed over time. Pick the period with the 7d, 30d, 90d, 1y and All buttons:

• Period summary: number of trades, total volume in rubles, and the buy/sell split.
• Bar chart: on the dashboard the period is split into 5 equal intervals and bar height reflects activity in each; clicking a bar opens the Trades section filtered to those dates. In the Trades section the widget draws daily bars, with buys in green and sells in red.
• Interactive Breakdown Tooltip: hovering over a bar reveals a popover with:
  • Interval dates, volume, and total number of trades;
  • Buys: instruments grouped by ticker with quantity, trade count, and amount;
  • Sells: the same list for sold instruments;
  • Compact Mode: instruments are sorted by amount; beyond 5 (4 in the Trades section) the rest collapse into a “+ N more” line.

2. Transaction Ledger and Filtering

Inside the Trades section, investors access an immutable chronological record of all operations:

3. Trade Markers & Volume Share on Price Charts

On detailed candlestick charts of instruments (bonds, equities, ETFs), execution points are mapped directly onto the timeline and candles:

• Interactive Trade Markers: purchases are highlighted with emerald B (Buy) markers below candles, and sales with coral S (Sell) markers above candles.
• “Share of volume:” Indicator: for every individual trade, the tooltip calculates the exact percentage of the trade volume relative to the day's total market turnover:
  • For bonds: trade monetary value in rubles is compared with candle trading volume in rubles (the broker-reported amount, or else price in % of par × par × quantity; accrued interest is not included);
  • For stocks & ETFs: trade quantity in shares is matched against total daily candle volume in shares;
  • Smart micro-share formatting: trades in highly liquid instruments use adaptive precision (e.g. ~0.0002% instead of a misleading zero, or <0.0001% for fractional shares);
  • Trade Aggregation Mode: grouping multiple executions on a candle calculates the total aggregated volume share of buys and sells.

4. Data Ingestion and Intelligent Deduplication

Firewire aggregates trades via multiple ingestion channels:

1. Real-Time WebSocket Streaming (BCS Trade API): exchange executions stream directly via a secure WSS connection without manual page refresh.
2. Scheduled API Synchronization: automated reconciliation with official broker gateways.
3. Broker Report Ingestion: BCS, T-Investments and Finam reports are uploaded with «Import report» in Settings (XLSX, XLS, CSV); other brokers' statements go through AI Copilot (PDF, Excel, CSV).
4. Duplicate Protection: trades already stored are skipped — by the broker's execution ID when available, otherwise by ticker + timestamp + side + quantity + price. Trades whose time or price differ between sources may not be recognized as repeats.

5. Impact on Financial Metrics and Yield Formulas

Every recorded execution automatically feeds into platform calculation engines:

• Average Cost Basis: purchases update open position cost basis using weighted average calculation.
• Cash Flow in XIRR: buy and sell transactions serve as capital inflows and outflows anchored to exact settlement dates.
• Realized PnL in PnL Decomposition: position closes crystallize capital gain/loss after net fee subtraction.
• AI Copilot Alerts: monitors recent turnover to warn against excessive asset concentration and emotional trading.

6. Frequently Asked Questions (FAQ)