Added

New "reason" field on Broker trade events

Broker API

Adds the top-level reason string field to the TradeUpdateEventV2 schema on the trade events stream.

  • reason is a top-level property on the trade event (not on the nested order) and is present only on canceled, order_cancel_rejected, order_replace_rejected, and trade_bust events.
  • Documents the known values: CORPORATE_ACTION (on canceled), TOO_LATE_TO_CANCEL (on order_cancel_rejected and order_replace_rejected), and TRADE_BUST (on trade_bust).
  • Because free-form values may also appear, reason is typed as a string rather than an enum, so client parsers should tolerate unknown values.
  • Expands the canceled event description in TradeUpdateEventType to note that Alpaca-initiated corporate-action cancels populate reason with CORPORATE_ACTION.

Affected Endpoints

  • GET /v2/events/trades