CSV Import Schema

For a broker export, upload the original fills, executions or supported trade-history report. Smart Import detects the layout and validates it. For a custom file, use the canonical column names below. Header order does not matter. Headers are normalized for case, spaces and punctuation; avoid duplicate financial headings.

1. Download the blank template and add one row for each actual fill. Include instrument, currency and stable execution/account IDs whenever available.
2. Choose the destination bucket in Smart Import. Check the timezone, date convention, number format and source account label.
3. Review executions, remaining quantities, fees, duplicates, currency, exclusions and position evidence. Resolve blocking issues and acknowledge the requested warnings.
4. Confirm the current preview. Previewing does not publish trades, but does save a pending import. The signed preview expires after 15 minutes; changing the file, settings or relevant history requires a fresh preview.

CSV, TSV and delimited TXT are supported, including comma, tab and semicolon delimiters, quoted commas/newlines, statement preambles, repeated headers, labeled sections and Excel sep= directives. Upload decoding handles UTF-8, UTF-16 LE/BE and Windows-1252 fallback. Invalid UTF-16 or binary/control bytes are rejected. XLS/XLSX, PDFs, images and encrypted archives are not supported.

ZIP uploads can contain eligible CSV/TSV/TXT files. Multiple files are treated as complementary evidence and each original document is retained. Limits: 25 MiB ZIP, 25 MiB eligible extracted bytes for archive safety, 20 complementary files, and 5 MiB decoded request content including bundle overhead. Each text file is also limited to 5 MiB.

Recognized source families: EarlySignal / Generic CSV, Schwab / thinkorswim, Fidelity, Webull, Interactive Brokers, Lightspeed, DAS Trader, TradeZero, Moomoo, Robinhood, tastytrade, TradeStation, E*TRADE, Alpaca, TopstepX, Tradier. CenterPoint execution exports use the DAS family. Support depends on the report fields and evidence, rather than the broker name alone.

Depending on configuration, an AI provider may propose a mapping for an unfamiliar layout. EarlySignal parses and validates the rows locally; the model does not supply financial truth. A column-selection recovery tool is available in Import. See the Privacy Policy for data-sharing details and the broker export guide for report instructions (sign-in required).

These six values must be available for each execution. Canonical side and type are position semantics; BUY/SELL belong to broker-specific or mapped layouts. On narrow screens, scroll tables sideways to read every column.

Optional does not mean unnecessary for reliable accounting. Contract identity, multiplier, currency or prior history may be required by your instrument and source.

Keep partial fills as separate rows. Several fills can share an order_id; each fill should retain its own execution_id. Repeated timestamps and identical prices are possible real fills and are not sufficient grounds for deduplication.

Multiple ENTRY and EXIT rows are supported, including a new scale-in after a partial exit. Running inventory is entries minus exits. A fully reconciled lifecycle stays OPEN while quantity remains and becomes CLOSED at zero. Total closing quantity may be less than total opening quantity; no artificial balancing row is needed.

An entry-only position is valid. Omit closing rows completely until real fills exist. Closing timestamp and average exit price remain empty, and there is no exit realization. Do not add a zero-quantity exit, a zero-price placeholder or a future date to mark an open position.

For a reconciled lifecycle, an exit cannot exceed the inventory available at that point or occur before its entry. If history is missing, supply earlier executions with matching source/account identity. Eligible unresolved executions may instead be preserved with uncertainty, or only the source retained; that does not establish missing basis or make their P&L authoritative.

Without trade_id, grouping separates account, currency, instrument/contract, multiplier and position direction, then splits at flat boundaries. Explicit IDs are scoped grouping hints and cannot override lifecycle checks. For a canonical reversal, use a real EXIT to flat and a separate opposite-side ENTRY for the remaining quantity, with separate lifecycle IDs and correctly allocated fees; supported broker mappings may split a reversal automatically.

Accounting uses chronological moving-average cost, linear valuation and net positions. Each exit realizes only its closed quantity. Entry fees are allocated proportionally as inventory closes; exit fees apply to that exit. Later entries do not change an earlier realization. FIFO/LIFO tax-lot accounting, hedged inventory and nonlinear/inverse payoffs are not supported accounting models. Different currencies remain separate; there is no implied FX conversion.

All examples below are synthetic stock trades with fictitious account/order/fill IDs. Each assumes zero inventory before its first entry and explicitly declares USER_CONFIRMED_FLAT. This assumption is specific to these examples; use UNKNOWN or the actual evidence for your own file. Replace every demo value and ID before using a template for real history. Import examples only into a separate demo bucket.

trade_id,symbol,instrument,side,type,executed_at,price,quantity,fees,currency,broker_account_id,execution_id,order_id,opening_position_status
DEMO-SCALE,AAPL,STOCK,LONG,ENTRY,2026-10-01T09:30:00-04:00,100,60,0.30,USD,DEMO-ACCOUNT,DEMO-S1,DEMO-ORDER-1,USER_CONFIRMED_FLAT
DEMO-SCALE,AAPL,STOCK,LONG,ENTRY,2026-10-01T09:30:01-04:00,100,40,0.20,USD,DEMO-ACCOUNT,DEMO-S2,DEMO-ORDER-1,USER_CONFIRMED_FLAT
DEMO-SCALE,AAPL,STOCK,LONG,EXIT,2026-10-01T09:35:00-04:00,102,40,0.20,USD,DEMO-ACCOUNT,DEMO-S3,DEMO-ORDER-2,USER_CONFIRMED_FLAT
DEMO-SCALE,AAPL,STOCK,LONG,ENTRY,2026-10-01T09:40:00-04:00,101.80,90,0.45,USD,DEMO-ACCOUNT,DEMO-S4,DEMO-ORDER-3,USER_CONFIRMED_FLAT
DEMO-SCALE,AAPL,STOCK,LONG,EXIT,2026-10-01T09:45:00-04:00,102.08,100,0.50,USD,DEMO-ACCOUNT,DEMO-S5,DEMO-ORDER-4,USER_CONFIRMED_FLAT
DEMO-SCALE,AAPL,STOCK,LONG,EXIT,2026-10-01T09:50:00-04:00,101,50,0.25,USD,DEMO-ACCOUNT,DEMO-S6,DEMO-ORDER-5,USER_CONFIRMED_FLAT

trade_id,symbol,instrument,side,type,executed_at,price,quantity,fees,currency,broker_account_id,execution_id,order_id,opening_position_status
DEMO-PARTIAL,MSFT,STOCK,LONG,ENTRY,2026-10-01T10:00:00-04:00,400,60,0.30,USD,DEMO-ACCOUNT,DEMO-P1,DEMO-ORDER-6,USER_CONFIRMED_FLAT
DEMO-PARTIAL,MSFT,STOCK,LONG,ENTRY,2026-10-01T10:01:00-04:00,400,40,0.20,USD,DEMO-ACCOUNT,DEMO-P2,DEMO-ORDER-7,USER_CONFIRMED_FLAT
DEMO-PARTIAL,MSFT,STOCK,LONG,EXIT,2026-10-01T10:05:00-04:00,402,35,0.175,USD,DEMO-ACCOUNT,DEMO-P3,DEMO-ORDER-8,USER_CONFIRMED_FLAT

trade_id,symbol,instrument,side,type,executed_at,price,quantity,fees,currency,broker_account_id,execution_id,order_id,opening_position_status
DEMO-OPEN,NVDA,STOCK,LONG,ENTRY,2026-10-01T11:00:00-04:00,120,10,0.10,USD,DEMO-ACCOUNT,DEMO-O1,DEMO-ORDER-9,USER_CONFIRMED_FLAT
DEMO-OPEN,NVDA,STOCK,LONG,ENTRY,2026-10-01T11:01:00-04:00,121,2.5,0.025,USD,DEMO-ACCOUNT,DEMO-O2,DEMO-ORDER-10,USER_CONFIRMED_FLAT

trade_id,symbol,instrument,side,type,executed_at,price,quantity,fees,currency,broker_account_id,execution_id,order_id,opening_position_status
DEMO-SHORT,AMD,STOCK,SHORT,ENTRY,2026-10-01T12:00:00-04:00,150,10,0.10,USD,DEMO-ACCOUNT,DEMO-H1,DEMO-ORDER-11,USER_CONFIRMED_FLAT
DEMO-SHORT,AMD,STOCK,SHORT,EXIT,2026-10-01T12:10:00-04:00,148,10,0.10,USD,DEMO-ACCOUNT,DEMO-H2,DEMO-ORDER-12,USER_CONFIRMED_FLAT

In the scaling example, the first 40-share exit realizes 80 USD gross. After the next entry, 150 shares have an average basis of 101.08. The remaining exits realize 100 and −4 USD gross, respectively. Total 176 gross minus 1.90 fees = 174.10 USD net.

Blank canonical template includes the six required columns plus instrument, multiplier, currency, fees, grouping and source identity. A header-only file is a starting template, not an importable trade.

Prefer the canonical headings above for new files. Common aliases include ticker for symbol, direction for side, action for type, qty for quantity, account_id/account_number for broker_account_id and currency_code for currency. In the canonical parser, action still means ENTRY/EXIT. Broker-specific synonyms and mapped roles depend on the observed report; there is no universal list of arbitrary broker headers.

Fee aliases include commission_and_fees, commission_fees, commissions_and_fees, commissions_fees, total_fees and commission. The canonical parser selects a total rather than summing arbitrary columns; the signed fees column is the recommended form. Broker adapters use validated charge/rebate and component meanings. Overlapping totals/components or ambiguous linked fees cannot be guessed.

Broker mapping roles (format-dependent)

The following are mapping roles, not extra required canonical headers. A supported adapter or validated mapping must establish their source meaning. Different brokers use different names and codes; opaque codes require documented declarations and validation.

A balanced buy/sell excerpt alone does not prove that its opening inventory was zero. A source account label can establish consistent user-scoped lineage across files, but does not prove a position boundary or broker account ownership. Use the same label only for exports from the same actual account.

UNKNOWN is the default opening status. When chronological fills permit it, EarlySignal can show a provisional flat-start reconstruction; missing basis or unreliable ordering can make calculations unavailable. Do not interpret a provisional figure as a verified historical result. The preview discloses which records are excluded or uncertain. Flat-start controls are optional and should be used only with actual knowledge of the starting inventory.

Complementary coverage and position CSVs can establish a boundary when complete and consistent with executions. These are evidence tables, not substitute fills. The importer requires exact ISO timestamps with seconds and Z/offset for these tables.

Assignment, exercise, expiration, cash settlement, splits, reorganizations, spin-offs and security transfers require inventory transformations the execution importer cannot safely invent. They may block financial publication; retaining source documents does not implement those events.

EarlySignal CSV exports contain additional market-data and enrichment fields listed below. The current canonical importer does not restore them into float overrides, market-data approvals, provider observations, snapshot identities or enrichment job statuses. They can remain in an export for reference, but are not writable import fields. Market data is obtained through the normal enrichment workflow.

Other unrecognized columns may be preserved as source cells but do not automatically become tags, reviews, attachments or application fields. CSV is an execution interchange format, not a full account restore.

• Use plain decimal numbers and a dot separator in custom CSVs. Numeric values must be finite, exactly representable through the importer’s numeric path and have no more than 12 decimal places. Execution price/fee magnitudes and quantity/multiplier cannot exceed 1,000,000,000. A larger database decimal capacity does not increase import limits.
• Grouping separators, scientific notation, currency-qualified numbers and decimal-comma reports are supported when unambiguous. Choose the number convention when prompted. Percent values, malformed grouping and conflicting units fail validation. Quote a comma-containing value inside a comma CSV.
• Use ISO dates. Other supported conventions include US month/day, European day/month and compact YYYYMMDD; ambiguous dates require a selected convention. Excel serials require an explicit 1900 or 1904 system. Impossible dates and ambiguous/nonexistent daylight-saving local times require correction or an explicit offset.
• Date-only imports preserve the calendar date using a local-noon carrier; noon is not an observed fill time. Timing, session and holding-duration analytics are limited. Sub-millisecond source timestamps and observed execution sequence are retained for ordering; database DateTime alone does not preserve all source precision.
• Use standard CSV quoting: wrap comma/newline-containing cells in double quotes and double any internal quote. Keep text and IDs as text when editing in spreadsheets. Downloaded examples contain no formulas, credentials or real account records.

Operational ceilings: 20,000 physical records and 512 columns per parsed document; 10,000 selected source execution records, 5,000 reconciled trades and 2,500 executions per trade. History loading is bounded to 25,000 executions, with at most 250 existing trade rewrites and 500 calculation-only refreshes per import. Account ceilings are 50,000 trades and 500,000 executions; plan entitlements can impose further limits. Split large histories into source-consistent date ranges and retain stable IDs.

A bad financial row may quarantine its affected symbol ledger, so valid-looking neighboring rows can also be excluded. Review the complete skipped/excluded list. A source-only save retains evidence without publishing executions. Blocking risks remain blocking; acknowledging a warning does not repair a contradiction.

An import runs as synchronous preview and confirmation requests. Confirmation rechecks the signed plan against current history, then publishes within a serializable database transaction (60-second transaction budget). Trade aggregates, execution records, realization projections and source evidence commit together; a failure rolls the transaction back. Subsequent enrichment is handled separately.

Database tenant relationships, stable source identity indexes, immutable evidence guards and execution/lifecycle constraints complement application validation. Rollback is guarded and may be unavailable after later edits or related journal data; it is not a general undo for arbitrary history. No schema migration or importer behavior change is required to use this reference.