Broker technology provider Your Bourse released version 26.11.1 of its reporting and risk-management suite on 2 November, adding a Volume Analytics report within General Reports and Turnover. The vendor documents two new endpoints for running a report and scheduling one using denormalised data in ClickHouse. This is a technical product change with direct implications for how retail FX and CFD brokers examine turnover.[1]
The published endpoint paths are POST /api/v1/report/volume-analytics and POST /api/v1/report/volume-analytics/schedule. The first is an on-demand reporting operation; the second is for scheduling. That distinction matters when integrating reporting into automated daily risk reviews. A schedule endpoint does not imply the creation of new trading orders or real-time risk intervention.[1]
Turnover reports are deceptively difficult to reconcile. One client trade can have associated coverage, hedging or partial fills across liquidity providers. Counting every hedge as a new client transaction overstates customer activity, while dropping partially hedged portions can understate broker exposures. Reporting systems need explicit definitions of whether a row represents client notional, broker-side market access, executed volume or an accounting value.[1]
Verified figures, scope and limitations
| Metric or provision | Evidence |
|---|---|
| Release version | 26.11.1 |
| Release date | 2 November 2026 |
| New report | Volume Analytics, General Reports → Turnover |
| On-demand API | POST /api/v1/report/volume-analytics |
| Scheduled API | POST /api/v1/report/volume-analytics/schedule |
| Storage reported | Denormalised ClickHouse data |
| Earlier August improvement | A-book versus B-book turnover distinction |
| Earlier October fix | Missing rows at final millisecond of interval |
Your Bourse's release history supplies a useful control context. An August update added A-book and B-book volume distinctions in the original Volume report, splitting partially hedged trades proportionally. An October change repaired a boundary condition where trades at the final millisecond of a reporting interval could be omitted. These historical fixes underline that data completeness and accounting definitions are as important as visual dashboard design.[1]
The new analytics relies on denormalised ClickHouse data. A denormalised model can make aggregated queries easier to serve, but it also creates responsibilities for refresh timing, consistent trade identifiers and replaying corrections. A broker evaluating the new endpoints should compare report totals with order and hedge blotters for a known date range before relying on automated summaries.[1]
The official notes do not publish a quantified speed benchmark or claim that every execution reconciliation issue has been eliminated. Nor do they specify that the two new URLs expose raw tick data to the public; they are reporting API paths in a broker-operated product. Client confidentiality and API permissions remain practical implementation concerns.[1]
The development is useful because it gives dealers another way to test the relationships among customer turnover, coverage activity and exposure. Its measurable value will depend on whether the published figures reconcile to the broker's canonical trade ledger, especially around timezone and reporting-period boundaries. A credible broker-side acceptance test should reconcile new ClickHouse-based totals against the canonical executed-client-trade ledger for the same exact UTC interval.[1]
Sources & further reading
- Reporting and Risk Management release notes, version 26.11.1 Your Bourse · 2 Nov 2026 · Accessed 5 Nov 2026