diff --git a/iron_condor.py b/iron_condor.py
index 7fea067..89f82e3 100644
--- a/iron_condor.py
+++ b/iron_condor.py
@@ -1,7 +1,9 @@
 import logging
 import nest_asyncio
+import pandas as pd
 import traceback
 
+from database.trades import upsert
 from dataclasses import replace
 from datetime import datetime
 from dotenv import load_dotenv
@@ -9,6 +11,7 @@ from ibkr import Client, OptionLeg
 from ibkr.option_type import CALL, PUT
 from ibkr.order_action import BUY, SELL
 from os import getenv
+from pytz import timezone
 
 load_dotenv()
 
@@ -141,6 +144,10 @@ def _enter_iron_condor():
     logging.info(f'Short Call Strike: {short_call_strike}')
     logging.info(f'Long Call Strike: {long_call_strike}')
 
+    trade_records = []
+    call_spread_details = {}
+    put_spread_details = {}
+
     short_call_leg = OptionLeg(symbol, expiration, short_call_strike, CALL, SELL, sub_symbol)
     long_call_leg = OptionLeg(symbol, expiration, long_call_strike, CALL, BUY, sub_symbol)
 
@@ -153,6 +160,14 @@ def _enter_iron_condor():
         logging.info(f'Call Spread Fill Price: {fill_price}')
         monitor_spread_price(short_call_leg, long_call_leg, fill_price * 2, ibkr_client)
 
+        call_spread_details = {
+            'Legs': [
+                {'Action': 'SELL', 'Strike': short_call_strike, 'Type': 'CALL'},
+                {'Action': 'BUY', 'Strike': long_call_strike, 'Type': 'CALL'}
+            ],
+            'Open': fill_price
+        }
+
     short_put_leg = OptionLeg(symbol, expiration, short_put_strike, PUT, SELL, sub_symbol)
     long_put_leg = OptionLeg(symbol, expiration, long_put_strike, PUT, BUY, sub_symbol)
 
@@ -164,6 +179,26 @@ def _enter_iron_condor():
         fill_price = abs(put_spread_order.orderStatus.avgFillPrice)
         logging.info(f'Put Spread Fill Price: {fill_price}')
         monitor_spread_price(short_put_leg, long_put_leg, fill_price * 2, ibkr_client)
-    
+
+        put_spread_details = {
+            'Legs': [
+                {'Action': 'SELL', 'Strike': short_put_strike, 'Type': 'PUT'},
+                {'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'}
+            ],
+            'Open': fill_price
+        }
+
+    now = datetime.now().astimezone(timezone('US/Eastern'))
+    trade_records.append({
+        'Date': now.date(),
+        'Symbol': symbol,
+        'Strategy': f'{int(target_delta * 100)} Delta Iron Condor @ {now.strftime("%H:%M:00")}',
+        'Entry Time': now,
+        'Exit Time': None,
+        'Spreads': [call_spread_details, put_spread_details],
+        'Profit': None
+    })
+    upsert(pd.DataFrame(trade_records))
+
     # TODO: Add a shutdown hook.
     ibkr_client.run_event_loop()
\ No newline at end of file
diff --git a/requirements.txt b/requirements.txt
index 5a58056..dcd219d 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,3 +1,4 @@
 ibkr
 python-dotenv
+pytz
 tastytrade
\ No newline at end of file