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Table of Products

Overview

All additional lines in the product table file contain product information. Each line contains five fields separated from one another by a semi-colon (;).

Product Information

Product Information Fields
FieldDescription

Product Name

This value is the product name that the exchange recognizes. By default, this is also the product name that appears in X_TRADER®.

Attributes

Each product has ten different attributes separated from one another by a space. For information on these attributes, refer to the following section called Product Attributes.

Tick Table Name

This value is the name of the tick table to which the product is mapped. The tick table determines the product's ticking behavior. For further information, refer to Tick Tables.

Certain TT Gateways set the Tick Table Name for certain products to None. When set to None, products have the same ticking behavior for all price levels.

Alias

This value is the customer-defined name of the product used across your TT Trading System. This entry is optional.

You can set X_TRADER® via the General tab in the Properties dialog box to display a product's Alias instead of its Product Name. The option is called Alias Name in the Product Names section. If selected, you must also uncheck the Use exchange contract names (e.g., ESZ3) setting

Description

This field is the comment section for the product. You can include any text that you want. The content is only visible from the Product Tables window. You must use a semi-colon (;) at the end of any text you add to the Description section.

Product Attributes

Each product has ten attributes. To determine whether the exchange or TT Gateway supplies the value of an attribute, as well as whether or not you can customize attribute values, refer to the specific System Administration Manual. These attributes are listed below in the same order they appear in the product line:

Product Attributes
AttributeDescription

Product Type

Defines the product type via an integer. For a list of available integers (codes) and their associated product types, refer to Product Types.

Margin Value

Sets the margin value of the product. When writing this value to the product table, Guardian multiplies the number you enter by 100 to account for decimals and internal application uses.

For example: If you enter 10, Guardian writes 1000 to the product table file (10 x 100 = 1000). The reverse is also true, if you manually enter 10 into the product table file, Guardian displays and uses .1 as the Margin value (.1 x 100 = 10).

Point Value

Defines the point value that Guardian uses when determining profit and loss. Guardian automatically shifts the decimal point to the right a number of digits equal to the value of the Decimals attribute.

For example: If the Decimals attribute is 2, and the Point Value attribute is 8.57, Guardian uses 857 as the true point value.

Decimals

Sets the decimal shift for Point Value. Guardian shifts the decimal point of the Point Value to the right equal to the number of the Decimals attribute. For an example, refer to the Point Value attribute.

Round Lot Quantity

Guardian uses this value to determine the default quantity for the up and down quantity arrows in X_TRADER.

For example: If Round Lot Quantity is set to 5, each time a trader clicks the quantity up arrow, the total order quantity increases by a 5 lot.

Warning

For the TT Xetra Gateway, consult TT personnel before changing the Round Lot Quantity. During the trading phases on Xetra, only order quantities that are a multiplier of the default Round Lot Quantity can trade. Orders whose quantities are not a multiplier of the Round Lot Quantity are postponed until the auction period.

Price Format

Sets the format of how prices are displayed. Do not change this value.

Price Display Type

Determines how X_TRADER® displays its prices. For further information and a list of available formats, refer to Price Display Codes.

Numerator

Sets the value of the numerator used in the base tick calculation.

Denominator

Sets the value of the denominator used in the base tick calculation.

Note

Guardian determines a product's base tick by dividing the Numerator attribute by the Denominator attribute. If the Denominator attribute is set to 0, Guardian does not supply a base tick to the TT client application. Instead, the client receives its ticking information from the Price Server.

Example of setting the base tick: If you want to manually set a product to tick at 1/4, set the Denominator to 4 and the Numerator to 1.

Currency Code

Sets the currency in which the product trades. For a list of available currencies, refer to Currency Codes.

Product Types

The following table lists the available product codes and their associated types. In Guardian, only the product type is visible, while in the product table file, only the code is visible.

Product Types
CodeProduct TypeCodeProduct TypeCodeProduct Type

1

Future

11

Roll

215 Year Basis
2

Future Spread

12Swap Anchor2210 Year
3

Option

13Yield Curve2310 Year Swap
4

Option Strategy

14Bill2410 Year Basis
5

Stock

15

Under 2 Year

25

30 Year

6

Bond

16

2 Year

26

30 Year Swap

7

Swap

17

2 Year Swap

27

30 Year Callable

8

Warrant

18

2 Year Basis

28

30 Year Basis

9

Active

19

5 Year

29

30 Year OTR Swap

10

When Issue

20

5 Year Swap

Currency Codes

The following table lists the default currency types for use in the product table. You can add and remove currency codes in the Currency Table window in Guardian.

Currency Codes

ARS

BRL

ESP

HKD

KRW

SGD

ATS

CAD

EUR

INR

NLG

USD

AUD

CHF

FRF

ITL

PTE

XBA

BEF

DEM

GBP

JPY

RUR

XEU

Price Display Codes

Each code sets the price display to that of the associated description column.

Price Display Codes

Code

Description

Code

Description

0

Uses precision and decimals values (Normal)

29

One thousandths and 256ths at 1248 ticks per point

1

Thirty-seconds (32nds)

30

BrokerTec 1/64: 1.00, 1.00+, 1.01, 1.01+... 1.31, 1.31+, 2.00

2

Yield price (format 1)

31

BrokerTec 2/8: 1, 1.2, 1+, 1.6, 2

3

Yield price (format 2)

32

BrokerTec 2/8 of 1/32: 1.00, 1.002, 1.00+, 1.006, 1.01.....1.31, 1.312, 1.31+, 1.316, 2

4

Discount price

33

BrokerTec 1/8 of 1/32: 1.00, 1.001, 1.002, 1.003, 1.00+, 1.005, 1.006, 1.007, 1.01

5

Decimal price

34

Both 1/100 and 1/8 (104 ticks per point): 1.000, 1.010, 1.020...1.120, 1.125, 1.130

6

Basis price

35

Uses precision and decimals values, but with series instead of prod if there is no tick table (BrokerTec Normal)

7

Roll price

36

Points.FFQ FF=00..63 Q=1,+,3 (BrokerTec ¼ of 1/64)

8

Spread price

37

32nds.Q, Q=1,2,3,+,5,6,7 (BrokerTec 1/8 of 1/32)

9

512th price

38

Quarter thirty-seconds; ticks four at a time

10

Half-cents (last digit is either 0 or 5)

39

Quarter thirty-seconds; ticks two at a time

11

Fourths (last digit is either 0, 2, 4, or 6)

40

Price has 400 ticks per point, displays with 4 digits after decimal point, strings are 100-value

(BrokerTec Yield)

12

Modified fourths (last digit is either 0, 2, 5, or 7)

41

Half cents, but ticks two at a time

13

Eighths

42

Normal, ticks two at a time

14

Modified decimal fourths (last digit is either 0, 2, 5, or 7)

43

Normal, ticks five at a time

15

Thirty seconds (Differs from 1 in that it does not use + or decimal places)

44

Normal, ticks 100 at a time

16

Sixty-fourths (64ths)

45

Five one-thousandths, ticks two at a time

17

Half thirty-seconds

46

Five one-thousandths, ticks five at a time

18

Quarter thirty-seconds

47

Five one-thousandths, ticks ten at a time

19

Half sixty-fourths

48

Ten-hundredths of a cent; ticks two at a time

20

Fives (1/20 points)

49

Ten-hundredths of a cent; ticks five at a time

21

Half points

50

Ten-hundredths of a cent; ticks ten at a time

22

Five one-thousandths

51

Price is in hundredths, ticks ¼ of 100th at a time

23

One hundredths

52

Normal 100x - Normal type, but ticks 10 at a time

24

Tenths (dimes)

53

Normal 50x - Normal type, but ticks 50 at a time.

25

Ten-hundredths of a cent

54

Normal 500x - Normal type, but ticks 500 at a time.

26

No decimals

55

Normal 25x - Normal type, but ticks 25 at a time.

27

Modified 1/40 points (last digit is 0, 2, 5, or 7)

56

BrokerTec Inverted - Similar to BrokerTec Normal but prices are inverted.

28

N/A