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X_RISK®

Audit Trail Column Descriptions

Columns can be hidden and shown on the screen while you view the Audit Trail. You can also set which columns are automatically visible every time you access the Audit Trail on the Audit Trail tab on the Properties menu.

 

ColumnDescriptions

Time

The time your workstation receives the message.

Order GW

The TT gateway sending the message.

An asterisk immediately before the gateway ID identifies the intended destination of a synthetic order currently working in the synthetic engine.

Example: *CME-A.

AliasDisplays an administrator-defined name for multiple Member-Group-Trader (MGT) connections for a single, logged-in Username. The alias name is defined in TT User Setup, and provides you with a way to differentiate between the multiple connections to the same TT Gateway.

When X_TRADER detects a duplicate session for a Username, the name or numerical value is displayed in the Alias column. The numerical value is auto-generated by TT User Setup. If no alias name is configured in TT User Setup, the numerical value is also displayed in parenthesis.

Broker

The broker ID that is associated with the order.

Click the box immediately below the Broker column to messages by broker.

Note: This column is only available when running X_TRADER in multi-broker mode.

Company

The company ID that is associated with the order.

Click the box immediately below the Company column to filter messages by broker company.

Note: This column is only available when running X_TRADER in multi-broker mode.

Status

The description of the message sent by the Gateway.

Examples: OK, Err (error), Accept, Info, Alert, Warn (Warning)

Msg

The described event.

Action

The result of the event.

Examples: Add, Change, Delete, Fill, Partial Fill, Hold, Submit

B/S

Buy or Sell in reference to an order.

O/C

Indicates the type of position you are establishing with the order (Open/Close).

C/P

Call or Put in reference to an order.

Qty

The quantity in an order.

Product

The traded product’s exchange symbol.

Examples: FGBL, ODAX

Contract

The month and year of expiration for the contract.

Strike

The exercise price of option.

Price

The limit price of a contract.

Values enclosed in brackets identify positive and negative offsets.

Examples: [+5] or [-1]

Order Type

A Limit or Market type in reference to the order. Other options include Best Limit (BL), Market Limit Market (MLM), and Market to Limit (MTL).

TIF

The time the order is in force.

Examples: FOK, GIS, GTC, GTD, IOC, On Close, On Open

Modifier

The modifier applied to the order.

Example: Stop, If Touched, Trailing Stop, Trailing IT, Trailing Limit, Machine Gun

Trigger Price

The trigger price of a contract. This field applies to all Trigger orders, not just Stops.

TPrice Type

The type of price used to evaluate the trigger.

Examples: LTP, Bid, Ask, Same Side. Opposite Side

TPrice Qty

The quantity or percentage required at the trigger price to activate the trigger; entries without the % character are interpreted as a fixed quantity.

Example: For Minimum Volume orders, it is the quantity or percentage that needs to be in the market for the order to go to market.

Ticks Away

Number of ticks from the trigger price your order will trail. Ticks Away is always a positive value as it is evaluated based on the Buy/Sell direction of the order.

Note: This field only applies to trailing orders.

Advanced

The method used to break up an order (Iceberg, Time Sliced, Volume Sliced).

Disc Qty

The disclosed quantity or percentage (%) of total goal quantity viewable to the market; entries without the % character are interpreted as a fixed quantity (Iceberg, Time Sliced, Volume Sliced).

Variance %

Percentage to vary each disclosed order portion of a slicer order.

Duration

Total time or traded volume required to achieve the total goal quantity.

Interval

The interval applied to an order:

  • Time Slice order will show time (in seconds)
  • Volume sliced order will show contract volume
  • Machine Gun order will show time (in milliseconds)

Retries

The number of times to resubmit a rejected order until it is accepted (Machine Gun orders only).

Leftover Action

How to handle the balance of sliced order before placing the next disclosed order portion:

  • Market: Sent as a market order.
  • Leave: Left working as a limit order.
  • Merge: Merged with the next disclosed quantity sent.
  • Payup: Sent as a limit order with designated payup ticks in the Buy/Sell direction of the order.

Note: You can set the Payup and Market actions to execute half way through the life of the sliced order.

Exec Qty

The executed quantity of the order.

Work Qty

The working quantity of the order.

Cxl Qty

The canceled quantity of an order when using the Cancel/Replace function.

Legged Qty

The quantity of spread units in a legged state.

Pending Qty

The quantity of spread units in a pending state.

Undisclosed Qty

The undisclosed quantity for advanced orders (Iceberg, Time Sliced, Volume Sliced).

Account Number

The back office account number or name as indicated in the Customer Default profile.

Risk Account

Your clearing account number or name that is populated by the order routing TT Gateway as a Risk Account and checked for product, margin, and credit limits.

Exch Mbr

Exchange member ID.

Exch Grp

Risk manager direct user’s trader ID.

Example: Broker's Group ID = PROD

Exch Trd

Risk manager direct user’s trader ID.

Example: Broker's Trade ID = 001

Username

Your Universal Login ID.

Exch Cred

The exchange credentials provided by the gateway for orders and fills.

Trd Mbr

Trader’s or risk manager’s proxy member ID.

Example: Broker’s client = TTORD

Trd Grp

Trader’s or risk manager’s proxy group ID.

Example: Broker’s client = SIM

Trd ID

Trader’s or risk manager’s proxy trader ID.

Example: Broker’s client = 123

Acct

The account type as indicated in the Customer Default profile.

Examples: Agent, Market Maker, Principal, Give-up

Give Up

The member for whom a separate party completes a transaction. Used for give-up trade accounts.

Cntr Party

The Counter Party information for orders and fills if the data is available.

Exch Time

The time the message is received/sent by the Exchange Trading Host. The time may be shown in the time zone where the exchange is located.

Exch Date

The date the Trading Host received/sent the message.

Time Sent

The time the action was sent from the workstation to the Gateway.

Source

Where the order comes from. 

Examples: 0: Normal OS, 1: Autospreader, 2: Autotrader, 3: API (XTAPI), 4: Ext Source (Exchange), 8: TT_TRADER.

Time Processed

The time the action was processed by the Gateway.

P/A

Designates whether the order was filled passively or aggressively. This notation allows for a correct P&L calculation.

Owner

Indicates who claimed a staged order.

Order Number

The order number assigned by the Exchange.

TT Order Key

A TT generated unique number used to track orders in the Order Book.

Related Key

A unique number used to identify the algo from which the order originated.

Parent Key

A unique number used to identify the parent order.

Link Type

The kind of link identifying the relationship between orders.

Options include: 

  • Algo: Algo order
  • AlgoC: Algo-Cancel order. Displays if child orders were submitted with either the Leave Orders on Pause or Leave Orders on Cancel parameter disabled within ADL®.
  • AlgoL: Algo-Leave order. Displays if child orders were submitted with either the Leave Orders on Pause or Leave Orders on Cancel parameter enabled within ADL®.
  • AS: Autospreader synthetic
  • ASQ: Spread Quoting
  • ASH: Spread Hedge
  • ASR: Spread Position Reserve
  • OCO: Order Cancels Order
  • OMA Order Management Algo
  • SSE: Synthetic
  • SSEC: Synthetic child
  • SSER: Synthetic child position reserve
  • Stage-BKR: Staged order that has been routed to a broker.
  • Stage-INT: Staged order that has been routed internally.
  • Stage-UNK: Staged order in an unknown state.
  • UNM: Unmanaged

Note: In some instances an order may have more than one link type and will display them separated by a comma (e.g. SSE, OCO).

SE Server

The name of the synthetic server.

Example: SSE-A

IP Address

The IP Address of the workstation.

FFT2 & FFT3

Free Form Text Field 2 and 3. Values for annotation purposes by you or back office (sub-account).

User Tag

A custom identifier used for customer reference within X_TRADER.

Order Tag

A custom identifier used for order reference within X_TRADER.

Start Time

The time the order was submitted from your workstation.

These fields may be blank after re-establishing connectivity to NYSE Liffe. The trading host or TT Gateway does not retain this information.

Start Date

The date the order was submitted from your workstation.

End Time

The time the order will stop working, formatted as HH:MM:SS.

End Date

The date the order will stop working, formatted as DD.MM.YY.

End Behavior

The action taken when an order's end time is reached, either: 

  • It is blank: Remaining quantity may be working, or the order was completely filled.
  • Cancel: Remaining quantity is canceled.
  • Market: Remaining quantity is sent as a market order.
  • Leave: Remaining quantity is left to work the market until it is filled or canceled.

Trans ID

The transaction ID for fills. Used to identify the order.

Session ID

Used for diagnosing Fill session rollovers, SOD's and settlements.

Monitoring Username

The TT Username of the user responsible for a working order. If present, the Monitoring Username is sent to the exchange to identify the trader or broker submitting the order action.

Callback Received

The timestamp for when an exchange message acknowledgement is sent to X_RISK.