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X_RISK®

Position Window Column Descriptions

This appendix contains the grid column descriptions for the Position window.

Note: You can set the default columns that appear using the Properties menu.

Column

Description

?

Shows details of the order in a ticket format.

Account / Account Number

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

Note: Within the Orders and Fills Window, algo parent orders display the default account number associated with the Username logged into the Algo SE. Algo child orders display the account associated with the algo order submitted to the exchange.

Acct

The account type.

Example: Agent, Market Maker, Principal, Give-up, Unallocated.

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

When X_RISK detects a duplicate session for a Username, the numerical value or name is displayed in the Alias column (numerical values are automatically generated by TT User Setup and displayed in parenthesis).

Avail Credit

Credit + P/L - Margin

AvgBuy / Avg Buy Price

The average Buy price.

Avg Buy Spread Price

The average price of the included buy spread or strategy fills.

AvgPrice

The average price of the fill.

AvgSell / Avg Sell Price

The average Sell price.

Avg Sell Spread Price

The average price of the included sell spread or strategy fills

Broker

The broker ID that is associated with the order.

Click the box immediately below the Broker column to filter orders and positions by broker.

Note: This column is only available when running X_RISK in X_TRADER ASP mode.

BuyQty

The total Buy quantity.

Buy Spread Qty

Total quantity filled across the included buy spread or strategy fills.

Note: This is the number of spreads, not the number of legs.

Company

The company ID that is associated with the order.

Click the box immediately below the Company column to filter the orders and positions and by broker company (clearing firm, FCM, etc.).

Note: This column is only available when running X_RISK in X_TRADER ASP mode.

C/P

Call or Put in reference to the order. This designates your right to buy (call) or sell (put) a contract at a specified price and up to a specified date.

CXL

Cancels the order.

Clr Mbr

Clearing member. Designates a member firm of a clearing house through which trades settle.

Cntr Party

Your counter party on the trade.

Conf Group

The confirmed group ID.

Conf Mbr

The confirmed member ID.

Conf Trader

The confirmed trader ID.

Confirmed

The username that confirmed the fill, as recorded by the Fill server, using the Confirm Fill(s) option on the context menu.

Confirmed Date

The date at which you confirmed the fill, as recorded by the Fill server, using the Confirm Fill(s) option on the context menu

Confirmed Time

The time at which you confirmed the fill, as recorded by the Fill server, using the Confirm Fill(s) option on the context menu.

Confirming IP

The confirmed IP address.

Contract

The month and year of expiration for the contract or spread.

In the Fill Window Position pane, the spread positions are for display purposes and do NOT affect risk calculations. Risk calculates using the spread’s legs.

Notes:

  • Rows in the Orders and Fills Window Summary Pane consolidate to the Product level when this column is hidden.
  • For algo orders the Orders and Fills Window displays the algo instance name.

Credit

The amount of money you can lose per session.

Currency

The currency used in the trade.

Example: USD = United States Dollar

Exch / Exchange

The exchange on which the order was placed or filled.

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

Example: *CME-A.

Exch Date

The date the trading host received/sent the message.

Exch Grp

Risk manager direct user’s trader ID.

Example: Broker's Group ID = PROD

Exch Mbr

Exchange member ID.

Exch Time

The time at which a fill is received by the exchange host or exchange gateway, depending on the practice of the exchange. The time may be shown in the time zone where the exchange is located.

Notes:

  • TOCOM does not display a time for working orders and fills.
  • NYSE Liffe does not display a time when an order is added or deleted.

Exch Trd

Risk manager direct user’s trader ID.

Example: Broker's Trade ID = 001

Exp Date / Expiry

The expiration month and year formatted as DDMMMYY.

Example: 31Dec09

FFT2 & FFT3

Free Form Text Field 2 and 3. Values for annotation purposes by you or back office (sub-account). You can edit these fields manually in the Orders and Fills Window. You can also drag and copy existing text within these fields to another order.

Fee

Associated fee.

Fill Type

The type of trade made, either from an outright fill or a spread order. Use this column to filter on your spread positions and view spread legs separately from the outright trades. If the outright fill is coming from a spread fill, the cell displays Spread Fill Leg. If not, the cell corresponds to the Type column.

Filled Qty

The quantity filled in the order.

Fills

The number of fill lines on a contract and product basis.

Fills/Trans

The ratio of fills to transactions on a per contract and product basis.

GU / Give Up

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

Held Qty

The quantity of all held orders, including orders held on the TT gateway and those held at the exchange.

High P/L

The highest P/L value for the position row since the window has been opened.

IP Address

The IP Address of the workstation the order was placed on.

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
  • OMAOrder 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).

Lots

The total number of Lots for the given position.

Low P/L

The lowest P/L value for the position row since the window has been opened.

Margin

Amount of money that needs to be set aside for open positions and working order.

Market

The abbreviation for the name of the financial exchange (e.g. CME).

Modifier

The modifier applied to the order.

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

NetPos

Indicates the position at the start of the day plus the difference between what you bought and sold.

Net Spread Pos

The difference between the number of exchange traded spread or strategy contracts bought and sold.

O/C

Indicates the type of position you are establishing with the order.

In the Fill window:

  • O: Open
  • C: Close
  • S: Start of Day fill. (Refer to Start of Day Fills)
  • M: Manual fill from your workstation or X_RISK.
  • A: Manual administrator fill from X_RISK.
  • D: Detailed Start of Day from Back Office Bridge.

Open P/L

Your open profit and loss. (Refer to Calculating Profit and Loss)

Order Date

The date the order was placed at your workstation.

Order Number

The order number assigned by the exchange.

Order GWThe TT Gateway associated with the order.

Click the box immediately below the Order GW column to filter the Orders and Fills pane by TT Gateway. In a X_TRADER ASP environment, you can filter this column in conjunction with the Broker column to filter gateways available per broker.

Order Qty

The total order quantity.

Order Tag

A custom identifier used for order reference within X_RISK . You can edit this field manually in the Orders and Fills Window. You can also drag and copy existing text within this fields to another order.

Order Time

The time the order was processed according to your workstation.

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).

Owner

Indicates the trader who claimed a staged order in the Position and Orders and Fills Window.

P/A

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

P/L

Your Profit and Loss. (Refer to Calculating Profit and Loss)

P/L %

P&L as a percent of the Credit available to you.

P/L Price

The actual price being compared against in the P/L calculation.

P/L Price Type

The type of price being used to calculate P/L (e.g., Bid price)

Parent Key

A unique number indicating two orders are linked.

Price

The Limit price in the Order Book window. Values enclosed in brackets identify positive and negative offsets.

Examples: [+5] or [-1]

The price at which the quantity fills in the Fill Window. For spreads, displays the fill prices on the corresponding legs of the spread, followed by the actual fill for the spread.

Spread positions and leg positions display in the Position pane in the Fill Window. The spread positions appear for information purposes only and do not affect risk calculations. (Risk is calculated using legs.)

You can enable or disable spread fills in the Positions tab on the Properties menu. The property is disabled by default.

Product Type / Prod Type

The type of product in the order.

Example: Future, Future Spread, Option

Product

The traded product’s exchange symbol.

Example: FGBL, ODAX

Note: For algo orders the Orders and Fills Window displays the algo name.

Realized P/L

The profit or loss from completed trades.

Related Key

Displays the TT Order Key of OMAs (Order Management Algos) that are applied to working orders.

SE Server

The name of the synthetic server.

Example: SSE-A

SellQty

The total Sell quantity.

Sell Spread Qty

Total quantity filled across the included sell spread or strategy fills.

Note: This is the number of spreads, not the number of legs.

Source Id

Where the order comes from.

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

State

The state of the order or synthetic order as follows:

  • W: Working with no fills.
  • P: Partially filled.
  • F: Filled.
  • C: Canceled the remaining balance of a partially filled order.
  • D: Delete an entire unfilled order.
  • PR: Position Reserve.
  • R: Routing.
  • H: Held.

Strike

The exercise price of an option.

TIF

The time the order is in force.

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

TT Order Key

A TT generated unique number used to track orders.

TTStatus

The status of the order (e.g., Working, Change, Deleting, Inquiry, Hold).

Review Synthetic Order Management for a list of stages a synthetic order can be in.

Review Algo Order Management for a list of stages an algo order can be in.

Note: If the order is in an unknown state, it is appended with a question mark (?) and the colors are inverted.

Time Processed

The time the action processed by the TT Gateway.

Time Sent

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

Total Qty

Fill quantity of all included orders. (i.e., Buy Qty + Sell Qty)

Trans

The total transactions on a series and product basis.

Trans ID

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

Trans/Fills

The ratio of transactions to fills on a per contract and product basis.

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

Trd Mbr

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

Example: Broker’s client = TTORD

Undisclosed Quantity (or Und Qty)

The undisclosed (or concealed) quantity for advanced orders (Iceberg, Time Sliced, Volume Sliced, Time Duration, Volume Duration, and Stops).

User Display Name

The full name of the trader as designated in TT User Setup.

User Group

The group the trader belongs to as designated in TT User Setup. User Groups are defined in non-X_TRADER ASP environments only.

Username (or User ID)

Your Universal Login ID.

Note: For algos this is the username logged into the Algo SE server who last touched the algo.

User Tag

A custom identifier used for customer reference within X_RISK . You can edit this field manually in the Orders and Fills Window. You can also drag and copy existing text within this fields to another order.

WAT

Displays the threshold quantity of all WAT orders.

Work Qty

The working quantity of the order.

Wrk Buy

The sum of the quantity of all the working buy orders at that level (i.e. two 5 lots would show 10).

Note: This does not include any exchange traded spreads or strategies.

Wrk Buy Spread

The sum of the quantity of the working buy spread orders at that level.

This is the number of spreads, not the number of legs (i.e. two working 5 lot calendar spreads would show 10).

Wrk Sell

The sum of the quantity of all the working sell orders at that level (i.e. two 5 lots would show 10).

Note: This does not include any exchange traded spreads or strategies.

Wrk Sell Spread

The sum of the quantity of the working sell spread orders at that level.

This is the number of spreads, not the number of legs (i.e. two working 5 lot calendar spreads would show 10).