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X_TRADER®

Alert Condition Field Descriptions

You are viewing X_TRADER Version 7.17 and higher. For earlier versions, click here

The alert condition is the logic that defines if an alert should be triggered. Below is a list of fields that can be used to create your conditions.

Prices Fields

FieldDescription
HighThe high price for the day.
LowThe low price for the day.
OpenThe opening price.
CloseThe closing price.
SettleThe settlement price.
Last PrcThe last traded price.
Last QtyThe last traded quantity.
ChngThe difference between the last traded price and the previous session’s settlement price.
Bid PrcThe best market bid price.
Ask PrcThe best market ask price.
Bid QtyThe total quantity working at the bid.
Ask QtyThe total quantity working at the ask.
VolumeThe total traded quantity for the session.

Fills Fields

Fill FieldDescription
Account NumberThe back office account number or name as indicated in the Customer Default profile.
UsernameYour Universal Login ID.
BrokerSelect a Broker or Company that filled the order in a X_TRADER ASP environment.
Trd MbrTrader’s or risk manager’s proxy member ID.
Trd GrpTrader’s or risk manager’s proxy group ID.
Trd IDTrader’s or risk manager’s proxy trader ID.
ContractThe month and year of expiration for the contract or spread.
ProductThe traded product’s exchange symbol.
Product TypeThe type of product in the order.
B/SBuy or Sell in reference to an order.
Order GWThe TT Gateway on which the order was placed or filled.
TT Order KeyA TT generated unique number used to track orders.
P/FThe order partially filled.
FFT2 & FFT3Free Form Text Field 2 and 3.
Give UpThe member for whom a separate party completes a transaction. Used for give-up trade accounts.
PriceThe fill price.
QtyThe quantity filled.
User TagA custom identifier used for customer reference within X_TRADER.
Order TagA custom identifier used for order reference within X_TRADER.

Trading Fields

Grouping FieldDescription
UsernameYour Universal Login ID.
Trd MbrTrader’s or risk manager’s proxy member ID.
Trd GrpTrader’s or risk manager’s proxy group ID.
Trd IDTrader’s or risk manager’s proxy trader ID.
Account NumberThe back office account number or name as indicated in the Customer Default profile.
MarketThe abbreviation for the name of the financial exchange (e.g. CME).
Order GWThe TT Gateway on which the order was filled.
Prod TypeThe type of product in the order.
ProductThe traded product’s exchange symbol.
ContractThe month and year of expiration for the contract or spread.
ExpiryThe expiration month and year formatted as DDMMMYY.
C/PCall or Put in reference to the order.
StrikeThe exercise price of an option.
FFT2 & FFT3Free Form Text Field 2 and 3.
User Display Name

Alias configured in TT User Setup for the user’s Universal Login ID

Acct Group

The account group that a user is assigned to in TT User Setup. An account group is configured with combined risk limits for all of the accounts assigned to it.

Company

Includes the broker company that is associated with the trading values.

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

Broker

Includes the broker that is associated with the trading values.

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

User GroupThe group the trader belongs to as designated in TT User Setup in a non-X_TRADER ASP environment only.
Source IDWhere the order comes from.
Algo Order KeyThe TT Order Key of OMAs (Order Management Algos).

 

Trading ValueDescription
BrokerDisplays a list of available brokers used for routing orders.

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

CompanyDisplays a list of available broker companies used for order routing.

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

Wrk BuyThe sum of the quantity of all the working buy orders at that level (i.e. two 5 lots would show 10).
Wrk SellThe sum of the quantity of all the working sell orders at that level (i.e. two 5 lots would show 10).
Buy QtyThe total Buy quantity.
Sell QtyThe total Sell quantity.
Total QtyFill quantity of all included orders. (i.e., Buy Qty + Sell Qty)
Wrk Buy SpreadThe sum of the quantity of the working buy spread orders at that level.
Wrk Sell SpreadThe sum of the quantity of the working sell spread orders at that level.
Buy Spread QtyTotal quantity filled across the included buy spread or strategy fills.
Sell Spread QtyTotal quantity filled across the included sell spread or strategy fills.
LotsThe total number of Lots for the given position.
Undisclosed QtyThe undisclosed (or concealed) quantity for advanced orders (Iceberg, Time Sliced, Volume Sliced, Time Duration, Volume Duration, and Stops).
Held QtyThe quantity of all held orders, including orders held on the TT gateway and those held at the exchange.
TransThe total transactions on a series and product basis.
FillsThe number of fill lines on a contract and product basis.
Net PosIndicates the position at the start of the day plus the difference between what you bought and sold.
Net Spread PosThe difference between the number of exchange traded spread or strategy contracts bought and sold.
Avg Buy PriceThe average Buy price.
Avg Sell PriceThe average Sell price.
Avg Buy SpreadThe average price of the included buy spread or strategy fills.
Avg Sell SpreadThe average price of the included sell spread or strategy fills.
P/LYour Profit and Loss. (Refer to Calculating Profit and Loss)
Open P/LYour open profit and loss.
Realized P/LThe profit or loss from completed trades.
High P/LThe highest P/L value for the position row since the window has been opened.
Low P/LThe lowest P/L value for the position row since the window has been opened.
Avail CreditCredit + P/L - Margin
P/L %P&L as a percent of the Credit available to you.
Trans/FillsThe ratio of transactions to fills on a per contract and product basis.
Fills/TransThe ratio of fills to transactions on a per contract and product basis.
MarginAmount of money that needs to be set aside for open positions and working order.
CreditThe amount of money you can lose per session.
Net Pos ABSAbsolute Value of the position at the start of the day plus the difference between what you bought and sold.
Net Spread Pos ABSAbsolute Value of the difference between the number of exchange traded spread or strategy contracts bought and sold.

Order Fields

Field nameDescription
Account NumberThe back office account number or name as indicated in the Customer Default profile.
UsernameYour Universal Login ID.
BrokerDisplays a list of available brokers used for routing orders.

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

Trd MbrTrader’s or risk manager’s proxy member ID.
Trd GrpTrader’s or risk manager’s proxy group ID.
Trd IDTrader’s or risk manager’s proxy trader ID.
ContractThe month and year of expiration for the contract or spread.
ProductThe traded product’s exchange symbol.
Product TypeThe type of product in the order.
B/SBuy or Sell in reference to an order.
Order GWThe exchange on which the order was placed or filled.
TT Order KeyA TT generated unique number used to track orders.
TT StatusThe status of the order (e.g., Working, Change, Deleting, Inquiry, Hold).
FFT2 & FFT3Free Form Text Field 2 and 3.
Link TypeThe kind of link identifying the relationship between orders.
PriceThe limit price.
Order QtyThe total order quantity.
Work QtyThe working quantity of the order.
User TagA custom identifier used for customer reference within X_TRADER.
Order TagA custom identifier used for order reference within X_TRADER.

Event Fields

Field nameDescription
Server UpFill or Order server comes up.
Server DownFill or Order server goes down.
Tradable RFQRequest for quote receives a tradable price.
Indicative RFQRequest for quote receives an indicative price.
ErrorOrder has been rejected.
Alert-WarningSystem alert or warning has been triggered.
Exch AnnouncementAudit Trail has received an exchange announcement.
Triggered OrdersAn order has been triggered (e.g., If Touched).

Time Fields

Field nameDescription
Current TimeCurrent time in non-military and formatted as HH:MM:SS AM/PM.
Current HourEnter hour as an integer, this is military time.
Current MinuteEnter minute as an integer.
Current SecondEnter second as an integer.
Day of WeekSelect one or more days of the week.
DateThis option will display a calendar control to select a specific date and be displayed as MM/DD/YYYY.

Operators

Field nameDescription
AndLogical conjunction that connects conditions. For the condition to be true, all connected conditions must be true.
OrLogical conjunction that connects conditions. For the condition to be true, one or more connected conditions must be true.
=Equal
<Less Than
>Greater Than
< >No Equal
<=Less Than Or Equal
>=Greater Than Or Equal
ChgIf anything within the condition changes (e.g., price, quantity)