Launching Algos in the Algo Variable Pane
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The Algo Variable pane allows you to modify algo variables, create templates, and launch deployed algos that you have selected in the Algo Explorer pane. The Algo Variables pane displays two types of algo variables: algo specific and common variables.
|Algo Variable Type|
Added with ADL at design time and can include such things as order quantity or instrument.
Order routing credentials can be specified for each Instrument Block.
Algo Instance: Allows you to change the algo instance name
Client Disconnect Action: Defines how to handle the working algo if connection to the Algo SE sever is lost
To start algos from the Algo Variable pane...
Select the desired algo (or algo template) in the Algo Explorer pane. This displays the algo variables in the Algo Variable pane.
Edit the variables as needed.
Tip: Rather than typing a static variable, you may paste link a variable from Excel.
Click Start to launch the algo. Upon successful submission to the Algo SE server, the Algos Orders pane displays the algo order in the Running state.
Warning: Users with whom you share an order book may not have the same product permissions. Attempts to launch an algo containing an instrument for which they are not permissioned will be rejected and display a reject message in the Audit Trail.
Once the algo instance is started, the Algo Dashboard displays the algo in the Algo Orders pane.
Algo Orders Pane
The table shown below describes the default columns displayed in the Algo Orders pane.
Displays the name of the server hosting the algo pane
Displays the name of the running algo instance
Note: The instance name may be different from the name of the algo.
|TT Status||Displays the state of the algo (e.g., Running, Paused)|
|Net Pos||Displays the current net position of the algo instance; this is blank if the algo is trading multiple instruments|
Displays the number of orders the algo is working
Note: If an Order Management Algo (or OMA) is applied to the child of an algo, the child of the OMA is not counted towards the algo number of orders.
|P/L||Displays the P/L of the algo instance|
|Launches MD Trader(s) seeded with each instrument that is part of the algo|
|Username||Displays the Username logged in to the Algo SE server who last touched the algo|
|Time||Displays the time of the last algo action formatted in HH:MM:SS.mmm|
Like other trading windows in X_TRADER, you may display additional columns in the Algo Orders pane by selecting Show/Hide Columns from the right-click context menu. The table shown below describes some of these optional columns.
Displays the Account Number of the Username logged into the Algo SE server; this is the account number associated with the parent order
|Algo Instance ID|
Displays the ID associated with all orders and fills generated by the algo
Note: This key is the algo parent order's TT Order Key, a unique key that does not change during the life of the algo parent order.
|Algo Name||Displays the name of the algo on the Algo SE server|
|Date||Displays the date of the last action on the algo formatted in DDMMMYY|
Displays user-defined text created at algo design time in ADL
|Net Spread Pos||Displays the net position for an exchange-defined spread contract and does not include positions in the underlying leg contracts|
|Price||Displays the price of the current working order; this is blank if the algo is trading multiple instruments or multiple orders|
|User Tag||Displays user-defined text|
|A, B, C, D, and E||Display ADL export values in real-time|