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X_TRADER®

Managing Saved Orders

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

Saved Orders functionality allows you to create comma delimited files with single or multiple order details, load them into the TT system, and then use X_TRADER to manually submit the orders into the market. This functionality also allows you to send multiple pre-formatted order details via email, FTP, or other means to a third party.

A common application for this function is to save orders to a .csv file. Alter them in a spreadsheet. Then, load them back into X_TRADER as a Saved Order.

Saved Orders loaded in the Orders and Fills Window

Warning: Excel removes leading zeros when it formats values as "General" or "Number." To preserve leading zeros, apply the "Text" format to columns such as Account Number, FFT2, etc.

Saved Orders are explained in the following sections:

Comma Delimited Files

Saved Orders work using a comma delimited (.csv) file. These files are first generated by saving the data to a .csv from the Orders and Fills Window using the right-click context menu.

In the .csv file: 

  • Row 1 is a required row that contains the X_TRADER version number, the date and time the file was created or last saved, followed by the ‘Reject on error = Yes/No’ setting.
  •  If Reject on error=Yes, X_TRADER will reject the entire Saved Orders file if a single order detail row contains an error.

    Note: This is the default setting.

  • If Reject on error=No, X_TRADER  will validate orders on available order gateways and reject order detail rows with errors; accepted order detail rows will be loaded in the Hold state. X_TRADER will place all order detail rows for unavailable order gateways in the Hold Local state. These orders will be validated when the gateway is available; accepted order detail rows will be loaded in the Hold state,

    Notes:

    • The error rows will be written to the Audit Trail indicating the invalid line number and field.
    • Hold Local orders are visible in the Orders and Fills Window, only.
  • Row 2 (the Header row) is a required row that contains field titles for each order value. The field titles are not case-sensitive.
  • Rows 3 through 503 (the Order rows) contain the actual order details. Each value corresponds to the column name in Row 2 (the Header row).  For example, a column named Product Type will only accept values of Future, Spread, etc.

    An order row may contain blank fields if the definition of that order does not require certain fields. The text in the columns is not case-sensitive.

Required Fields

The following columns are required in the .csv file: Exch, Product, Contract, Product Type, Action, Qty, Order Type, Price, Account Number, Acct, TIF, and O/C

Note: Columns may be in any order, but all data in a column must correspond to the header. Additional columns may be required based upon the order type.

Procedures

To save order parameters from the Order Book Orders and Fills Window...

  1. Click the numbered rows to select the orders you want to save.
  2. Right-click the grid and select Save Order Parameters from the right-click context menu.
  3. Name the file.

    Note: You can use any valid Windows file name, but it must have a .csv extension. The default is YYYYMMDD_HHMMSS.csv.

  4. Save the file.

    Note: Files are saved to the ttdatfilesSaved Orders folder by default. You may use the Browse button to modify the default location.

To edit the .csv file... 

  1. Open the .csv file in an external editor such as Excel or Notepad.

    Warning: Excel removes leading zeros when it formats values as "General" or "Number". To preserve leading zeros, apply the "Text" format to columns such as Account Number, FFT2, etc.

  2. Modify and add orders as needed.

    Note: All the data in a column must match the type of data for that header.

  3. Save the .csv file.

To load a .csv file into the Order Book or Orders and Fills Window... 

  1. Define the orders in a comma delimited .csv file.
  2. Right-click the grid to display the context menu and select Load Saved Orders.
  3. Select the .csv file and click Open.

    X_TRADER processes the selected .csv file and displays the Saved Orders status at the bottom of the window. The .csv file is moved to the ...Saved OrdersLoaded folder.

    When the load is complete, valid orders are placed on Hold on the order gateway and the .csv file is moved to the ...Saved OrdersLoaded folder. Orders loaded when the order gateway is not accepting orders are held locally on the workstation until the order gateway is available.

    If the saved Orders .csv file contains invalid entries, X_TRADER rejects or processes the file based upon the Reject on error setting.

    • If Reject on error=Yes, X_TRADER rejects the entire Saved Orders file and moves the .csv file to the ...Saved OrdersFailed folder, Invalid line numbers and fields are written to the Audit Trail.

    • If Reject on error=No, X_TRADER loads only the order detail rows without errors and moves the .csv file to the ...Saved OrdersLoaded folder. Invalid line numbers and fields are written to the Audit Trail.

Note: If the Saved Orders .csv file is set to "Reject on error = No", and if the Saved Order is rejected by Synthetic SE, the order gateway, or the Exchange, the TTStatus field displays Failed and the order is not processed.

To submit saved orders from the Order Book or Orders and Fills Window... 

  1. Click the numbered rows to select the held orders you want to submit.
  2. Click the Submit button.

    Note: Risk checking is performed on each order as it is released from the held state.