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X_TRADER®

Fills Pane Column Descriptions

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

This appendix contains the grid column descriptions for the Fills Pane.

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

Column

Description

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.

Alias Displays 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_TRADER 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).

B/S

Buy or Sell in reference to an order.

Broker

The broker ID that is associated with the order.

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

Caretaker

The user group who is monitoring an order they did not place. This column is hidden by default. For more details, refer to Introduction to Order Passing .

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.

Clr Mbr

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

Cntr Party

Your counter party on the trade.

Company

The company ID that is associated with the order.

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

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.

Currency

The currency used in the trade.

Example: USD = United States Dollar

Exch Cred

The Exchange Credentials assigned to the Username.

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

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.

Fill Key

Unique identifier sent by the exchange.

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.

Give Up

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

Monitoring Username

Indicates the trader who is responsible for a working order. By default, this column is not visible.

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.

Order Date

The date the order was placed at your workstation.

Order GW The TT gateway associated with the order.

Order Number

The order number assigned by the exchange.

Order Tag

A custom identifier used for order reference. You can edit this field manually in the Orders and Fills Window, and also copy text from this field and paste it in 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).

Original Group

When shown, indicates the order passing group to which the user is assigned regardless if an order is passed. For more details, refer to Introduction to Order Passing.

P/A

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

P/F

The order partially filled.

Example: 5 contracts from a 10-lot order filled.

Not all exchanges provide partial fill indicators.

Example: Xetra does not provide partial fill indicators.

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

The traded product’s exchange symbol.

Example: FGBL, ODAX

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

Product Type

The type of product in the order.

Example: Future, Future Spread, Option

Qty

The order quantity in the Order Book. The quantity filled in the Fill Window.

Related Key

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

Risk Account The account that is being checked for risk limits (credit, margin, products limits, etc.) by the Order Gateway.

Strike

The exercise price of an option.

TT Order Key

A TT generated unique number used to track orders.

Trans ID

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

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

User Tag

A custom identifier used for customer reference within . 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.

Username

Your Universal Login ID.

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

Workstation Time

The time your workstation receives the fill.