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X_TRADER®

Orders Pane

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

Use the Orders Pane to view order and fill information for all orders displayed on the current tab. You can also do the following:

  • Select a working order to highlight the buttons in the Order Modification pane and Order Tool Bar to modify, cancel, replace, or manage a working or held order.
  • Click the check box in the left column for each order to populate fills in the Fills Pane and aggregate fills in the Summary Pane.
  • Click the Broker (X_TRADER ASP) or the Order GW (non-X_TRADER ASP) column to populate and aggregate fill information for all orders.

Orders Pane Context Menu

Right-click the Orders pane to access the context menu.

The available menu options include:

  • Find Control Panel: Displays the Control Panel.
  • Global Properties: Launches the X_TRADER Properties menu.
  • Show Section: Lets you show or hide the Order Modification Pane, Order Toolbar, or Summary Pane.
  • Floating Order Entry: Displays an Order Entry dialog box for any contract you click.
  • Apply Algo: Apply an algorithm to an order that has not been filled.
  • Position/Adjusted Fill Rows:

    Determines whether the following data is included in the position and fill rows.

    • Start of Day records (SODs)
    • Administrative Fills
    • Manual Fills
  • Sort:  Defines the sort order by column and up to three levels. By default, the Position and Fills window sorts by last fill time with the most recent fill at the bottom of the pane.
  • Save Order Parameters: Saves selected Order rows in a comma delimited .csv file for editing.
  • Load Saved Orders: Loads comma delimited .csv files into the Order Book for submission.
  • Link As OCO: Applies the order cancels order relationship to the selected orders.
  • Unlink As OCO: Removes the order cancels order relationship from the selected order and its pair.
  • Rename Contract: Lets you change the name of the selected product.
  • Inquire Block & Vola: Displays the Inquire Order Block dialog box for accepting Eurex block trades.
  • Add Manual Fill: Lets you manually enter a fill. Information displays in the Fills pane and updates your P/L.
  • Delete Manual Fill: Deletes fills you manually added.
  • Confirm a fill: Confirms a fill. Click a single fill or select multiple fills and choose this option. The Confirmed column displays the username of the person who confirms.
  • Auto Filters: Enables Auto Filters, which filter the data by selecting a customer from the Customer List window.
  • Group Children: Groups child orders together and displays them directly beneath the parent order.
  • Alerts: Open Alerts Manager to create Order, Fill, and Trading alerts.
  • Clear Filter: Removes the filter from the selected cell.
  • Clear All Filters: Displays all available data.
  • Copy: Places selected data on a clipboard for pasting into another program (e.g., Excel).
  • Hide Column(s): Hides the selected row(s) or column(s).
  • Show/Hide Columns: Lets you select which columns to show.

Orders Pane Column Descriptions

This section contains the grid column descriptions for the Orders Pane in the Orders and Fills Window.

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

Column

Description

?

Shows details of the order in a ticket format.

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.

Advanced

The method used to break up an order (Iceberg, Time Sliced, Volume Sliced).

Algo Displays Algo buttons used for modifying algo variables. Working parent orders are also displayed in this column. Click the Algo buttons to display the Algo Variables Pane for the algo and any working parent orders. If enabled, hover on the Algo buttons in the Algo column to show the floating order book.
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).

AvgPrice

The average price of the fill.

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.

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.

Company

The company ID that is associated with the order.

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

Duration

Total time or traded volume required to achieve the total goal quantity.

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: 31Dec13

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.

Give Up

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

IP Address

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

Interval

The interval applied to an order:

  • Time Slice order will show time (in seconds)
  • Volume sliced order will show contract volume
  • Machine Gun order will show time (in milliseconds)

Leftover Action

How to handle the balance of sliced order before placing the next disclosed order portion:

  • Market: Sent as a market order.
  • Leave: Left working as a limit order.
  • Merge: Merged with the next disclosed quantity sent.
  • Payup: Sent as a limit order with designated payup ticks in the Buy/Sell direction of the order.

Note: You can set the Payup and Market actions to execute half way through the life of the sliced order.

Legged Qty

The quantity of spread units in a legged state.

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
  • OMA Order 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).

Modifier

The modifier applied to the order.

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

MonitoringUsername

Indicates the trader who is responsible for a working order. This column is not visible by default.

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 Qty

The total order quantity.

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.

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.

Parent Key

A unique number indicating two orders are linked.

Pass State

Two states are possible: Pending Out -- the order state when you pass an order to a caretaker. Pending In -- the state appears in your order book when an originator passes an order to you. The column goes blank after you accept, reject, or undo an order pass. Passed orders retain their position in queue throughout all steps of the passing process (pending pass, accept, reject, undo, etc.). This column is hidden by default.

Note: If an order in a pending pass state is deleted or fully filled before it is accepted, the order will be completely removed from the caretaker’s order book, even if the ‘Display deleted orders’ property is enabled.

For more details about order passing, refer to Introduction to Order Passing .

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

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 TT Gateway.

SE Server

The name of the synthetic server.

Example: SSE-A

Source

Where the order comes from.

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

Start Time

The time the order was submitted from your workstation.

These fields may be blank after re-establishing connectivity to NYSE Liffe. The trading host or TT Gateway does not retain this information.

Start Date

The date the order was submitted from your workstation.

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

TPrice Qty

The quantity or percentage required at the trigger price to activate the trigger; entries without the % character are interpreted as a fixed quantity.

Example: For Minimum Volume orders, it is the quantity or percentage that needs to be in the market for the order to go to market.

TPrice Type

The type of price used to evaluate the trigger.

Examples: LTP, Bid, Ask, Same Side. Opposite Side

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.

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

Trigger Price

The trigger price of a contract. This field applies to all Trigger orders, not just Stops.

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 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 (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.

Variance %

Percentage to vary each disclosed order portion of a slicer order.

Version

WAT

Displays the threshold quantity of all WAT orders.

Work Qty

The working quantity of the order.

Workstation Time

The time your order was sent from your workstation.

Orders in an Unknown State

If an order enters an unknown state, the entire order line is inverted and a ? (Question mark) is appended to the TT Status column. These orders cannot be modified.