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X_TRADER®

Market Grid Pane Field Descriptions

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

The Market Grid columns are defined as follows:

ColumnDescription

Contract

The traded product's exchange symbol and the month and year of expiration.

Broker (X_TRADER ASP only)Displays the name of the Sell-Side firm (Broker) routing orders or part of an order for that contract in a X_TRADER ASP environment. The column is displayed by default for X_TRADER ASP. For a given contract row, select a field in the Broker column to display the drop down menu with a list of Brokers:

Depending on what is selected in the Broker and OrderGW (if shown) columns for a given contract row, working order quantities and net positions are filtered as follows:

  • If blank is selected in either or both columns (Broker and OrderGW) indicating more than one available Broker and TT Gateway, working order and position values are combined for all Brokers and/or all order routing TT Gateways.
  • If only one Broker is selected (no OrderGW), working order and position values are filtered for that specific Broker only.
  • If one Broker and OrderGW are selected, working order and position values are filtered as a combination of both (e.g., “BrokerB” and “CME-S” indicate working order and position values for BrokerB on the CME-S Gateway.
OrderGWDisplays the market ID and flavor of the TT Gateway used for routing orders to the exchange for that contract. This column is hidden by default in both X_TRADER ASP and non-X_TRADER ASP environments. For a given contract row, select a field in the OrderGW column to display a drop down menu with a list of TT Gateways:,

Depending on what is selected in the OrderGW column for a given contract row, working order quantities and net positions are filtered as follows:

  • If blank is selected (indicating more than one available TT Gateway for the contract), working order and position values are combined for all order routing gateways.
  • If only one TT Gateway is selected, working order and position values are filtered for that specific gateway only.
  • If an OrderGW and Broker are selected in a X_TRADER ASP environment, working order and position values are filtered as a combination of both (e.g., “BrokerB” and “CME-S” indicate working order and position values for BrokerB on the CME-S Gateway).

Del Srs

A button used to delete all orders for the row. 

Note: This feature behaves differently for an exchange trader versus a proxy (TTORD) trader:

  • If an exchange trader uses this feature, all working orders for all sponsored proxy (TTORD) traders delete.
  • If a TTORD uses this feature, it converts one message into to multiple individual delete requests to prevent them from deleting the exchange trader's working orders.

RFQ

A button used to send Request For Quotes.

Depth

An icon used to display Market Depth.

Note: The available market depth shown depends on the gateway and cannot exceed 50 levels.

Algo

Launches the Algo Variable [OTA] dialog box seeded with the contract.

EPIQ Buys

Your estimated position in queue for working buy orders.

WrkBuys

The Group ID's total number of working buy contracts.

Group ID = MemberIDGroupID

Bid Mbr

Counterparty information of the Bid Member.

BidCnt

The number of bid orders at each price level.

BidMktQty

The total quantity of resting Buy market orders.

BidQty

The total quantity working at the bid.

Note: The Eurex exchange displays only four (4) digits in inside market. Therefore, the maximum Bid/Ask Quantity is 9999. This is a limitation of the Eurex API for UserDevices and MISSes. If the inside market is greater than 9999 and you wish to view that data, open Market Depth feature in the Market Grid.

ThrshBid

The Threshold bid price as established by the exchange.

Exchanges set a trading range for the day based upon the previous session's settlement price. The exchange halts trading of the product when one of these limits is reached. A frozen market requires manual release by the exchange.

BidPrc

The best market bid price.

BidQty Accum

The accumulated bid quantity. Use only when you enable Market Depth.

BidPrc Avg

The average bid price. Use only when you enable Market Depth.

IndBidQty

The best indicative bid quantity.

Note: Market Markers can provide indicative quotes when quoting certain products. These indicative quotes are displayed in these fields. These are not tradable quotes but an estimation of the market.

IndBidPric

The best indicative bid price.

IndAskPric

The best indicative ask price.

IndAskQty

The best indicative ask quantity.

AskPrc Avg

The average ask price. Use only when you enable Market Depth.

AskQty Accum

The accumulated ask quantity. Use only when you enable Market Depth.

AskPrc

The best market ask price.

ThrshAsk

The Threshold ask price as established by the exchange.

Exchanges set a trading range for the day based upon the previous session's settlement price. The exchange halts trading of the product when one of these limits is reached. A frozen market requires manual release by the exchange.

AskQty

The total quantity working at the ask.

Note: The Eurex exchange displays only four (4) digits in inside market. Therefore, the maximum Bid/Ask Quantity is 9999. This is a limitation of the Eurex API for UserDevices and MISSes. If the inside market is greater than 9999 and you wish to view that data, open Market Depth feature in the Market Grid.

AskMktQty

The total quantity of resting Sell market orders.

AskCnt

The number of ask orders at each price level.

AskMbr

Counterparty information of the Ask Member.

WrkSells

The Group ID's total number of working sell contracts.

Group ID = MemberIDGroupID

EPIQ Sells

Your estimated position in queue for working sell orders.

LeggedBuys

Buy quantity of spread units in a legged state.

LeggedSells

Sell quantity of spread units in a legged state.

PendBuys

Buy quantity of spread units in a pending state.

PendSells

Sell quantity of spread units in a pending state.

UndiscBuys

Undisclosed buy quantities hidden for Advanced Orders.

UndiscSells

Undisclosed sell quantities hidden for Advanced Orders.

NetPos

Your net position.

LastPrc

The last traded price.

LastQty

The last quantity. Behaves differently for each Gateway.

  • For some (e.g., CME and NYSE Liffe), it is a cumulative total of all trades at that particular price. It sums the last quantity, while it remains at the current trading price. Once the trade price changes, the last quantity resets.
  • For others (e.g., Liffe, Eurex and Xetra), it is the last traded quantity.

Volume

The total traded quantity for the session.

High

The high price for the session.

Low

The low price for the session.

Open

The opening price for the session.

Close

The closing price. Can be used to seed the Order Entry pane.

IndSettle

The intra-day settlement price. This column is used for exchanges that provide intra-day settlements and help to avoid P&L issues that may be caused by unofficial and provisional settlement prices displayed in the Settle column.

Settle

The settlement price. Can be used to seed the Order Entry pane.

Chng

The difference between the last traded price and the previous session's settlement price.

  • If there is no Settlement, the Close price is used instead.
  • If there is no Settlement or Close price this field is blank.

PctChng

The percent difference between the last traded price and the previous session's settlement price.

Example: +10.00 = +10%

  • If there is no Settlement, the Close price is used instead.
  • If there is no Settlement or Close price, this field is blank.

TheoPrc

The theoretical price.

TheoBid

The theoretical bid price.

TheoAsk

The theoretical ask price.

Imp BidQty

The implied bid quantity.

Note: If the trader is displaying calls and puts with the same strike price on a single line, then there will be two sets of these columns.

Imp BidPrc

The implied bid price.

Imp AskQty

The implied ask quantity.

Imp AskPrc

The implied ask price.

IndPrc

The indicative open price for the session.

Note: When the indicative close price appears, the IndQty field blanks out.

Note: If a contract has a Status of Auction the IndQty is Theoretical Open Price.

IndQty

The indicative open quantity for the session.

Note: If a contract has a Status of Auction the IndQty is Theoretical Open Qty.

Vola

Options theoretical pricing model data categories:

The percent volatility.

S (Status)

The status of the contract (e.g., Pre-Open, Open, Clsd, Auction)

ImbQty

The auction imbalance quantity. A positive value indicates more buyers than sellers and a negative value indicates more sellers than buyers.

A - E

Free form text fields which accept up to 50 characters and can be used to link data from X_STUDY or outside applications.

Maturity

The maturity date formatted as DDMMMYY.

Example: 31Dec12

Exp Date

The expiration date formatted as DDMMMYY.

Example: 31Dec12