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Autotrader™ Documentation

Generating RTD in Autotrader

Generating RTD formulas and requesting live market data is now supported in Autotrader. For the standard procedure, refer to Generating an RTD Formula in the X_TRADER Help System.

Once you create an RTD formula, you can paste the RTD link in Autotrader using the Paste option on the context menu or the keyboard shortcut, Ctrl+V. Valid locations in Autotrader for the RTD formulas include:

  • Formula cells
  • Scratch cells
  • Theo Price cells
  • Formula Bar

You can enter RTD formulas for a selected contract in Autotrader using the same formula string contract qualifiers used in Excel.

Example: If you want to access the Bid price for Mar11 ES futures contract from the CME Gateway (no exchange-flavor needed), you would enter the following RTD formula into an Autotrader cell: 


Along with contracts, you can also create RTD formulas for Autospreader synthetic spreads.

Supported RTD Data

Supported RTD Data

The complete list of instrument attributes supported in Autotrader can found in the XTAPI RTD Server Feature Guide.

The following instrument attributes are not supported in Autotrader:

  • AskOrderId
  • BidOrderId
  • AvgOpenPriceInDecimal
  • AvgOpenPriceInTicks
  • AvgOpenPriceRnd
  • BuyWrk - SellWrk
  • FillsDownloaded
  • IsAskOwner
  • IsBidOwner
  • Login.field
  • NetCnt
  • NetTicks
  • OpenPL
  • OS.objAttribute
  • OwnAskOrderKey
  • OwnBidOrderKey
  • PL

Specified attribute modifiers such as '$' (String), '#' (Decimal) and '&' (Integer) used in Autotrader will follow the same display conventions as XTAPI RTD.

RTD values for Autospreader synthetic spreads

RTD values for Autospreader synthetic spreads

Along with contracts, you can also create RTD formulas for Autospreader synthetic spreads. This means any valid synthetic spread created in Autospreader will contain synthetic instrument attributes that can get requested using RTD functions directly in Autotrader.

If the spread is launched to the desktop, use 'TT' as the exchange ID.

If the spread is launched on an Autospreader Strategy Engine (ASE), use the server name.

Example: ASE, ASE-B, etc.

Since the same spread can get opened on the desktop and an ASE, you should reference one spread from one location so the spread will only get opened once.

Referencing stored RTD Formulas

Referencing stored RTD Formulas

A stored RTD formula in an Autotrader cell can be referenced for use in other Autotrader cells.

Example: Say the Autotrader Formula column FA in row 3 contains the following contract instrument info:


You can reference the same instrument id by entering the following formula in Autotrader Formula column FB:


This lets Autotrader update a single cell that contains the instrument contract qualifiers rather than updating multiple cells that contain the same instrument.

RTD Error Conditions

RTD Error Conditions

If an RTD formula creates an error in Autotrader, one of the following error messages appears:

Error...Displays when...

Invalid argument

A provided argument was not valid in context.

Feature not supported

An attribute is used that is not currently supported in Autotrader.

Contract Id not found

Specifying a contract ID is not valid or does not match any of the generated IDs.

Missing contract argument

A contract argument is not included in the formula.

Missing argument

An argument is not included in the formula.

Cell index out of bounds

Requesting a cell that is not within the range of the attribute.

Array type not supported

Requesting array calculation in a single cell.

X_TRADER Property Settings and RTD in Autotrader

X_TRADER Property Settings and RTD in Autotrader

All Autotrader RTD formulas will incorporate the following X_TRADER global property settings. When a global property setting that impacts RTD is modified, the change automatically updates the RTD formula in the Autotrader window.

  • Implieds on the General tab

Note: The Excel functions '-M' (disable merge) and '-I' (disable TT Implieds) will not control the X_TRADER implied settings and will be ignored.

  • Energy on the General tab