- Introduction To X_TRADER®
- TT Login
- Workspace Management
- Control Panel Icon And Menu Descriptions
- Trading And The Market Explorer
Trading And The Market Window
- Introduction to the Market Window
- Order Pane
- Submitting an Order using the Order Pane
- Launching an OTA from the Order Pane
- Selecting an Order Gatewayor Broker in the Market Window
- Applying Routing Rules in the Market Window
- Confirming Your Order in the Market Window
- Customizing the Quantity Buttons
- Order Pane Field Descriptions
- Algo Order Pane Field Descriptions
- Order Pane Context Menu
- Market Grid in the Market Window
- Using the Instrument Explorer in the Market Grid
- Market Grid Pane Field Descriptions
- Generating an RTD Formula
- Highlighting in the Market Grid
- Viewing Price Trend Indicators in the Market Grid
- Viewing Live-Only Contracts
- Viewing your Estimated Position In Queue
- Cloning Contract Rows
- Trading Eurodollar Options
- Launching an Algo in the Market Grid
- Market Grid Context Menu
- Viewing Market Depth
- RFQ Overview
- RFQ MiFID II
- Calculating Implieds
- Calculating Implied Ins
- Calculating Implied Outs
- Calculating Implied Quantities
- Calculating Implieds From Implieds
- Implied Functionality by Market
- Setting Implieds
- Viewing Implieds
- Managing Links
- Keyboard Trading in the Market Window
Trading And MD Trader
- Introduction to MD Trader
- MD Trader Field Descriptions
- Using the Instrument Explorer in MD Trader
- MDTrader - Order Entry
- MD Trader - Order Management
- MD Trader and Managing Links
- MD Trader - Displaying Market Data
- MD Trader - Configuration
- Using the MD Trader Context Menu
- Keyboard Trading in MD Trader
Orders And Fills Window
- Introduction to the Orders and Fills Window
- Order Modification Pane
- Order Toolbar
- Orders Pane
- Performing Order Status Inquiries
- Deleting an Order
- Canceling and Replacing an Order
- Holding Orders
- Pausing Synthetic Orders
- Changing Trigger Price Orders
- Recognizing Orders in an Unknown State
- Modifying Running Algo Variables
- Launching an OMA
- Keyboard Functions
- Fills Pane
- Adding a Manual Fill
- Deleting a Manual Fill
- Confirming Fills
- Changing Fill Account Information
- Start of Day Fills
- Fills Alert Dialog Box
- Using the Fills Pane Context Menu
- Fills Pane Column Descriptions
- Summary Pane
- Displaying Profit and Loss
- Position and Summary Pane Grouping
- Using the Summary Pane Context Menu
- Summary Pane Column Descriptions
- Introduction to the Position Window
- Position Pane
- Displaying Profit and Loss in the Position Pane
- Position Pane Context Menu
- Calculating Profit and Loss
- Orders and Fills Pane Context Menu
- Understanding Credit and Margin
- Position Pane Grouping
- Position Pane Column Descriptions
- Orders and Fills Pane
- Order Status Inquiries
- Deleting an Order from the Position Window
- Confirming Fill Orders in the Position Window
- Holding Orders in the Position Window
- Pausing Synthetic Orders in the Position Window
- Recognizing Orders in the Unknown State
- Orders and Fills Pane Column Descriptions
- Keyboard Functions and the Position Window
- Order Passing
- Quote Board
- Depth Window
- Introduction to the Spread Matrix
- Launching the Spread Matrix
- Navigating the Spread Matrix
- Customizing the Spread Matrix
- Displaying the Butterfly-Condor Matrix
- Butterfly Condor Matrix Overview
- Trading with the Spread Matrix
- Spread Matrix Calculations
- Butterfly Matrix Calculations
- Spread Matrix Context Menu
- Creating Strategies
- Audit Trail
- Floating Windows Overview
- Floating Order Book Overview
- Using the Floating Order Book
- Managing Algos in the Floating Order Book
- Keyboard Trading in the Floating Order Book
- Floating Order Book Column Descriptions
- Floating Depth Window
- Floating Net Position Window
- Using Floating Order Entry
- Using Multiple Floating Order Entry Windows
- Trading with the Order Bar
- Launching via the Net Position Field
- Seeding the Floating Order Entry
- X_TRADER Order Types
- Cross Orders
- Triggered Orders
- Iceberg Orders
- If Touched
- Triggered If Touched Orders
- Triggered Stop Orders
- Limits on Market Orders
- Machine Gun
- Market On Auction (MOA)
- Market On Close (MOC)
- Market On Open (MOO)
- Minimum Volume
- Submitting a Mutual Offset Order
- On Behalf Of Orders
- Order Cancels Order
- Duration Orders
- Time Sliced Orders
- Timed Orders
- Trailing If Touched Orders
- Trailing Limit Orders
- Trailing Stop Orders
- Volume Duration
- Volume Sliced Orders
- Best Limit
- Managing Saved Orders
- Saved Orders MiFID II
- Synthetic Orders on X_TRADER
- Introduction to Staged Orders
- Staged Order Creation
- Entering Related Child Orders
- Staged Order Management
- Staged Order Ownership
- Permissions and Risk
- Staged Orders Properties
- Introduction to Wholesale Trading
- SupportedTypes of Wholesale Trades
- Wholesale Orders MiFID II
- BVMF Cross Trades
- CME Cross Trades
- Eurex Wholesale Trades
- GMEX Wholesale Trades
- HKEx Wholesale Trades
- ICE Wholesale Trades
- LSE Cross and Committed Trades
- MX Cross and Committed Trades
- MEFF Cross Trades
- NYSE Liffe Wholesale Trades
- Euronext Wholesale Trades
- NYSE Liffe U.S. Wholesale Trades
- OSE J-NET Trades
- SFE Block Trades
- SGX Trade Reporting: One Sided Trades
- TFX Block Trades
Automated Trading Windows
- Automated Trading Overview
- Introduction to the Algo Dashboard
- Deploying Algos
- Algo Order Management
- Sharing Algos in the Algo Explorer Pane
- Renaming Algos in the Algo Explorer Pane
- Deleting Algos in the Algo Explorer Pane
- Launching Algos in the Algo Variable Pane
- Updating Algos in the Algo Explorer Pane
- Setting Favorite Algos in the Algo Explorer Pane
- Managing Algo Templates
- Algo Behavior at Market Close
- Algo Behavior When the Algo SE Server is Restarted
- Algo Variable Pane
- Algo Explorer Pane
- Algo Orders Pane
- Algos Dialog Box
- Algo Dashboard Column Descriptions
- Algo Orders Pane Context Menu
- Algo Explorer Pane Context Menus
- Order Management
- Order Book
Parent Order Book
- Introduction to the Parent Order Book
- Parent Order Book Toolbar Field Descriptions
- Managing Autospreader Orders in the Parent Order Book
- Managing Staged Orders in the Parent Order Book
- Managing Synthetic Orders in the Parent Order Book
- Managing Algo Orders in the Parent Order Book
- Viewing Child Orders
- Parent Order Book Context Menus
- Algo Variable Pane in the Parent Order Book
- Introduction to the Fill Window
- Fill Window Fills Pane
- Fill Window Fills Pane Column Descriptions
- Fill Window Fills Pane Context Menu
- Fill Window and Start of Day Fills
- Managing Manual Fills in the Fill Window
- Changing Fill Account Information in the Fill Window
- Fill Window Position Pane
- Displaying Profit and Loss in the Fill Pane
- Fill Window Position Pane Column Descriptions
- Analytic Windows
- Alerts Manager
- Time And Sales
- Settings And Global Properties
- Introduction to the Customer Defaults
- Creating a Customer Defaults Profile
- Changing a Customer Defaults Profile
- Deleting a Customer Defaults Profile
- Setting Customer Defaults to Read-Only
- Sharing your Customer Defaults Profile
- Using the Customer List
- Customer Defaults for MiFID II
- Algo Defaults for MiFID II
- Customer Defaults Dialog Box Field Descriptions
- Order Defaults
- Risk Parameters
- Routing Rules
- Login Gateway
- Global Properties
- TT Minimizer
- Screen Configuration
- Customizing Fonts
- Filtering And Sorting Data
- Formatting Grids
- Resizing And Printing Windows
- Tabbed Windows
Audit Trail Column Descriptions
You are viewing X_TRADER Version 7.17 and higher. For earlier versions, click here
Columns can be hidden and shown on the screen while you view the Audit Trail. You can also set which columns are automatically visible every time you access the Audit Trail on the Audit Trail tab on the Properties menu.
The time your workstation receives the message.
The TT gateway sending the message.
An asterisk immediately before the gateway ID identifies the intended destination of a synthetic order currently working in the synthetic engine.
|Alias||Displays an administrator-defined name for multiple Member-Group-Trader (MGT)
connections for a single, logged-in Username. The alias name is
defined in TT User Setup, and provides you with a way to differentiate
between the multiple connections to the same TT Gateway.|
When X_TRADER detects a duplicate session for a Username, the name or numerical value is displayed in the Alias column. The numerical value is auto-generated by TT User Setup. If no alias name is configured in TT User Setup, the numerical value is also displayed in parenthesis.
The broker ID that is associated with the order.
Note: This column is only available when running X_TRADER in multi-broker mode.
The company ID that is associated with the order.
Note: This column is only available when running X_TRADER in multi-broker mode.
The description of the message sent by the Gateway.
Examples: OK, Err (error), Accept, Info, Alert, Warn (Warning)
The described event.
The result of the event.
Examples: Add, Change, Delete, Fill, Partial Fill, Hold, Submit
Buy or Sell in reference to an order.
Indicates the type of position you are establishing with the order (Open/Close).
Call or Put in reference to an order.
The quantity in an order.
The traded product’s exchange symbol.
Examples: FGBL, ODAX
The month and year of expiration for the contract.
The exercise price of option.
The limit price of a contract.
Values enclosed in brackets identify positive and negative offsets.
Examples: [+5] or [-1]
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).
The time the order is in force.
Examples: FOK, GIS, GTC, GTD, IOC, On Close, On Open
The modifier applied to the order.
Example: Stop, If Touched, Trailing Stop, Trailing IT, Trailing Limit, Machine Gun
The trigger price of a contract. This field applies to all Trigger orders, not just Stops.
The type of price used to evaluate the trigger.
Examples: LTP, Bid, Ask, Same Side. Opposite Side
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.
Number of ticks from the trigger price your order will trail. Ticks Away is always a positive value as it is evaluated based on the Buy/Sell direction of the order.
Note: This field only applies to trailing orders.
The method used to break up an order (Iceberg, Time Sliced, Volume Sliced).
The disclosed quantity or percentage (%) of total goal quantity viewable to the market; entries without the % character are interpreted as a fixed quantity (Iceberg, Time Sliced, Volume Sliced).
Percentage to vary each disclosed order portion of a slicer order.
Total time or traded volume required to achieve the total goal quantity.
The interval applied to an order:
The number of times to resubmit a rejected order until it is accepted (Machine Gun orders only).
How to handle the balance of sliced order before placing the next disclosed order portion:
Note: You can set the Payup and Market actions to execute half way through the life of the sliced order.
The executed quantity of the order.
The working quantity of the order.
The canceled quantity of an order when using the Cancel/Replace function.
The quantity of spread units in a legged state.
The quantity of spread units in a pending state.
The undisclosed quantity for advanced orders (Iceberg, Time Sliced, Volume Sliced).
The back office account number or name as indicated in the Customer Default profile.
|Your clearing account number or name that is populated by the order routing TT Gateway as a Risk Account and checked for product, margin, and credit limits.|
Exchange member ID.
Risk manager direct user’s trader ID.
Example: Broker's Group ID = PROD
Risk manager direct user’s trader ID.
Example: Broker's Trade ID = 001
Your Universal Login ID.
The exchange credentials provided by the gateway for orders and fills.
Trader’s or risk manager’s proxy member ID.
Example: Broker’s client = TTORD
Trader’s or risk manager’s proxy group ID.
Example: Broker’s client = SIM
Trader’s or risk manager’s proxy trader ID.
Example: Broker’s client = 123
The account type as indicated in the Customer Default profile.
Examples: Agent, Market Maker, Principal, Give-up
The member for whom a separate party completes a transaction. Used for give-up trade accounts.
The Counter Party information for orders and fills if the data is available.
The time the message is received/sent by the Exchange Trading Host. The time may be shown in the time zone where the exchange is located.
The date the Trading Host received/sent the message.
The time the action was sent from the workstation to the Gateway.
Where the order comes from.
Examples: 0: Normal OS, 1: Autospreader, 2: Autotrader, 3: API (XTAPI), 4: Ext Source (Exchange), 8: TT_TRADER.
The time the action was processed by the Gateway.
Designates whether the order was filled passively or aggressively. This notation allows for a correct P&L calculation.
Indicates who claimed a staged order.
The order number assigned by the Exchange.
TT Order Key
A TT generated unique number used to track orders in the Order Book.
A unique number used to identify the algo from which the order originated.
A unique number used to identify the parent order.
The kind of link identifying the relationship between orders.
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).
The name of the synthetic server.
The IP Address of the workstation.
FFT2 & FFT3
Free Form Text Field 2 and 3. Values for annotation purposes by you or back office (sub-account).
A custom identifier used for customer reference within X_TRADER.
A custom identifier used for order reference within X_TRADER.
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.
The date the order was submitted from your workstation. This field is only populated for orders that are submitted for a later time.
The time the order will stop working, formatted as HH:MM:SS.
The date the order will stop working, formatted as DD.MM.YY.
The action taken when an order's end time is reached, either:
The transaction ID for fills. Used to identify the order.
Used for diagnosing Fill session rollovers, SOD's and settlements.
The TT Username of the user responsible for a working order. If present, the Monitoring Username is sent to the exchange to identify the trader or broker submitting the order action.
|The timestamp for when an exchange message acknowledgement is sent to X_TRADER.|