- 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
Orders and 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 Orders and Fills window.
Note: You can set the default columns that appear using the Properties menu.
Shows details of the order in a ticket format.
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.
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).
The average price of the fill.
The broker ID that is associated with the order.
Note: This column is only available when running X_TRADER in multi-broker mode.
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.
Cancels the order.
Clearing member. Designates a member firm of a clearing house through which trades settle.
Your counter party on the trade.
The company ID that is associated with the order.
Note: This column is only available when running X_TRADER in multi-broker mode.
The confirmed group ID.
The confirmed member ID.
The confirmed trader ID.
The username that confirmed the fill, as recorded by the Fill server, using the Confirm Fill(s) option on the context menu.
The date at which you confirmed the fill, as recorded by the Fill server, using the Confirm Fill(s) option on the context menu
The time at which you confirmed the fill, as recorded by the Fill server, using the Confirm Fill(s) option on the context menu.
The confirmed IP address.
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.
The currency used in the trade.
Example: USD = United States Dollar
The date the trading host received/sent the message.
Risk manager direct user’s trader ID.
Example: Broker's Group ID = PROD
Exchange member ID.
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.
Risk manager direct user’s trader ID.
Example: Broker's Trade ID = 001
Exp Date / Expiry
The expiration month and year formatted as DDMMMYY.
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.
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.
The quantity filled in the order.
GU / Give Up
The member for whom a separate party completes a transaction. Used for give-up trade accounts.
The IP Address of the workstation the order was placed on.
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 modifier applied to the order.
Example: Stop, If Touched, Trailing Stop, Trailing IT, Trailing Limit, Machine Gun
|Indicates the trader who is responsible for a working order. This column is not visible by default.|
Indicates the type of position you are establishing with the order.
In the Fill window:
The date the order was placed at your workstation.
|Order GW||The TT gateway associated with the order.|
The order number assigned by the exchange.
The total order quantity.
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.
The time the order was processed according to your workstation.
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).
Indicates the trader who claimed a staged order in the Position and Orders and Fills Window.
Designates whether the order was filled passively or aggressively. This notation allows for a correct P/L calculation.
A unique number indicating two orders are linked.
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.
The traded product’s exchange symbol.
Example: FGBL, ODAX
Note: For algo orders the Orders and Fills Window displays the algo name.
Product Type / Prod Type
The type of product in the order.
Example: Future, Future Spread, Option
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.|
The name of the synthetic server.
Where the order comes from.
Examples: 0: Normal OS, 1: Autospreader, 2: Autotrader, 3: API (XTAPI), 4: Ext Source (Exchange), 8: TT_TRADER.
The state of the order or synthetic order as follows:
The exercise price of an option.
The time the order is in force.
Examples: FOK, GIS, GTC, GTD, IOC, On Close, On Open
TT Order Key
A TT generated unique number used to track orders.
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.
The time the action processed by the TT Gateway.
The time the action was sent from the workstation to the Gateway.
The transaction ID for fills. Used to identify the order.
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
Trader’s or risk manager’s proxy member ID.
Example: Broker’s client = TTORD
Undisclosed Quantity (or Und Qty)
The undisclosed (or concealed) quantity for advanced orders (Iceberg, Time Sliced, Volume Sliced, Time Duration, Volume Duration, and Stops).
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.
The Exchange Credentials assigned to the Username.
Displays the threshold quantity of all WAT orders.
The working quantity of the order.
The time your workstation receives the fill.