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Page History: Fills Window

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Page Revision: 2019/09/26 09:45


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  1. Previous Day Fills by Trade Date
  2. - Shows filled and partially filled orders from previous trade dates and excludes any fills from the current trade date. The formatting and breakdown follows the same structure as the “All” tab.
    Current Day Fills
    -Shows filled and partially filled orders from the current trade date and excludes any fills from the previous trade date. The formatting and breakdown follows the same structure as the “All” tab.
    Current Day Fills No Pit Trades
    -Shows filled and partially filled orders from the current trade date and excludes any fills from the previous trade date and any “pit trades,” or manual fills. The formatting and breakdown follows the same structure as the “All” tab.
  3. Order Fills by Price
  4. - Shows all filled and partially filled orders separately by unique price. Each section will have a header describing the order as a whole (market, side, quantity, average fill price, status, and order type) with a line beneath each header describing the unique price for that portion of the filled order. For example, an order to sell 10 contracts that is filled at 4 different prices will have 4 separate sections.
    Order Fills and Leg Fills by Price
    - Shows all filled and partially filled orders by spread price and leg price. Each order has a header that describes the order’s market, side, quantity, average fill price, status, and order type. Beneath the header is a set of rows for each unique price of the filled order as well as each unique leg price in the case of a spread. For example, if a calendar spread is filled at 1 price but different leg prices are used, each unique leg price and the one spread price will have their own rows.
  5. Position Fills by Price
  6. - Shows each market’s filled and partially filled orders by price. Each market, i.e. Dec Crude Oil, has a header that describes the position’s market, net, average fill price, average buy price, and average sell price. Beneath the header is a set of rows for each unique fill price in that market.
    Position Fills and Leg Fills by Price
    - Shows each market’s filled and partially filled orders by spread price and leg price. Each market, i.e. Dec Crude Oil, has a header that describes the position’s market, net, average fill price, average buy price, and average sell price. Beneath the header is a set of rows for each unique fill price and leg fill price in that market.
  7. TradeSniper Fills
  8. - Shows all filled and partially filled orders generated by the TradeSniper.

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