Page History: Columns
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Page Revision: 2016/10/05 15:47
By default the most common columns are visible in a new Order Book. Many more columns are available and can be added in the Order Book Properties, Columns Tab.
- Account Account number for the order
- Account Name Name of the account for the order.
- Buy/Sell Whether or not the order is a buy or a sell.
- Contract ID The exchange symbol for the contract
- Exchange ID The exchange identifier.
- Fills Orders can be filled at multiple prices. Fill volumes and prices are displayed in a single comma separated list. For example a 5 lot order filled completely at two different prices “3@12345, 2@12346. This tells you that three of the five filled at 12345 and two filled at 12346.
- Firm The firm the account is associated with.
- Limit Price The limit price of the order. For market orders this will be empty.
- Market The market for the order.
- Order Type A description of the type of order submitted. Many orders will have combinations of the following types. For example a Stop Limit order submitted as part of an OCO will be “S:12345, L:12345, OCO”. The following are a list of some examples of what can appear in the Order Type column.
L: Limit Price - The order will trade at the limit price or better.
S: Stop Trigger Price - The price displayed is the stop order’s trigger price.
SSL: Stop Same Limit - The price displayed is the stop order’s trigger and limit price.
P: Pit Price - Pit Trade. Only available if you have been given permission to trade pit trades.
Overnight Position - If you have Overnight Position Rollover enabled then any positions rolled into a new trading day will have this order type.
OCO - Order Cancels Order. Two orders are linked so that if one trades the other is pulled.
AutoOCO - Auto Order Cancels Order. A trigger order is entered surrounded by an OCO on the opposite side of the market.
- Status Status is going to give you the best understanding of what is happening or has happened to your order. A few examples are listed below.
L: Sent - The order has been sent to the market.
Working - The order is working in the market.
Canceled - The order has been canceled and can no longer be traded against.
Completed Filled - The order has been filled to completion. A position has been opened or closed.
Rejected, Max Clip Size Exceeded - Risk management has rejected your order because you attempted to submit an order with a volume larger than you are allowed to submit.
- Submit Time The T4 Server order submission time.
- Time T4 Server time of the last change to the order. View changes in the Order Details.
- Time Type Describes any time constraints on the order. Setting Time Types can be done only with the Order Ticket.
L: Normal - The order will remain working until it is filled, cancelled or the end of the trading day.
Immediate and Cancel - The order will fill what it can immediately and cancel the rest.
Complete Volume - The order will fill its total volume immediately or it will be cancelled.
Market On Open - Market on open orders can only be submitted during pre-open and will either fill at the exchange determined opening price, or be converted to a normal limit order at that opening price.
- Trade Date The trade date of the order. This date corresponds with the exchange’s trading days. This does not always correspond to the calendar day as different contracts at different exchanges start trading ‘tomorrow’ at different times ‘today’. For example, CME’s Mini-Dow contract starts trading for a given trade date at 3:30pm CST the evening before.
- User Name The name of the user that submitted or last changed the order. This is useful when multiple users are setup to trade the same accounts.
- Volume Displays the number of fills out of the total volume. For example “4 / 25” means that you have filled 4 lots out of a 25 lot order.
Advanced
- Account Code Whether or not the order is a give-up or not. Clearing details are set by your Administrator.
- Account ID Unique ID for each account.
- Account Server The T4 server handling the account.
- Activation Indicates if an order was an activation order.
- App Name The Application that last entered or modified the order. Useful when 3rd party applications or automated trading tools are being used.
- ATS Regulatory ID Displays the Automated Trading System ID. (This woudl be configured in the market data setup when picking the type of user.)
- Authorized Trader ID Displays the ICE On Behalf CompID. This is Tag 115.
- Avg Fill Price The average fill price is calculated using the FIFO matched open fill only.
- Billilng Fee Indicates membership status for exchange billing
- Change A description of the last change to the order.
- Check 1 Using check column to save orders
- Check 2 Another option for saving orders
- Controlled By Lets you know if the order was serverside or cllientside.
- CTI Customer type indicator. Clearing details are set by your Administrator.
- Current Max Show Displays max show volume for the iceberg order.
- Current Volume The current volume of the order.
- Customer Reference Free text field passed to clearing from the exchange. Clearing details are set by your Administrator.
- Exchange Login ID An ID set by your Administrator that distinguishes you as a user to the exchange.
- Exchange Order ID The ID assigned to the order by the exchange.
- Exchange Order Ref Displays session ID’s, user ID’s andorder ID’s
- Exchange Server The T4 server handling the order.
- Exchange Time The exchange time stamp for the order. If this information is unavailable a T4 Server timestamp will be used.
- Exchange Login ID The exchange executing login ID set by your Administrator.
- Execution Account Displays the account number that is sent to the exchange.
- Expiry Date Date the contract expires.
- Fill Volume The amount of the orders volume that has been filled.
- Hosted At Displays where the order is held at. Will be either Exchange, Client, or Server.
- Last Trading Date Last trading day for the contract.
- Member Allocation The new limit price during a limit price revision.
- New Limit Price Whether or not the order is a give-up or not. Clearing details are set by your Administrator.
- New Max Show If iceberg is revised new show volume is displayed.
- New Max Show Price The new price of the Max Show during a price revision.
- New Volume The new volume during a volume revision.
- Omnibus Account Displays omnibus account if utilized.
- Open/Close Whether the order is opening or closing interest in a market.
- Order Link The T4 order ID of another order to which the current order is linked. For example OCO’s are linked to each other so each will list the others T4 unique order ID.
- Order Status Current status of order like working, filled or finished.
- Orders Linked The Unique ID of the order.
- Order Source Displays the source of the order. Example the trade was entered on a trading ladder or Quote Board.
- Order Source Method Displays how the order was submitted. Example if you used the order ticket or price prompt to submit the order.
- Origin Clearing origin of the trade. Clearing details are set by your Administrator.
- Price Type Limit - The order will trade at the specified price or better.
Market - Once triggered the order will fill at the best available price.
Stop Limit - A stop order that is submitted with a stop trigger price as well as a limit price. When the order is triggered it will behave as a limit order at the specified limit price.
Stop Market - A stop order that is submitted with only a stop trigger price. When the order is triggered it will behave as a market order.
Stop Same Limit - A stop order that is submitted with a stop trigger price and a limit price of the same value. When the order is triggered it will behave as a limit order at the specified limit price.
Market If Touched - Behaves like a limit order with except that when it trades it turns into a market order. This means that some of the fills can be at a worse price then what was entered.
Hit - Hit the market. Submit a limit order at the best price of the opposite side of the market in an attempt to fill instantly.
Join - Join the market. Submit a limit order at the best price of the same side of the market.
Pit - The order is a pit trade and was not submitted to an exchange.Overnight Position - If Overnight Positions have been enabled by your Administrator orders rolled into a new trading day will have this price type.
- Response Pending Whether or not a submission, revision, or cancellation is in progress for the order.
- Risk Account Filters out any acct overide and only displays the Acct number that is being risked.
- SMP ID Displays the exchages Self Match Prevention ID.(You need to contact your clearing firm to get this setup)
- Status Detail Generally contains error messages from the exchange for the order.
- Stop Price Trigger price of a stop order.
- Submit Date The date the order was submitted.
- Submit Time Full Will display the date, time and year the order was submitted.
- Tag Free text field for the order.
- Tag 1Free text field for the order.
- Tag 2Free text field for the order.
- Tag3 Free text field for the order.
- Tag Relation ID Displays the unique Alphanumeric identifier of strategies created using the TradeSniper.
- Trader Allocation CME clearing details. Clearing details are set by your Administrator.
- Trail Distance Number of tics the order is trailing the market.
- Unique ID The ID assigned to the order by the exchange.
- User Address The IP address of the user that submitted or last changed the order.
- User Server The user is connected to this server.
- Working Volume The volume that is still working in the market.