Page History: Columns
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Page Revision: 2011/08/09 11:27
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.
Default Columns¶
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| 1 | Submit Time | The T4 Server order submission time. |
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| 2 | Market | The market for the order |
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| 3 | Buy/Sell | Whether or not the order is a buy or a sell. |
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| 4 | 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. |
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| 5 | 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. |
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| 6 | 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. |
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| 7 | Stop Price | The trigger price of a stop order. A stop order becomes a market or limit order when the market trades through the stop trigger price. |
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Other Columns¶
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| Activation | Ability to create activation orders from the order ticket. |
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| Max Show | Creates icebergs from the order ticket. |
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| Open/Close | Whether this order is opening or closing interest in the market. |
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| Order Link | Indicates that this order is part of another order, either an OCO, or AutoOCO. |
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| Time Type | Defines the lifetime of the order:
Complete Volume - The order will either be completely filled immediately following submission or it will be cancelled by the exchange.
Complete Volume - The order will either be completely filled immediately following submission or it will be cancelled by the exchange.
Market On Open - These orders can only be submitted during pre-open and will either be filled at the exchange determined opening price, or will be converted to a limit order at that opening price.
Normal - Default. The order is left working until it either fills, is cancelled or the trading day ends. |
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| Trailing Ticks | If the order is a trailing order this will be the number of ticks (minimum price movements) at which the order is trailing the current market. |
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