Market Grid

Market Grid

Market Grid Reference

Available settings

These settings affect only the selected Market Grid widget. To update the default settings with these value for newly-opened Market Grid widgets, or to expose an option to apply them to existing opened widgets, click Save as default.

  • Colors: Allows you to customize or change the cell and column colors available in the widget.
  • Depth increment: Set the number of additional depth levels to show or hide when displaying market depth for an instrument.
  • Color rows by years: Enable this setting to highlight the contracts that expire within a year.
  • Highlight price cells in update: Enable this setting to highlight a price cell every time it updates.
  • Only show direct prices — When this setting is checked (enabled), implied prices are filtered out and only direct prices are shown, and implied bid and ask quantities are not included in the best bid and ask quantities. When unchecked (disabled), best bid and ask prices and quantities include both direct and implied values.
  • Show tabs: Sets whether to show tabs at the bottom of the widget.
  • Set Market Grid columns: Select the columns you want shown in the Market Grid.

Market Grid column descriptions

Column Description
% Chg

The percent difference between the last traded price and the previous session's settlement price.

ADelta

Delta calculated using the best Ask price.

AGamma

Gamma calculated using the best Ask price.

AIV

Implied volatility calculated using the best Ask price.

ARho

Rho calculated using the best Ask price.

ATheta

Theta calculated using the best Ask price.

AVega

Vega calculated using the best Ask price.

Ask

The best market ask price.

AskCnt

Shows the number of orders comprising the total ask quantity at a price level.

AskQty

The total quantity working at the ask.

BDelta

Delta calculated using the best Bid price.

BGamma

Gamma calculated using the best Bid price.

BIV

Implied volatility calculated using the best Bid price.

BRho

Rho calculated using the best Bid price.

BTheta

Theta calculated using the best Bid price.

BVega

Vega calculated using the best Bid price.

Bid

The best market bid price. Click the value open an order ticket.

BidCnt

Shows the number of orders comprising the total bid quantity at a price level.

BidQty

The total quantity working at the bid.

Close

The closing price for the session.

Contract

The name and contract expiry for the instrument or strategy.

Delta

Call delta calculated using "user volatility" if it is provided by the user, or "fit volatility" if it is not.

Description

The full name of the product for each contract.

Exch

Name of the exchange. Note: For parent TT order type orders, an asterisk "*" is appended to the exchange name in this column (e.g., CME *) to indicate the intended destination of the submitted parent order. No asterisk appears in the Exch column for the related child orders sent to the exchange.

ExpDate

The date that the Call or Put Option expires. If an option to buy or sell the underlying is exercised, it must be exercised on the expiration date or anytime prior to the expiration date depending on the type of contract.

Gamma

Shows the change in delta per change in the underlying.

IV

Implied volatility value. Implied volatilities are calculated using the midpoint of bid and ask prices.

ImpAskQty

The implied ask quantity.

ImpBidQty

The implied bid quantity. For aggregated instruments, the implied bid quantity of each outright is displayed, and the sum of the implied bid quantities from each outright is displayed for the aggregated instrument.

IndOpen

Indicative open price. Shows the pre-open indicative price or theoretical open price received from the exchange.

IndSettle

Indicative settle representing the last settlement price received from the exchange

Last

The last traded price.

LastQty

Last traded quantity.

Low

The low price for the session.

NetChg

The net change in the contract price for the trading session.

Open

The opening price for the session.

Pos

Net open position in an instrument.

Settle

The settlement price from the previous session.

Status

The status of the contract (e.g., Pre-Open, Open, Clsd, Auction).

Theta

Shows the change in options value per change in time. Also known as time decay.

Time

Local time at your location where you are viewing and trading contracts in the Market Grid.

Vega

Shows the change in options value per change in volatility.

Vol

The total traded quantity for the session.

WrkBuys

The total quantity of working buy orders for an instrument. If market depth is displayed, the working quantities are displayed for each price.

WrkSells

The total number of working orders at the ask price. At the best ask price, the total number of working sell orders for all levels of depth is also displayed.