Order Book

Order upload .csv file format

Order upload .csv file format

About the order upload file

When uploading orders into TT, the .csv file must adhere to the following rules:

  • Files must be saved as plain text format.
  • The filename must use a .csv file extension.
  • Data fields must be comma delimited.
  • Spaces after commas (for readability) are allowed.

Sample .csv file

Version: 1.0
B/S, OrdQty, Exch, Contract, Price, TIF, Type, TrigPrc, DispQty, Account, ChildTIF, TriggerPriceType
B, 10, CME, ESU8, 2782.75, Day, Limit, , , 12345,
S, 25, CME, ZBU8, 141'24, GTC, Stop Limit, 142'16, , 12345,
B, 100, CME, ESU8, 2780.00, Day, Iceberg, , 3, 12345,
S, 50, NFX, TQN8, 65.50, GTC, TT Iceberg, , 10%, AB Parent, Day,
B, 100, ICE, BRN FMZ0018!, 76.24, GTC, TT If Touched, , , 12345, GTC, LTP

File structure

The .csv file can contain a maximum of 1000 order rows, as follows:

  • Row 1 contains the user-defined version number
  • Row 2 contains the header fields, as follows:
    • The row must contain columns for all fields used by any of the orders.
    • The header column names must exactly match the field names, including capitalization.
    • The field columns can be arranged in any order, but the data within a column must match the value expected by the column header.
  • Rows 3-n (up to 1003) contain the values for a single order per row.

Supported field names for all orders

All uploaded orders can use the following fields.

Field name Required? Description
Account Required

Account number associated with the transaction.

AcctType Optional Account type code that defines the trader's relationship with a clearing house (e.g. A1, P1, etc.).
B/S Required

Whether the transaction represents a Buy or Sell order

C.D.I. Optional (MiFID)

Commodity Derivative Indicator. Indication of whether the order is for hedging purposes to reduce risk.

Client Optional (MiFID)

Client. Identification of the customer (Short Code).

Contract Required

The name and contract expiry for the instrument or strategy.

The contract name must use the short-form name, such as ESZ8.

Note: Optional if InstrumentID is present.
D.E.A. Optional (MiFID)

Direct Electronic Access. Shows whether or not the order is sent from direct/sponsored access, or from another source.

Exch Required Name of the exchange.

Note: Optional if InstrumentID is present.
ExchAcct Optional Exchange Clearing Account. Account ID assigned the user by the exchange.
ExecDec Optional (MiFID)

Execution Decision. A Short Code as an indication of who or what algo submitted the order.

GiveUp Optional Give-up party identifier.
InstrumentID Optional Unique TT instrument identifier

If specified, the ID must be enclosed in single quotes ('). Also, if the InstrumentID is specified, TT will use this value instead of the Exch and Contract fields to identify the instrument.

Note: Required for Autospreader orders
InvestDec Optional (MiFID)

Investment Decision. A Short Code as an indication of who made the trading decision.

LiqProv Optional (MiFID)

Liquidity Provision. Indication of market making.

O/C Optional Type of position (open or close) you are establishing with the order.
OrdQty Required

Total order quantity

Price Required

Price of the order or fill.

Profile Optional Customer profile.
StageMsg Optional Additional execution instructions to include with staged order.
TextA Optional User-defined text string.
TextB Optional User-defined text string.
TextTT Optional User-defined text string.
TIF Required Time In Force for the order. For TT Order Types (TT Stop, TT Iceberg, etc.), the TIF must always be set to GTC.
TrdgCap Optional

Trading Capacity. Indication of a user dealing on own account, trading in a matched principal trading capacity, or trading in any other trading capacity.

TrigPrc Optional Trigger price.

Note: Required for Stop orders
Type Required Type of order associated with this transaction (e.g. Limit, Market, etc.).

Supported field names to TT Order Types

In addition to the standard order fields, you can use the following fields when uploading orders for TT Order Types. For more information about the parameters you can use for the various TT Order Types, refer to the TT Order Types Overview help topic.

Field Name Required By Description
Type All Name of the TT Order Type. Possible values (with capitalization and spaces) include:
  • TT Bracket
  • TT Iceberg
  • TT If Touched
  • TT OCO
  • TT Retry
  • TT Stop
  • TT Time Sliced
  • TT Timed
  • TT Trailing Limit
  • TT With A Tick
BracketOrderType TT Bracket Order type for the parent order
BracketSLOffset TT Bracket Number of ticks away from the Stop price to submit a Limit order
ChildTIF All Time-in-Force for the child orders
  • Day
  • GTC
DispQty TT Iceberg
TT Time Sliced
Amount of the total order quantity to disclose; includes the type of value (e.g. 100, 25%)
EndTimeAction Action to take for any unfilled balance when the End time is reached. Currently, only Cancel is supported. Do not provide a value unless EndTime is also populated.
Interval TT Time Sliced Length of each slice, in milliseconds
Trailing Whether the trigger price trails the trigger price type by some number of ticks
  • Yes
  • No
LeftoverAction TT Time Sliced How to handle any existing unfilled order quantities when it is time to send the next portion
  • Payup
  • Leave
LeftoverTicks Number of ticks to add (positive integer) or subtract (negative integer) from your Bid or Offer to determine the price of the limit order

Note: Required for TT Time Sliced orders if LeftoverAction is Payup.
LimitPrcType TT Trailing Limit Type of price to us as the base price to calculate a Payup price
  • Bid
  • Ask
  • LTP
  • Trigger
  • Same Side
  • Opposite Side

Note: Also required for TT Bracket, TT OCO and TT Stop orders when StopOrderType = Limit.
LimitTicksAway TT Trailing Limit Number of ticks away from the specified limit price to submit the order (-999 to 999)
OcoStopTriggerPrice TT OCO Price at which to trigger the Stop Market or Stop Limit order
ProfitTarget TT Bracket Initial price for the profit order in the OCO pair:
  • Price = Entry Order Fill Price + Profit target setting, if the TT Bracket order was a bid
  • Price = Entry Order Fill Price - Profit target setting, if the TT Bracket order was an offer
PayupTicks Number of ticks away from the Stop price to submit a Limit order when a Stop Limit order is triggered; cannot be populated when the main "Price" field is also populated

Note: Also required for TT Bracket, TT OCO and TT Stop orders when StopOrderType = Limit.
StopOrderType TT Bracket
TT OCO
TT Stop
Order type sent when stop order is triggered
  • Limit
  • Market
  • MLM
StopTarget TT Bracket Initial price for the stop loss order in the OCO pair:
  • Price = Entry Order Fill Price + Stop loss setting, if the TT Bracket order was a bid
  • Price = Entry Order Fill Price - Stop loss setting, if the TT Bracket order was an offer
TriggerPriceType TT If Touched
TT Stop
Type of price to trigger the order
  • Bid
  • Ask
  • LTP
  • Trigger
  • Same Side
  • Opposite Side
TriggerTicksAway Number of ticks away from the specified price to submit the child order
TriggerType How to handle the trigger price
  • Stop
  • If Touched
WATQty TT With A Tick WAT threshold quantity; if populated infers that WAT is applied to the child order; includes the type of value (actual or percent), such as 50, 50%
TriggerQty TT Stop Quantity of the secondary trigger condition based on the executed quantity (if LTP) or the quantity on the Bid or the Ask. You can includes a comparison operator and the type of value, such as <=50 , >=15%.
ResetTrigger TT Stop Whether to reset the trade quantity counter back to zero, if the inside market backs away from the trigger price
RetryCount TT Retry Number of times to send a rejected order (0-32,000)
RetryInterval TT Retry Number of milliseconds between retry attempts (0-100,000)
StartTime Time to start working the order (HH:MM:SS in the exchange timezone)
EndTime Time to stop working the order (HH:MM:SS in the exchange timezone)

Note: If you omit a time, the order will work until the market closes (GTC).
ExcludeImplieds Whether or not to consider implieds when evaluating a price trigger
  • Yes
  • No