When uploading orders into TT, the .csv file must adhere to the following rules:
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
The .csv file can contain a maximum of 1000 order rows, as follows:
All uploaded orders can use the following fields.
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.).|
Whether the transaction represents a Buy or Sell order
Commodity Derivative Indicator. Indication of whether the order is for hedging purposes to reduce risk.
Client. Identification of the customer (Short Code).
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.
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.|
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|
Investment Decision. A Short Code as an indication of who made the trading decision.
Liquidity Provision. Indication of market making.
|O/C||Optional||Type of position (open or close) you are establishing with the order.|
Total order quantity
Price of the order or fill.
|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.|
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.).|
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|
Name of the TT Order Type. Possible values (with capitalization and spaces) include:
|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|
Time-in-Force for the child orders
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|
Whether the trigger price trails the trigger price type by some number of ticks
|LeftoverAction||TT Time Sliced||
How to handle any existing unfilled order quantities when it is time to send the next portion
|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
|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|
Initial price for the profit order in the OCO pair:
|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.|
Order type sent when stop order is triggered
Initial price for the stop loss order in the OCO pair:
TT If Touched
Type of price to trigger the order
|TriggerTicksAway||Number of ticks away from the specified price to submit the child order|
How to handle the trigger price
|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).|
Whether or not to consider implieds when evaluating a price trigger