Excel integration with TT

Excel integration with TT

Excel RTD properties

The TT RTD Server supports two types of properties you can retrieve from TT:

Type 1 properties

TT RTD Server supports the following type 1 properties. If you specify the name of the property in the formula, you must enclose it in quotes.

Property Description
Ask / Ask# The best market ask price in TT display format / points
AskQty The total quantity at the best ask
Bid / Bid# The best market bid price in TT display format / points
BidQty The total quantity at the best bid
Change / Change# The net change in the contract price for the trading session in TT display format / points
Close / Close# The closing price for the session in TT display format / points
Contract The name of the contract as it appears in the Trade application
CTQ The cumulative traded quantity that occurred at the last price since its value changed
Currency ISO currency code associated with the instrument
CurrencyId The ID of the currency code
High / High# The high price for the session in TT display format / points
IAskQty The portion of the AskQty that is implied
IBidQty The portion of the BidQty that is implied
IndSettle / IndSettle# The last settlement price received from the exchange in TT display format / points
Last / Last# The last traded price in TT display format / points
LastQty Quantity of the most-recent trade
LastSide The side that crossed the market
Low / Low# The low price for the session in TT display format / points
MinPriceIncrement Minimum trade-able increment for the specified instrument
Open / Open# The opening price for the session in TT display format / points
Settle / Settle# The settlement price from the previous session in TT display format / points
TTQ The total traded quantity for the session
Note: The following properties are available only for options contracts.
AskImpliedDelta Option Delta from the ask implied volatility
AskImpliedGamma Option Gamma from the ask implied volatility
AskImpliedRho Option Rho from the ask implied volatility
AskImpliedTheo / AskImpliedTheo# Option theoretical value implied from the market ask in TT display format / unformatted
AskImpliedTheta Option Theta from the ask implied volatility
AskImpliedVega Option Vega from the ask implied volatility
AskImpliedVolatility Option implied volatility from the market ask
AutofitDelta Option Delta from the autofit curve
AutofitGamma Option Gamma from the autofit curve
AutofitRho Option Rho from the auofit curve
AutofitTheo / AutofitTheo# Option theoretical value from the autofit curve
AutofitTheta Option Theta from the autofit curve
AutofitVega Option Vega from the autofit curve
AutofitVolatility Option volatility from the autofit curve
BidImpliedDelta Option Delta from the bid implied volatility
BidImpliedGamma Option Gamma from the bid implied volatility
BidImpliedRho Option Rho from the bid implied volatility
BidImpliedTheo / BidImpliedTheo# Option theoretical value implied from the market bid in TT display format / unformatted
BidImpliedTheta Option Theta from the bid implied volatility
BidImpliedVega Option Vega from the bid implied volatility
BidImpliedVolatility Option implied volatility from the market bid
MidImpliedDelta Option Delta from the mid implied volatility
MidImpliedGamma Option Gamma from the mid implied volatility
MidImpliedRho Option Rho from the mid implied volatility
MidImpliedTheo / MidImpliedTheo# Option theoretical value implied from the mid market in TT display format / unformatted
MidImpliedTheta Option Theta from the mid implied volatility
MidImpliedVega Option Vega from the mid implied volatility
MidImpliedVolatility Option implied volatility from the mid market
OptionType Call/Put
SettlementDelta Option Delta from the settlement curve
SettlementGamma Option Gamma from the settlement curve
SettlementRho Option Rho from the settlement curve
SettlementTheo / SettlementTheo# Option theoretical value from the settlement curve in TT display format / unformatted
SettlementTheta Option Theta from the settlement curve
SettlementVega Option Vega from the settlement curve
SettlementVolatility Option volatility from the settlement curve
Strike Option strike price
UserCurveDelta Option Delta from the user curve
UserCurveGamma Option Gamma from the user curve
UserCurveRho Option Rho from the user curve
UserCurveTheo / UserCurveTheo# Option theoretical value from the user curve in TT display format / unformatted
UserCurveTheta Option Theta from the user curve
UserCurveVega Option Vega from the user curve
UserCurveVolatility Option volatility from the user curve

Type 2 properties

TT RTD Server supports the following filterable type 2 properties:

Property Description
AvgBuyPrice#

Average price of all buys in points

You must specify at least one Account filter.

AvgOpenPrice#

Average price of open position in points

You must specify at least one Account filter.

AvgSellPrice#

Average price of all sells in points

You must specify at least one Account filter.

BuyQty Total number of contracts bought
NetPos Current net position (BuyQty - SellQty)
SellQty Total number of contract sold
SodPrice# Price of a start-of-day record in points
SodQty Quantity of a start-of-day record