MD Trader lets you add laser lines to the price ladder that provide visual cues for prices you consider important. When you paste a link from an Excel spreadsheet into MD Trader, a laser line appears at the approximate value of the link in relation to the price level. For example, suppose you use an […]
The following example formulas represent an optimal way to calculate both Realized and Unrealized Profit/Loss (P/L). However, you may need to adjust these values based on your own trading style. To calculate realized and unrealized P/L, we populate the following cells in the spreadsheet (e.g., A1) with the corresponding RTD properties (e.g., Instrument LTP): A1 […]
When you use multiple filters in a formula, the TT RTD Server applies Boolean logic to the values based on whether you test for equalities or inequalities. The following table explains how the TT RTD Server determines which logic to use when finding matching records. Operator Logic Examples All = Boolean OR “Account=JDOE”,”Account=BSMITH” Returns records […]
To connect TT to your Excel spreadsheet: Log in to TT, and open a TT workspace. Start Excel if it is not already running. From the File menu, open the Excel linking sub-menu and select Connect to Excel. The first time you connect to Excel, TT displays the following security dialog: Note: The dialog might […]
To download and install the Excel add-in: Log in to TT, and open a workspace. From the File menu, open the Excel sub-menu and select Download Excel Add-In. Note: Based on your browser settings, the browser might automatically save the file to a pre-configured folder, ask you to save the file, or ask you to […]
TT lets you easily share data between the Autotrader widget and your Excel spreadsheet. You can: Access Excel data to populate user variables in the Autotrader widget Display Autotrader cell values containing an algo’s exported variables in Excel Linking to user variables in Autotrader Autotrader allows you to link Excel spreadsheets into any editable, numeric […]
TT does not allow you to change instrument and account information after an algo is launched. Therefore, TT does not support linking instrument or account values from Excel. You can, however, store the values in your spreadsheet and use the standard system copy and paste functionality to copy the values from your spreadsheet into an […]
The TT RTD Server allows you to retrieve information about individual orders, such as the order properties shown in an Order Book, using an RTD formula. In the following example, the formula retrieves the value of the Price order property for the order identified by a TextTT value of ABC. The RTD formula for extracting […]
The TT RTD Server allows you to retrieve real-time Time and Sales data for an instrument, providing details for each trade including side, time, price and quantity. It also indicates whether a trade is a block (OTC) trade and provides the counterparty IDs when provided by an exchange, such as B3. The following illustration retrieves […]
The TT RTD Server allows you to retrieve information about working orders and fills, such as the columns available in the Order Book and Fills widgets, using various RTD formulas. You can: Create order and fill sets Retrieve working orders Retrieve order statistics Retrieve fills Retrieve fill statistics Working with order and fill sets An […]
When retrieving instrument data using RTD, you need to specify the ID of the instrument and the properties you want to retrieve. A TT RTD formula uses the following basic structure: =RTD(“tt.rtd”,,”Topic1″,…,”TopicN”) Note: The second parameter is the name of the external server running the RTD Server. As the TT RTD Server always runs locally, […]
Excel automatically limits the rate at which it checks for updates. By default, it sets the throttling rate to 2000 milliseconds (2 seconds). In a fast-paced trading environment, such an update might not be sufficient. TT recommends that you disable the default Excel throttling rate by setting its value to 0. With this value, Excel […]