Video Summary
Use TT’s Microsoft Excel Add-In to pull market data into your spreadsheet and link values from your spreadsheet back into your trading interface to create visual indicators. In this video we will build an RTD spreadsheet.
Overview
TT Platform
Description
Browser Access
Description
Task
Videos
TT Desktop
Description
Task
Videos
Reference
Workspace Windows
Task
Videos
Widgets
Description
Viewing Market Data
Time and Sales
Task
Reference
Description
Depth
Description
Reference
Market Grid
Description
Task
- Adding instruments to the Market Grid
- Using Tabs in the Market Grid
- Subscribing to Products in the Market Grid
- Configuring the Market Grid display
- Opening Widgets in the Market Grid
- Opening the Spread Matrix from the Market Grid
- Trading from the Market Grid
- Modifying orders from the Market Grid
- Submitting an RFQ
- Creating an Alert from the Market Grid
- Launching widgets from Market Grid
Videos
Reference
Product Grid
Task
Reference
Spread Matrix
Description
Task
Reference
Basic Order Entry
TT Order Types
Description
- TT Order Types Overview
- TT Order Type Templates
- TT Bracket order
- TT Iceberg order
- TT If-Touched order
- TT OCO order
- TT Retry order
- TT Stop order
- TT Time Duration order
- TT Time Weighted Average Price
- TT Time Sliced order
- TT Timed order
- TT Trailing Limit order
- TT Volume Duration Order
- TT Volume Sliced Order
- TT With A Tick order
- TT Autohedger
- TT OBV (Order by Volatility) order
- TT Sniper (OTA)
- TT Multi-Level Bracket (OTA)
- BrackeTT (OTA)
- OCO OMA
- OCO 2 OMA
- Direct Entry (MMA)
- Conditional OMA
- MinVol OMA
- With A Tick OMA
- Single Theo (MMA)
- Market Base (MMA)
- Bid/Ask Theo (MMA)
- Reference Base (MMA)
Videos
Reference
TT Premium Order Types
Description
Order Ticket
Description
Task
Use Cases
Reference
MD Trader®
Description
Task
Videos
Reference
Order Profiles
Task
Reference
Routing Rules
Blocktrader
Videos
Reference
Trading Crypto on TT
Videos
Trading on B3
Order Management
Order Book
Task
- Monitoring working orders in the Order Book
- Modifying an order in the Order Book
- Placing orders on hold
- Deleting orders in the Order Book
- Monitoring rejected orders in the order book
- Launching an OMA in the Order Book
- Confirming fills in the Order Book
- Displaying order details
- Inquiring and accepting EEX and Eurex block trades
- Uploading orders to TT
- Reviewing and approving orders
- Creating an Alert from the Order Book
- Modifying orders in the Order Book
Floating Order Book
Description
Task
Reference
Fills
Description
Task
Positions
Reference
Orders and Fills
Description
Reference
Audit Trail
Description
Audit Query
Description
Reference
Account List
Description
Videos
Reference
Position Manager
Description
Task
Alert Manager and Alert Viewer
Description
Reference
Account & User Restrictions
Description
TT® OMS
Care Orders
Description
Task
- Submitting care orders
- Claiming and unclaiming care orders
- Managing and resolving FIX care order rejections
- Uploading and staging orders
- Care order passing
- Changing or canceling care orders
- Approving or rejecting a request
- Assigning Fills and Orders to Care Orders
- Filling a care order with a manual fill
- Submitting related child orders
- Executing care orders as wholesale trades
- Assigning fills to care orders
Reference
Bulking
Description
Stitching and Splitting
Description
Order Passing
Description
Use Cases
Options
Options on TT
Description
Options Chain
Description
- Options Chain overview
- Options Chain (new) Overview
- Options Chain Display
- Options Chain (new) widget display
- Market data in Options Chain
- Options Chain (new) Data
- Trading from the Options Chain
- Trading from the Options Chain (new)
- Strategy creation in the options chain
- Strategy creation in the Options Chain (new)
Task
- Selecting an options contract
- Selecting a product in the Options Chain (new)
- Using tabs in the Options Chain
- Submitting an order in the Options Chain
- Submitting an order in the Options Chain (new)
- Creating a strategy in the Options Chain
- Creating a strategy in the Options Chain (new)
- Locking the Options Chain
- Locking the Options Chain (new)
- Sending spreads to Blocktrader
- Sending spreads to Blocktrader from Options Chain (new)
- Linking Charts to the Options Chain (new)
Reference
Options Trade Monitor
Description
Task
Videos
Vol Curve Manager
Task
Use Cases
Videos
Reference
Electronic Eye
Description
Task
Videos
RFQ Viewer
Description
Task
Reference
RFQ with Counterparties
Counterparty Manager
Strategy Creation
Description
Task
Use Cases
Reference
Options Risk
Description
Videos
Reference
Options Risk Matrix
Description
Videos
Reference
Watchlist
Description
Videos
Reference
Expiration Manager
TT Uncovered 2.0
TT Uncovered 3.0
Description
Spread Trading
Autospreader
Description
Task
Use Cases
Videos
Reference
Autospreader Rules
Description
Reference
Hedge Manager
Task
Videos
Reference
Trading in Yield
Description
Use Cases
Reference
Aggregator
Description
Task
Reference
Algo Trading
Algo Dashboard
Task
Reference
Order Management Algos (OMAs)
Autotrader
Task
Excel integration with TT
Description
Task
- Installing and enabling the Excel add-in
- Connecting TT to Excel spreadsheets
- Adding laser lines to MD Trader
- Linking – Sharing data between Autotrader and Excel
- Linking – Using instruments and accounts in your spreadsheet
- RTD – Retrieving instrument IDs and properties
- Retrieving time and sales data
- Retrieving order properties
- Retrieving working orders and fills
- Combining multiple filters
- Setting Excel throttle limits
- Calculating Realized and Unrealized P/L
Market-Making Algos
Analytics
Charts
Technical Indicators
- ATR Trailing Stops
- Correlation Coefficient
- Darvas Box
- Elder Impulse System
- Fractal Chaos Bands (FCB)
- Fractal Chaos Oscillator (FCO)
- Gator Oscillator
- Shinohara Intensity Ratio
- Prime Number Bands
- Prime Number Oscillator
- True Range
- TT Cumulative Volume Delta (TT_CVD)
- Volume
- Volume At Price (VAP)
- Volume Delta
- Volume on the Ask (AVol)
- Volume on the Bid (BVol)
- Volume Underlay
- ZigZag
- Average True Range (ATR)
- Bollinger Bands
- Moving Average (MA)
- RSI
- Standard Deviation
- Stochastic Oscillator (STOCH)
- Boll %B
- Bollinger Bandwidth
- Awesome Oscillator
- Absolute Price Oscillator
- Accumulation Distribution (ACC Dist)
- Accumulative Swing Index (ASI)
- ADX/DMS
- Alligator
- Aroon (AR)
- Aroon Oscillator (ARO)
- ATR Bands
- Balance of Power
- Center of Gravity (COG)
- Chaikin Money Flow (CMF)
- Chaikin Volatility (CV)
- Chande Forecast Oscillator (CFO)
- Chande Momentum Oscillator (CMO)
- Money Flow Index (MFI)
- Choppiness Index
- Commodity Channel Index (CCI)
- Coppock Curve (CC)
- Moving Average Deviation
- Detrended Price Oscillator (DPO)
- Directional Movement Index (DMI)
- Disparity Index
- Donchian Channel
- Donchian Width
- Ease of Movement (EOM)
- Ehler Fisher Transformation (EFT)
- Elder Force Index (EFI)
- Elder Ray Index
- Gopalakrishnan Range Index (GAPO)
- High Low Bands (HLB)
- High Minus Low (H-L)
- Highest High Value (HH)
- Historical Volatility (HV)
- Relative Volatility
- Schaff Trend Cycle (STC)
- Ichimoku Clouds (ICH)
- Intraday Momentum Index (IMI)
- STARC Bands
- Keltner Channel (KC)
- Klinger Volume Oscillator (KVO)
- Stochastic Momentum Index (STOCH)
- Linear Regression Forecast (LRF)
- Linear Regression Intercept (LRI)
- Linear Regression Slope R2 (R2)
- Linear Regression Slope (LRS)
- Supertrend
- Lowest Low Value (LL)
- MACD
- Market Facilitation Index
- Mass Index (MI)
- Median Price (MP)
- Momentum Indicator
- Moving Average Envelope (MAE)
- Negative Volume Index
- On Balance Volume (OBV)
- Parabolic Sar (SAR)
- Performance Index
- Pivot Points
- Positive Volume Index (PVI)
- Pretty Good Oscillator
- Price Momentum Oscillator
- Price Rate of Change
- Price Volume Trend (PVT)
- Pring’s Know Sure Thing (KST)
- Pring’s Special K
- Psychological Line
- QStick
- Rainbow Moving Average
- Rainbow Oscillator
- Random Walk Index
- RAVI
- Relative Vigor Index
- Swing Index (SI)
- Time Series Forecast (TSF)
- Trade Volume Index (TVI)
- Trend Intensity Index
- TRIX
- Twiggs Money Flow
- Typical Price
- Ulcer Index
- Ultimate Oscillator (ULTOSC)
- Valuation Lines
- Vertical Horizontal Filter
- Volume Oscillator
- Volume Rate of Change
- Vortex Indicator
- VWAP
- Weighted Close
- Williams % R (WillR)
Task
Reference
Trader Analytics
Reference
ADL Overview
Introduction to ADL
Description
Task
Reference
ADL Basic Concepts
Description
Task
Reference
Building your first algo
Advanced concepts
Description
- Flip for Sell Order functionality
- Order Stack Logic with Flip for Sell functionality
- Virtualization
- Order of discrete event message propagation
- Formula Editor
- Linking Excel Data to the Algo Dashboard
- Leave orders on cancel or pause
- Order Ticket Algos (OTA)
- Synthetic Order Algos (SOA)
- Export block output values
- Algo sharing
- Displaying Accumulated or Unaccumulated LTQ
- Advanced Exit Block Functionality
- Estimated Position In Queue (EPIQ)
- Clip Size Reload Functionality
- Time and Timers in TT ADL
- ADL and TT Mobile
- Recovery And Server Maintenance
Task
- Exporting block outputs
- Managing shared algos
- Handling External Events
- Correctly Sequencing Discrete Events
- Submit Orders Between Specific Start/Stop Times
- Submit Iceberg with Random Quantity and Delay
- Creating Uptick and Downtick Counters
- Time Series Bars for OHLC and VWAP Values
- Creating OHLC and VWAP Time Bars
- Stacked Q Holder Example
- Smartberg Algo
- Creating a Scale Order Algo
- Creating a UTC Time Trigger and Time Counter
- Creating a TT Time Sliced Order
- Creating a With A Tick Algo
- Submitting With A Tick Orders
- Creating a Profit or Scratch Algo
- Tracking Recent Volume
- Summarize Volume
- Testing OMA Logic
Group blocks
Virtualized blocks
Trading Blocks
Discrete blocks
Arithmetic blocks
Basic blocks
Logic blocks
Setup Overview
Getting Started
Videos
Supported Order Types and TIFs
Company Administration
Connections
Description
Task
Videos
Reference
Accounts
Description
Task
- Creating a new account
- Assigning a user to an account
- Setting Account Position limits
- Configuring SOD settings and credit limits
- Administering account connections
- Configuring account exchange properties
- Assigning FIX Sessions to an Account
- Setting account restrictions
- Sharing an account
- Administering an account
- Mass editing account names
- Managing counterparties
- Viewing an account detailed change Log
Videos
Use Cases
Reference
Users
Description
Task
- Adding a new user
- Managing users
- Assigning and managing user accounts
- Creating and managing application keys
- Configuring user exchange access
- Setting user risk limits
- Assigning custom fields to a user
- Viewing and accepting agreements
- Assigning a FIX session to a user
- Sharing a user
- Administering user groups
- Administering Trader IDs and Authorized Trader IDs
- Managing user algos
- Adding and assigning office locations
- Viewing a user detailed change log
Videos
Company
Task
- Generating Reports
- Disabling trading for all users
- Displaying available exchanges
- Managing custom fields
- Enabling two factor authentication
- Administering company messages
- Using the Message Center
- Viewing Sent Invitations
- Viewing logged in users
- Enabling Advanced Risk
- Untitled
- Setting all unspecified limits to “0”
Order Tag Defaults
Description
Account Administrators
Description
Task
- Adding an account administrator
- Creating accounts as an account administrator
- Managing accounts as an account administrator
- Enabling trading as an account administrator
- Assigning users as an account administrator
- Settings limits as an account administrator
- Configuring SOD and credit as an account administrator
- Managing connections as an account administrator
- Setting restrictions as an account administrator
- Managing order tag defaults as an account administrator
TT Premium Services
TT Access
Risk Management
Risk Administration
Description
Risk Limits
Description
Task
- Setting account position limits
- Setting user risk limits
- Configuring SOD settings and credit limits
- Adding limits to multiple accounts or users
- Mass editing risk limits
- Setting account auto-liquidation
- Restoring trading on an account
- Setting Product Margin
- Enabling algo risk checks
- Configuring algo risk settings
- Creating and managing risk groups
Videos
Pre-Trade Portfolio Risk
Task
Reference
Order Cross Prevention
Videos
TT® OMS
Exchanges: Americas
B3
Description
CBOE
Description
Cboe FX
Reference
CFE
Description
CME
Description
Dealerweb
EBS Direct
EBS Market
Fenics
Description
FMX
Description
FMX_USTF
Goldman Sachs Commodity Blocks (GSCB)
Task
Referece
ICE
MexDer
Description
MIAX_FUT_CH
MIAX_FUT_NY
MX
Description
Nodal
Description
Exchanges: EMEA
ATHEX
Description
BIST
Description
DGCX
Description
EEX
EPEX SPOT
Eris
Description
Eurex
Euronext
GFO-X
Description
ICE_L
JSE
Description
LME
Description
LME NTP
LSE
Description
MEFF
Description
NDAQ_EU
NASDAQ_NED
Nord Pool
Exchanges: Asia/Pacific
ABX
Description
ASX
Description
FEX
Description
HKEx
Description
JPX
Description
NZX
Description
SGX
Description
SGX GIFT
TAIFEX
Description
TFEX
Description
TFX
Description
Exchanges: Crypto
Coinbase
FIX Support
FIX Ruleset
FIX Sessions
Description
TT Mobile on Android
Getting Started
Viewing Markets
Entering Orders
Monitoring Trade Activity
TT Mobile on iOS
Getting Started
Viewing Markets
Entering Orders
Monitoring Trade Activity
Backtesting reference
TT REST API 2.0
Getting Started
TT REST API 2.0 (UAT)
Getting Started
TT .NET SDK
Getting started with TT .NET SDK
Creating the application framework
Working with instruments
Subscribing for market data
Working with orders and fills
- Position and P & L
- Cleaning up
- Working with fills
- Modifying orders
- Submitting orders
- Handling EPIQ Subscriptions
- Order and fills overview
Handling trade subscriptions
Working with trade subscriptions
Working with Algos
Advanced Concepts and Options
TT CORE SDK
Getting Started with TT Core SDK
Creating Application Framework
Working With Instruments
Subscribing for Market Data
Working with Orders and Fills
Creating a TT Application Server
Appendix
Overview
Using TT Trade Surveillance
Cluster View
Core Models
Market Abuse Models
Cross Product Models
Improperly Matched Trade Models
Market Rate Models
Trading Behaviors Models
Miscellaneous Models
Configurable Models
Reports
Wachlists
TT FIX General
Getting Started
FIX Message Structure
- About the FIX Message Structure
- Message Structure – Message Header
- Message Structure – Message Body
- Message Structure – Message Trailer
- Component – Instrument (Request from FIX Clients)
- Component – Instrument (Response from TT FIX)
- Component – SecurityAltIDGrp
- Component – LegInstrumentGrp
- Component – LegSecurityAltIDGrp
- Component – Trader (Request from FIX Clients)
- Component – Trader (Response from TT FIX)
- Component – TargetStrategy
- Component – TargetStrategy TT Premium Order Types
- Component – StrategyParametersGrp
- Component – PartiesGrp
- Component – OrderAttributesGrp
- Component – FillsGrp
- Component – LegFillsGrp
- Component – ScoreParametersGrp
TT FIX Order Routing
Overview
TT FIX message conversations
Supported application messages
- New Order Single (D) Message
- New Order List (E) Message
- Order Cancel-Replace Request (G) Message
- New Order Multileg (AB) [4.4] Message
- Multileg Order Cancel/Replace (AC) [4.4] Message
- Execution Report (8) Message
- Order Cancel Reject (9) Message
- Order Cancel Request (F) Message
- Order Status Request (H) Message
- Quote Request Response (b) Message
- Security Definition Request (c) Message
- Security Definition (d) Message
- Quote Request (R) Message
- Trade Capture Report (AE) Message
- Trade Capture Report Ack (AR) Message
- Business Message Reject (j) Message
TT FIX Market Data
Overview
TT FIX message conversations
Supported application messages
- Market Data Request (V) Message
- Market Data Snapshot (W) Message
- Market Data Incremental Refresh (X) Message
- Market Data Request Reject (Y) Message
- Security Definition Request (c) Message
- Security Definition (d) Message
- Security Status Request (e) Message
- Security Status (f) Message
- Quote Request (R) Message
- Business Message Reject (j) Message
TT FIX Drop Copy Out
Overview
TT FIX Message Conversations
Supported application messages
TT FIX Drop Copy In
Overview
TT FIX Gateway
Getting Started
FIX Message Structure
Session messages
Price Gateway Messages
TT FIX Recovery
FIX Recovery Methods
Supported application messages
