Audit Query

Audit Query

Audit Query reference

Available settings

These settings affect only the selected Audit Query widget. To update the default settings with these value for newly-opened Audit Trail widgets, or to apply them to existing opened widgets, click Defaults.

  • Bold font: Sets whether to use bold font for text.
  • Row numbers: Displays the row numbers column.
  • Ignore global Account List broadcasts — Configures the widget to ignore account selections made in an Account List. When checked (enabled), the widget ignores account selections broadcast by an Account List widget.
  • Timestamp precision: Select whether to display timestamps with millisecond, microsecond or nanosecond precision.
  • Set Audit Trail columns: Select the columns you want to show.
  • Launch floating order entry on left click on price or quantity: Enables the floating order entry preference to be launched when clicking on price and quantity cells in the grid.

Audit Trail column descriptions

Column Description
Account

Account number associated with the transaction.

AcctType

Account type code that defines the trader's relationship with a clearing house

AlgoName

For TT synthetic and algorithm orders, the name of the algorithm controlling the order.

AltExchAcct

Shows the value of Tag 440 sent to ICE and ICE_L exchanges.

BBG

Displays the Bloomberg product symbol when this symbology is enabled in the workspace preferences. When the exchange's symbology is enabled, this column is blank. Note: Bloomberg codes are for display only and are not included in downloads from the Fills widget. Filtering of historical data does not work on the BBG column.

Approve Indicates that a care order has been approved.
Broker

The broker ID that is associated with the order.

B/S

Whether the transaction represents a Buy or Sell order

C.D.I.

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

Client

Client. Identification of the customer (Short Code).

ClientSecondadry

Secondary customer identifier associated with the order. This field can be used for trading on behalf of clients and used for internal reporting purposes. Enter the customer's legal entity identifier (LEI/Short Code).

ClOrderID

Unique identifier for the order assigned by the client and sent to the exchange.

Compliance Text

Text field available to include additional values for compliance.

ConnectionID

ID of the connection used to route the order or fill.

Contract

The name and contract expiry for the instrument or strategy.

Confirmed Indicates whether a Fill is confirmed (true) or unconfirmed (false).
Counterparty

Shows the Participant ID and account number of the counterparty that you submit the order on behalf of.

Current User

TT user name of the trader associated with the transaction or owns a staged order.

CustOrderHandlingInstr

The "Customer Order Handling Instruction" value set on the account in Setup and sent to the exchange in Tag 1031, which identifies the execution method and source of derivatives trades.

Date

Date the transaction occurred or the message was sent.

  • Order Book: Date the order was submitted.
  • Fills: Date the fill was received.
  • Audit Trail: Date the message was sent or received.
  • Blocktrader: The date that the block trade was submitted on TT.
D.E.A.

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

DealDate

The date manually set by the user in the Deal Time field prior to sending the block trade to the exchange.

DealTime

The time manually set by the user in the Deal Time field prior to sending the block trade to the exchange.

EchoDC_1

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_2

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_3

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_4

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_5

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_6

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_7

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_8

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_9

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_10

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

End

Shows the end date and time parameter setting for TT Order Types or ADL algos.

ExecDec

Execution Decision ID. Indicates the user or firm that submitted the order. Enter a registered ID/Short Code.

ExecDecQ

Execution Decision Qualifier. The Order Tag Default qualifier for the ExecDec field as part of MiFID compliance.

ExecDecSecondary

Secondary user or firm associated with the order. This field can be used for trading on behalf of clients and used for internal reporting purposes. Enter a registered ID/Short Code.

Exch

Name of the exchange. Note: For parent TT order type orders, an asterisk "*" is appended to the exchange name in this column (e.g., CME *) to indicate the intended destination of the submitted parent order. No asterisk appears in the Exch column for the related child orders sent to the exchange.

ExeNotional

The executed notional value of the order as it partially fills (e.g., submit an order for 1 CL contract: 1 contract traded * $50/barrel * 1,000 barrels/contract = executed notional value).

ClearingAcct

Shows the value sent to the exchange as the clearing account.

ExchDate

The date the trading host received/sent the message. The date is displayed based on the timezone of the user's workstation.

ExchTime

The time at which a fill is received by the exchange host or exchange gateway, depending on the practice of the exchange. The time is displayed based on the timezone of the user's workstation.

Exch Latency (μs)

Number of microseconds it takes for an exchange to respond to an order sent by TT. Measured from the time TT submits the order to the time it receives an acknowledgment for the order from the exchange.

Note: Valid only in a Live environment.

ExchOrderID

ID of the order, supplied by the exchange.

ExchTransId

The transaction ID generated by and received from the Exchange.

ExecDec

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

ExecDecQ

Execution Decision Qualifier. The Order Tag Default qualifier for the ExecDec field as part of MiFID compliance.

ExeQty

Executed quantity (sum of fills) of an order

ExecType

Identifies the purpose of the execution report (when Message Type is ExecutionReport)

Fill Qty

The quantity filled in the order.

Give Up

Account of the give-up party

InvestDec

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

InvestDecQ

Investment Decision Qualifier. The Order Tag Default qualifier for the InvestDec field as part of MiFID compliance.

LiqProv

Liquidity Provision. Indication of market making.

Manual Fill

Type of manual fill: O (Open), C (Close), S (SOD), M (Manual fill), A (Admin fill)

Message

Message received from the exchange, if sent

Message Type

Type of message sent to or received from the exchange

Modifier

The modifier applied to the order.

Example: Stop, If Touched, Trailing Stop, Trailing IT, Trailing Limit, Machine Gun

O/C

Type of position you are establishing with the order.

OMAOrderID

ID that uniquely identifies the OMA (Order Management Algo) order associated with the transaction.

OrdQty

Total order quantity

Organization

The value of the "Organization" custom field included on the order or configured for the user in Setup. Typically used for identifying traders that are managed by your firm but are not direct employees.

OrigDate

Date the order was originally submitted.

Originator

TT User ID of the person who submitted the order or staged order.

OrigTime

Time the order was originally submitted.

P/A

Whether a Brokertec order is passive (PA) or agressive (AA).

Parent ID

TT-generated ID that uniquely identifies a parent order. The ID is also associated with all of its child orders.

For example, if you submit a TT Iceberg order, the ParentID of each child order will contain the TTOrderID of the parent Iceberg order.

P/C

Indicates whether an options contract is a Put (P) or a Call (C).

Price

Price of the order or fill.

Product

Name of the product being traded.

ProductType

Type of product (e.g. Futures, Options).

ProfileName

Displays the applied order profile for the order or fill.

Only profiles that were configured in Setup will populate in this column. Locally created profiles will not appear.

Note: The "ProfileName" column in the Order Book displays the order profile ID (e.g., <109>) when the profile name is not available to the user. In Setup, Profile IDs for your company are listed in the data grid "ID" column on the More | Profiles tab. The column is hidden by default and can be shown using the "Grid Options".

Route

Routing destination for the order, such as TT SIM or Algo SE.

SharedAccountName The ID of the account shared with a company (e.g., an account shared with an Introducing Broker by a Carry Broker.)
SMP ID

Displays the value of the Self Match Prevention ID used to conduct a match at the exchange.

Source

Displays the name of the widget or application that originally placed an order. For child orders, this column displays the origin of the child order itself and not the parent.

Staged

Shows "Staged" to identify parent staged orders and fills. This column is blank on other orders and fills.

StagedOrderID

Shows the staged order identifier on the parent care order and all related child orders and fills.

Status

The status of an order:

  • Approved — An OTC trade has been submitted to and accepted by the exchange.
  • Available — An unclaimed care order without a currently assigned execution trader (owner).
  • Canceled — In the Order Book and Audit Trail, this status indicates that the remaining balance of a partially filled order was canceled. Unfilled orders that are canceled in the Order Book also appear in the Audit Trail with a status of "canceled".
  • Claimed — Indicates a care order claimed by an execution trader (owner), but with no child orders submitted.
  • Completed — Indicates a completed OTC trade.
  • Done for Day — A GTD order was canceled because the session ended.
  • Expired — Indicates the order was canceled because its TIF passed.
  • Filled — Indicates the order or care order is fully filled.
  • Hold — Indicates the order was placed on hold.
  • Inactive In This Session — The order is inactive in either the day (T session) or night (T + 1) trading session.
  • Partially Filled — Indicates the exchange order or care order is partially filled.
  • Pending Approval — An OTC trade has been submitted but is pending approval by the exchange.
  • Pending Cancel — Indicates an order cancel request is waiting to be processed.
  • Pending Cancel Approval — The care order is pending approval or rejection of a cancellation request by the originator. No related child orders can be submitted.
  • Pending Change Approval — The care order is pending approval or rejection of a change request by the originator. No related child orders can be submitted.
  • Pending New — Indicates a new order request is waiting to be processed.
  • Pending Replace — Indicates an order cancel/replace request is waiting to be processed.
  • Rejected — Indicates an order request was rejected.
  • Stopped — Indicates an algo has stopped working (failed) or is paused. The Algo server attempts to delete child orders if its Leave parameter (Leave Orders on Cancel) is disabled during normal server shutdown, and puts the parent order in the "Failed" state in the "SynthStatus" column if it cannot delete all of the child orders. Note: All TT Algos are automatically deleted when the Algo server shuts down, as TT Algos do not support the Leave setting.
  • Unconfirmed — The order is not confirmed by the exchange. For example, Eurex/EEX may set an order to "unconfirmed" based on an exchange order restatement or unsolicited event.
  • Waiting For Approval — An OTC trade is waiting for approval from the counterparty to complete the trade.
  • Working — Indicates the order is working in the market.
Strike

Displays the strike price of the options contract.

SynthStatus

The status of the parent synthetic order.

TextA

Displays an optional, user-defined text value from the Setup app, Order Profiles, or entered in the TextA free-form text field in the Order Ticket. This value remains on the order in the TT system. If accepted or required by an exchange, the value in this column may be routed to the exchange for clearing and back office purposes.

TextB

Displays an optional, user-defined text value from the Setup app, Order Profiles, or entered in the TextB free-form text field in the Order Ticket. This value remains on the order in the TT system. If accepted or required by an exchange, the value in this column may be routed to the exchange for clearing and back office purposes.

TextC

Displays a read-only, customer-defined text value set by FIX client applications. The value is not sent to the exchange.

TextTT

Displays an optional, user-defined text value from the Setup app or entered in the TextTT free-form text field in the Order Ticket. The value displayed in this column remains on submitted orders for tracking purposes in the TT system, but is not routed to the exchange.

You can show or hide the Text TT text box for a selected working order in the Order Toolbar. You can add or modify the text that displays in the TextTT column for the selected order.

In the Position Manager widget, you can now edit the TextTT column for Local Fills and Admin Fills. However, this is not available for Admin SODs.

Note: For Autospreader orders submitted by an ADL algo, the value is populated with the order tag of the parent algo order.

TIF

Time In Force for the order.

TT Latency (μs)

Number of microseconds TT took to respond to a quote or fill. Shows both hedge latency and requote latency. Valid only in a Live environment.

Note: If (Q) is displayed, it indicates a queued request. This means there was an in-flight request to the exchange when Autospreader received an additional price update. Autospreader queued this request until it received the acknowledgment from the exchange for the in-flight request.

TTOrderID

TT-generated ID that uniquely identifies the order associated with the transaction.

Time

The time the order action occurred. This value is updated after each order action.

  • Order Book: Time the order was submitted or modified.
  • Fills: Time the fill or partial fill was received.
  • Audit Trail: Time the message was sent or received.
TotNotional

The total notional value of the order (e.g., submit an order for 1 CL contract: 1 contract traded * $50/barrel * 1,000 barrels/contract = total notional value).

TrdgCap

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

TrigPrice

Price at which to enter an order (Shown only when an order has an associated Trigger price, such as a TT Stop or TT If-Touched order)

Type

The type of instrument or options strategy.

UndQty

Undisclosed quantity of a disclosed quantity order (e.g. Iceberg. TT Iceberg, Time Sliced)

WorkQty

Working quantity of the order

The Audit Query widget includes the same columns as the Audit Trail widget.

Filtering columns

If a column is filterable, a drop-down arrow appears when you hover on the column header.

To filter the column, click the arrow to select one or more values and click OK.

When a column is filtered, the column header is highlighted and the filter icon is displayed. To clear a filter, click the icon and select Clear Filter.

When filtering the Product column, you have the option to use Search or Market Explorer to select products. The product type is displayed in parentheses next to each product in the list.

When filtering the Date or Time column, you can specify a date or date range and a time or time range. The changes you make set the filtering criteria for both columns. You can use the following modifiers for more precise filtering:

  • Approx: Filters based on a single date and for a number of minutes around a specified time.
  • Before: Filters based on a single date before a specified time.
  • After: Filters based on a single date after a specified time.
  • Between: Filters based on a range from a specific date and time to a specific date and time.

Staged Order Status

Refer to the following table for a description of each staged order status that may appear in the Status column.

Status

Description

Available

An unclaimed care order without a currently assigned execution trader (owner).

Claimed

A care order claimed by an execution trader (owner), but with no child orders submitted.

Working

Working care order and child order(s) without any fills

Partially Filled

Working care order that is partially filled

Filled

Filled care order

Pending Cancel Approval

The care order is pending approval or rejection of a cancellation request by the originator. No related child orders can be submitted.

Pending Change Approval

The care order is pending approval or rejection of a change request by the originator. No related child orders can be submitted.