Fills

Fill and Audit Trail Service

Overview

Trading Technologies provides a Fill and Audit Trail Service that periodically collects your TT fill or audit trail data in a CSV file, and makes each file available for retrieval via a secure portal known as Enhanced File Transfer (EFT). When the service is activated for a company, TT downloads the fill and audit trail files in secure, customer-specific repositories on the EFT site, and provides each customer with unique credentials to allow access to this data.

To activate the Fill and Audit Trail Service, please contact TT Onboarding (onboarding@trade.tt). When contacted, a TT Onboarding Manager will activate the service for your company in TT, and notify you when the files are available for retrieval.

Fill and Audit Trail filenames

Files downloaded to the EFT site have the following naming convention:

Fills filename: TTFills_{ddmmyy}.csv. For example: TTFills_220618.csv

Audit Trail filename: TTAudit_{hhddmmyy}.csv. For example: TTAudit_15251119.csv

Fill and Audit Trail file format

Each fill or audit trail download is provided as a single CSV file as shown.

Accessing your Fill or Audit Trail files

Your files can be retrieved via an EFT server, which can be remotely accessed via a SSH / SFTP client or web browser (HTTPS). Both methods are encrypted and each client has their own unique user ID. Authorized users will be given a username and password to access the EFT service. Please contact TT Onboarding (onboarding@trade.tt) to request a username and password.

To connect via SFTP: https://eft.tradingtechnologies.com

Default port: 22
Input supplied credentials

To connect via a web Browser: https://eft.tradingtechnologies.com

Default port: 443
Login using your unique user credentials and double-click on each archive that you would like to download.

The following figure shows a sample file hierarchy on the server.

Fill and Audit Trail file availability

When activated, the Fill download is delivered to the EFT site every 15 minutes. Audit Trail files are delivered on a daily basis and are available by 2:00AM for the preceding day's activity. Audit Trail files are placed in a folder named by date using the "DDMMYY" naming convention (e.g., 021219).

Automating file collection

It is highly recommended that you automate the daily collection of your compliance data, leveraging the SFTP protocol by creating a simple script or batch. EFT also supports the use of encrypted SSH keys which can be generated upon request. Using SSH key authentication rather than a standard password entry can help with automation, and ensure the whole process remains non-interactive.

If you would like to leverage connectivity via secure SSH keys, please contact TT Onboarding (onboarding@trade.tt) for further assistance.

Fill column descriptions

Refer to the following table for a description of each Fill column included in your fills CSV file.

Setting	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.
B/S	Whether the transaction represents a Buy or Sell order
Broker	The broker ID that is associated with the order.
C.D.I.	Commodity Derivative Indicator. Indication of whether the order is for hedging purposes to reduce risk.
ClearingDate	The clearing date is the date on which the transaction is settled.
Client	Client. Identification of the customer (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.
Confirmed	Contains the Confirm button used for confirming fills.
ConnectionID	ID of the connection used to route the order or fill.
Contract	The name and contract expiry for the instrument or strategy.
CounterParty	Shows the Participant ID and account number of the counterparty that you submit the order on behalf of.
CurrentUser	TT user name of the trader associated with the transaction or owns a staged order.
D.E.A.	Direct Electronic Access. Shows whether or not the order is sent from direct/sponsored access, or from another source.
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.
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.
ExchAcct	Account ID assigned the user by the exchange.
Exchange	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.
ExchDate	The date the trading host received/sent the message. The date is displayed based on the timezone of the user's workstation.
ExchOrderID	ID of the order, supplied by the exchange.
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.
ExchTransID	The transaction ID generated by and received from the Exchange.
ExchTrd	The exchange trader ID part of the user's MGT gateway login.
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.
ExeQty	Executed quantity (sum of fills) of an order
Expiry	The contract expiration date. If an option to buy or sell the underlying is exercised, it must be exercised on the expiration date or anytime prior to the expiration date depending on the type of contract.
FillQty	The quantity filled in the order.
FillType	Indicates whether fill corresponds to an outright, a spread, a spread leg, or a synthetic fill.
GiveUp	Account of the give-up party
InstrumentID	A unique code generated by TT to identify the instrument in the TT system.
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.
ManualFill	Whether the fill is a result of a: (blank): Normal fill Manual: Manual fill Transfer: AOTC position transfer fill
MaturityDate	The maturity date is the date on which the principal amount of an instrument becomes due.
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.
OrderProfile	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".
OriginalDate	The original date the order was sent.
OriginalTime	The original time the order was sent.
Originator	TT User ID of the person who submitted the order or staged order
P/A	Whether a Brokertec order is passive (PA) or agressive (AA).
P/C	Indicates whether an options contract is a Put (P) or a Call (C).
P/F	Fill indicator: P = partial fill, F = full fill. Note: Not all exchanges provide partial fill indicators.
ParentID	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.
Price	Price of the order or fill.
PriceInTicks	Price in ticks is a rounded value that shows the given leg price as number of ticks.
ProdType	Type of product (e.g. Futures, Options).
Product	Name of the product being traded.
Route	Indicates whether the fill was received from the exchange (Direct) or generated by internal matching due to position transfer (Indirect).
SecondaryClient	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).
SecondaryClientExecutionDecisionMaker	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.
Settlement Date	The official settlement date for FX products. For some exchanges this value may differ from the Trade Date depending on the trading session which the contract settles.
SharedAccountName	The ID of the account shared with a company (e.g., an account shared with an Introducing Broker by a Carry Broker.)
Strike	Displays the strike price of the options contract.
Term	Shows the contract month for a strategy. If all contracts in a strategy are in the same month, that month is listed in the Term column. If not, then just the front month of the strategy is listed.
TextA	Displays an optional, user-defined text value from the Setup app 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 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.
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. Note: For Autospreader orders submitted by an ADL algo, the value is populated with the order tag of the parent algo order.
Time	Time the transaction occurred. Order Book: Date the order was submitted. Fills: Date the fill was received. Audit Trail: Date the message was sent or received. Options Chain: The time of the last trade for a Call or Put Option.
TimeSent	The time, in nanoseconds, the Order Connector routed the message in the TT system (UTC).
Trade Date	The official trade date for FX products. For some exchanges, this value may differ from the Settlement Date depending on the trading session which the contract settles.
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.
TrdGrp	The group portion of the user's MGT gateway login.
TrdMbr	The member portion of the user's MGT gateway login.
TrigPrc	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)
TrigPrcInTicks	Price at which to enter an order (TrigPrc) shown in ticks.
TTOrderID	TT-generated ID that uniquely identifies the order associated with the transaction.
Type	Type of order associated with this transaction (e.g. Limit or Market).
WrkQty	Working quantity of the order

Audit Trail column descriptions

Refer to the following table for a description of each Audit Trail column included in your audit trail CSV file.

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.
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.
ClearingDate	The clearing date is the date on which the transaction is settled.
Client	Client. Identification of the customer (Short Code).
ClOrderID	Unique identifier for the order assigned by the client and sent to the exchange.
ComplianceText	Text field available to include additional values for compliance.
Confirmed	Indicates whether a Fill is confirmed (true) or unconfirmed (false).
ConnectionID	ID of the connection used to route the order or fill.
Contract	The name and contract expiry for the instrument or strategy.
Counterparty	Shows the Participant ID and account number of the counterparty that you submit the order on behalf of.
CurrentUser	TT user name of the trader associated with the transaction or owns a staged order.
D.E.A.	Direct Electronic Access. Shows whether or not the order is sent from direct/sponsored access, or from another source.
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.
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.
ExchAcct	Account ID assigned the user by the exchange.
Exchange	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.
ExchDate	The date the trading host received/sent the message. The date is displayed based on the timezone of the user's workstation.
ExchOrderID	ID of the order, supplied by the exchange.
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 may be shown in the time zone where the exchange is located.
ExchTransID	The transaction ID generated by and received from the Exchange.
ExchTrd	The exchange trader ID part of the user's MGT gateway login.
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.
ExecType	Identifies the purpose of the execution report (when Message Type is ExecutionReport)
ExeQty	Executed quantity (sum of fills) of an order
Expiry	The contract expiration date. If an option to buy or sell the underlying is exercised, it must be exercised on the expiration date or anytime prior to the expiration date depending on the type of contract.
FillType	Indicates whether fill corresponds to an outright, a spread, a spread leg, or a synthetic fill.
FillQty	The quantity filled in the order.
GiveUp	Account of the give-up party
InstrumentID	A unique code generated by TT to identify the instrument in the TT system.
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.
ManualFill	Type of manual fill: O (Open), C (Close), S (SOD), M (Manual fill), A (Admin fill)
MaturityDate	The maturity date is the date on which the principal amount of an instrument becomes due.
Message	Message received from the exchange, if sent
MessageType	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.
OrderProfile	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".
OrdQty	Total order quantity
OriginalDate	Date the order was originally submitted.
OriginalTime	Time the order was originally submitted.
Originator	TT User ID of the person who submitted the order or staged order
P/A	Whether a Brokertec order is passive (PA) or agressive (AA).
P/C	Indicates whether an options contract is a Put (P) or a Call (C).
P/F	Fill indicator: P = partial fill, F = full fill. Note: Not all exchanges provide partial fill indicators.
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.
Price	Price of the order or fill.
PriceInTicks	Price in ticks is a rounded value that shows the given leg price as number of ticks.
ProdType	Type of product (e.g. Futures, Options).
Product	Name of the product being traded.
QtyType	Displays the unit of measure for a Block trade (e.g., contracts, bushels, etc.), but is only populated by trade capture reports (TCRs) on CME Clearport.
Route	Routing destination for the order, such as TT SIM or Algo SE.
SecondaryClient	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).
SecondaryClientExecutionDecisionMaker	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.
SharedAccountName	The ID of the account shared with a company (e.g., an account shared with an Introducing Broker by a Carry Broker.)
Status	The status of the contract (e.g., Pre-Open, Open, Clsd, Auction).
Strike	Displays the strike price of the options contract.
SynthStatus	The status of the parent synthetic order.
Term	Shows the contract month for a strategy. If all contracts in a strategy are in the same month, that month is listed in the Term column. If not, then just the front month of the strategy is listed.
TextA	Displays an optional, user-defined text value from the Setup app 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 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.
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. 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.
TTOrderID	TT-generated ID that uniquely identifies the order associated with the transaction.
Time	Time the transaction occurred. Order Book: Date the order was submitted. Fills: Date the fill was received. Audit Trail: Date the message was sent or received. Options Chain: The time of the last trade for a Call or Put Option.
TimeSent	The time, in nanoseconds, the Order Connector routed the message in the TT system (UTC).
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.
TrdGrp	The group portion of the user's MGT gateway login.
TrdMbr	The member portion of the user's MGT gateway login.
TrigPrc	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)
TrigPrcInTicks	Price at which to enter an order (TrigPrc) shown in ticks.
TTOrderID	TT-generated ID that uniquely identifies the order associated with the transaction.
Type	Type of order associated with this transaction (e.g. Limit or Market).
UndQty	Undisclosed quantity of a disclosed quantity order (e.g. Iceberg. TT Iceberg, Time Sliced)
WrkQty	Working quantity of the order