Hedge Manager

Hedge Manager

Hedge Manager Reference

Context menu settings

Right-click in the widget to open the context menu and select the following settings:

  • Export Rows: Exports data to a .csv file for the rows you select. Use Shift-click to select multiple rows.
  • Clear all filters: Turns off all filters you may have set for each column.
  • Go to date: Displays historical fill data.
  • Show/Hide control panel: Determines whether to show the change order panel in the widget.
  • Settings: Allows you to customize settings for the widget.

Available settings

These settings affect only the selected Hedge Manager widget. To update the default settings with these value for newly-opened Hedge Manager widgets, or to expose an option to apply them to existing opened widgets, click Save as default.

Confirm settings

Setting Description
Cancel All Set whether to require a confirmation when canceling all orders, including all buy orders or all sell orders.

Display settings

Setting Description
Show tabs Set whether to display the tab bar at the bottom of the widget
Set Hedge Manager columns Select the columns you want shown in the Hedge Manager.
Set Toolbar buttons Select the buttons you want shown in the Hedge Manager.

Hedge Manager column descriptions

Column Description
% Filled

The percent of the total order quantity that has been filled.

Account

Account number associated with the transaction.

AcctType

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

Algo

Shows a symbol to launch an OMA algo for an order.

AlgoName

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

Avg Price

Average fill price.

B/S

Whether the transaction represents a Buy or Sell order

Child Orders

Number of child orders currently working for a parent order

ConnectionID

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

Contract

The name and contract expiry for the instrument or strategy.

Cross

Button to change the order price to cross the inside market.

Current User

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

CXL

Cancel button for this order

Date Date the order was legged.
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.

ExchAcct

Account ID assigned the user by the exchange.

ExchDate

The date the trading host received/sent the message.

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.

ExeQty

Executed quantity (sum of fills) of an order

Expander

Button to expand or collapse parent orders

Fill w/ Limit

Button to change the order price to a price level with sufficient liquidity to fill the entire order quantity.

Give Up

Account of the give-up party

MDT

Button to launch the contract in the MD Trader widget.

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

Originator

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

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.

Payup

Button to change the order price one tick closer to the inside market.

Price

Price of the order or fill.

Product

Name of the product being traded.

ProductType

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

Route

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

Select Check box to select specific hedge orders.
StageMsg

Text message, typically execution instructions, included with the staged order.

Status

The status of the contract (e.g., Pre-Open, Open, Clsd, Auction).

SynthStatus

The status of the parent synthetic order.

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.

TicksAway

Number of ticks the order is currently away from the inside market.

TIF

Time In Force for the order.

Time Time the order was legged.
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)

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)

WorkQty

Working quantity of the order

Hedge Manager toolbar buttons

Button Description
<space> Provides optional visual spacing between two buttons
Deletes the selected orders, or all visible Buys, Sells, or orders. Orders hidden due to filters are not deleted.
Removes all rows containing non-working filled or deleted orders.

Sends a Limit order for the total size of the working hedge order to cross at the best inside market price.

If market liquidity is less than the size of the working hedge order, you can still send the hedge. When this occurs, the order fills as much as possible and remains resting at the price level the order was sent.

Sends a Limit order to for the total size of the working hedge order at the price level that would sweep the market of available liquidity.

Note that the price level could be one or more ticks away from the inside market, depending on the number of levels needed to fulfill the full quantity.

Selects an OMA algo to launch for the selected order.
Adds a button to launch an available OMA algo.
Reprices the selected order downward one tick.
Removes an order (native or synthetic) from the market but stores it on the TT order server for later execution. Held orders are stored in short-term memory. If the order server process goes down, the held order information is lost. Until you click the Submit button the order remains held and out of the market.
Launches a custom algo for the selected order
Indicates the type of position you are establishing with the selected order.
Pauses a working algo.
Opens an Order Ticket with a replica of the selected order. You can send the same order or alter it as desired.
Resumes a paused algo.
Submits held orders to the exchange. When you submit a held order, it receives a new order number. The Audit Trail indicates if a submit fails.
Reprices the selected order upward one tick.
Displays the history of activity for the selected order.