Market Grid

Market Grid

Market Grid Reference

Available settings

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

In the Display section, the following settings are available:

  • Colors: Allows you to customize or change the cell and column colors available in the widget.
  • Depth increment: Set the number of additional depth levels to show or hide when displaying market depth for an instrument.
  • Bold font: Enable this setting to use bold text in the widget.
  • Color rows by years: Enable this setting to highlight the contracts that expire within a year.
  • Price update highlight type: Sets whether to change the text or background color of a price cell when the price increases or decreases.
    • None: Do not change the colors when a price changes.
    • Highlight Text: Change the price text color when the price changes.
    • Highlight Background: Change the price cell background color when the price changes.
  • Only show direct prices: When this setting is checked (enabled), implied prices are filtered out and only direct prices are shown, and implied bid and ask quantities are not included in the best bid and ask quantities. When unchecked (disabled), best bid and ask prices and quantities include both direct and implied values.
  • View my orders only: Sets whether or not to hide orders from other traders sharing an account. Note: This setting impacts working orders only and does not affect the net position value.
  • Include Undisclosed Qty in Working Qty — Displays the sum of working and undisclosed order quantities in the WrkBuys and WrkSells columns. Note: When this setting is enabled, undisclosed quantity values continue to be displayed in the UndBuys and UndSells columns.
  • Show tabs: Sets whether to show tabs at the bottom of the widget.
  • Set Market Grid columns: Select the columns you want shown in the Market Grid.

In the Detailed Depth section, the following settings are available:

In the Display section, the following settings are available:

  • Colors: Allows you to customize or change the cell and column colors available in the widget.

    Includes Depth Bids and Depth Asks color options.

  • Depth row colors — Options to set colors for the following in the Depth widget:
    • Only Bids/Asks columns
    • Entire row
  • Bold font: Enable this setting to use bold text in the widget.
  • Show Summary Rows — Displays rows with the total Bid and Ask quantity at each price level of detailed depth.
  • Show prices for all rows — Displays prices for all rows of detailed depth shown in the widget.

Market Grid column descriptions

Column Description
% Chg

The percentage of net change between the last traded price and the previous session's Settle price.

Note: For instruments that support decimal quantities, e.g., GDAX, the net change is calculated as a continuous 24-hour net change based on the price from 24 hours ago.

ADelta

Delta calculated using the best Ask price.

AGamma

Gamma calculated using the best Ask price.

AIV

Implied volatility calculated using the best Ask price.

ARho

Rho calculated using the best Ask price.

ATheta

Theta calculated using the best Ask price.

AVega

Vega calculated using the best Ask price.

Ask

The best market ask price.

AskCnt

Shows the number of orders comprising the total ask quantity at a price level.

AskMktQty

Displays the total quantity of resting Sell Market orders.

AskQty

The total quantity working at the ask.

AskQtyAccum

The accumulated Ask quantity at each level of depth. The expanded depth rows in this column accumulate the quantities preceding them.

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.

BDelta

Delta calculated using the best Bid price.

BGamma

Gamma calculated using the best Bid price.

BIV

Implied volatility calculated using the best Bid price.

BRho

Rho calculated using the best Bid price.

BTheta

Theta calculated using the best Bid price.

BVega

Vega calculated using the best Bid price.

Bid

The best market bid price.

BidCnt

Shows the number of orders comprising the total bid quantity at a price level.

BidMktQty

Displays the total quantity of resting Buy Market orders.

BidQty

The total quantity working at the bid.

BidQtyAccum

The accumulated Bid quantity at each level of depth. The expanded depth rows in this column accumulate the quantities preceding them.

CXL All

Cancel button for deleting all orders in the Market Grid.

CXL B

Cancel button for deleting Buy orders in the Market Grid.

CXL S

Cancel button for deleting Sell orders in the Market Grid.

Client

Client ID. The customer's legal entity identifier (LEI/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).

Close

The closing price for the session.

Contract

The name and contract expiry for the instrument or strategy.

CumQty

An accumulation of last traded quantities at the current price until it changes.

Delta

Call delta calculated using "user volatility" if it is provided by the user, or "fit volatility" if it is not.

Description

The full name of the product for each contract.

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.

ExecDec

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

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.

ExpDate

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.

Gamma

Shows the change in delta per change in the underlying.

IV

Implied volatility value. Implied volatilities are calculated using the midpoint of bid and ask prices.

ImpAskQty

The implied ask quantity.

ImpBidQty

The implied bid quantity. For aggregated instruments, the implied bid quantity of each outright is displayed, and the sum of the implied bid quantities from each outright is displayed for the aggregated instrument.

IndPrc

Indicative price. Shows the indicative (open/close) price received from the exchange, as well as the equilibrium price during the Auction and Circuit Breaker states.

IndQty

Indicative quantity. If provided by an exchange, the indicative or theoretical quantity is displayed during Pre-Open, Auction, and Circuit Breaker market states.

IndSettle

Indicative settle representing the last settlement price received from the exchange

InstrumentId

A unique code generated by TT to identify the instrument in the TT system.

Last

The last traded price.

LastQty

Quantity of the last executed trade.

LastTrdDate

The last day the contract can trade. This may be different from the contract expiry date (ExpDate column).

Low

The low price for the session.

NetChg

The net change difference between the last traded price and the previous session's Settle price.

Note: For instruments that support decimal quantities, e.g., GDAX, the net change is calculated as a continuous 24-hour net change based on the price from 24 hours ago.

Open

The opening price for the session.

Pos

Net open position in an instrument.

Settle

The settlement price from the previous session.

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.
Theta

Shows the change in options value per change in time. Also known as time decay.

Time

Shows the time of the last trade for the contract. Displayed as local time of the location where you are viewing and trading contracts in the Market Grid.

Type

The type of instrument or options strategy.

UndBuys

Shows the undisclosed Buy order quantity.

UndSells

Shows the undisclosed Sell order quantity.

Vega

Shows the change in options value per change in volatility.

Vol

The total traded quantity for the session.

WrkBuys

The total quantity of working buy orders for an instrument. If market depth is displayed, the working quantities are displayed for each price.

WrkSells

The total number of working orders at the ask price. At the best ask price, the total number of working sell orders for all levels of depth is also displayed.

Selective defaults

Market Grid lets you select individual customizations to save as default Market Grid settings and to update existing Market Grid widgets, while applying other customizations the current widget. Checking either of the Save as Market Grid defaults or Updating existing Market Grid widgets settings enables the Selectively update properties setting. You can choose the individual widget attributes to you want to save.