Order Book

Order Book

Order Book Reference

Available settings

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

Confirm

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

Display

Setting Description
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.
Automatically expand parent orders Set whether to display child orders for a parent order automatically.
Include filled orders Set whether to display filled orders in addition to working orders.
Show tabs Set whether to display the tab bar at the bottom of the widget
Set Order Book columns Select the columns you want shown in the Order Book.
Set Order Toolbar buttons Select the columns you want shown in the Order Book.

Order Book toolbar buttons

Button Description
<space> Provides optional visual spacing between two buttons
Completes a block order transaction.
Deletes the selected orders, or all visible Buys, Sells, or orders. Orders hidden due to filters are not deleted.
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.
Sends an inquiry to the exchange for a block order.
Modifies the parameters for an algo parent order.
Selects an OMA algo to launch for the selected order.
Adds a button to launch an available OMA algo.
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.
Claims a staged order. The user who claims the staged order is the owner.
Unclaims a staged order. The user who unclaims the staged owner gives up ownership and the order is available to be claimed by another user.

Order Book column descriptions

Column Description
%

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

Broker

The broker ID that is associated with the order.

CXL

Cancel button for this 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.

Current User

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

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.
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.

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

Give Up

Account of the give-up party

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.

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.

P/C

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

PIQ Shows the order's current position in queue.
Price

Price of the order or fill.

Route

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

Status

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

SynthStatus

The status of the parent synthetic order.

Strike

Displays the strike price of the options contract.

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.
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

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

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.