Order upload .csv file format

About the order upload file

When uploading orders into TT, the .csv file must adhere to the following rules:

• Files must be saved as plain text format.
• The filename must use a .csv file extension.
• Data fields must be comma delimited.
• Spaces after commas (for readability) are allowed.
• You can upload orders from a .csv file using Bloomberg codes by including a "BBG" column in the file.

Sample .csv files

Native Order Types

  B/S, OrdQty, Exch, Contract, Price, TIF, Type, TrigPrc, DispQty, Account, TriggerPriceType
  B, 10, CME, ESZ4, 2782.75, Day, Limit, , , 12345,
  S, 25, CME, ZBZ4, 141'24, GTC, Stop Limit, 142'16, , 12345,
  B, 100, CME, ESZ4, 2780.00, Day, Iceberg, , 3, 12345,

TT Iceberg

  B/S, OrdQty, Exch, Contract, Price, Account, TIF, Type, End, DiscVal, Variance, TriggerType, TrigPrc, TriggerPriceType
  B, 10, CME, ESZ4, 5600, Acct_123, Day, TT Iceberg, Day, 1, , , ,
  B, 20, CME, ESZ4, 5601, Acct_123, Day, TT Iceberg, Day, 2, 50, , ,
  B, 50, CME, ESZ4, 5602, Acct_123, Day, TT Iceberg, Day, 10, , Stop, 5900, LTP

TT Time Sliced

  B/S, OrdQty, Exch, Contract, Price, Account, TIF, Type, ChildOrderType, End, EndTime, DiscVal, Interval, LeftoverAction
  B, 10, CME, ESZ4, 5800.00, Acct_A, Day, TT Time Sliced, Limit, Day, , 1, 100000, Leave
  B, 10, CME, ESZ4, 5800.00, Acct_A, Day, TT Time Sliced, Limit, GTC, , 1, 40123, Leave
  B, 10, CME, ESZ4, 5800.00, Acct_A, Day, TT Time Sliced, Limit, Time, 14:00, 1, 59999, Leave
  B, 10, CME, ESZ4, 5800.00, Acct_A, Day, TT Time Sliced, Limit, Time, 14:30:00, 1, 59999, Leave
  B, 10, CME, ESZ4, 5800.00, Acct_A, Day, TT Time Sliced, Limit, Time, 28Dec24 14:35:00, 1, 59999, Leave

File structure

The .csv file can contain a maximum of 1000 order rows, as follows:

• Row 1 must be the header fields, as follows:
  • The row must contain columns for all fields used by any of the orders.
  • The header column names must exactly match the field names, including capitalization.
  • The field columns can be arranged in any order, but the data within a column must match the value expected by the column header.
  <1i> It must contain a field named “Type” which defines the order type for each row because the upload logic uses the order type to look up what parameters are available for the order type for each row. It is also a key piece of data and determines what parameters are available for that row, we do NOT allow the user to change the order type from the preview screen using the drop down menu.
  • “ChildTIF” or 'TIF-Child” field is not supported.
  • The Time-In-Force (TIF) for non-algo orders is the value normally visible in the main TIF control on the Order Ticket.
  • The Time-In-Force (TIF) for algo orders has two components:
    • the TIF for the algo child orders is the value normally visible in the main TIF control on the Order Ticket.
    • the TIF for the parent algo order is the value set in the “End” dropdown in the algo parameter flyout.
  • When an algo order is desired to complete at some other value than Day or GTC, the “End” field in the csv file should be set to “Time”, and an additional column named “EndTime” should define the desired date/time of the order. This string value can be a time in HH:MM format (e.g. 14:00), HH:MM:SS format (e.g. 14:05:30), or a full date and time string (e.g. 13Nov24 14:29:55).
  • For Iceberg style orders, to define the disclosed quantity of each slice:
    • use “DispQty” for native Iceberg orders
    • use “DiscVal” (and then an optional “DiscValType” which can be Qty or Pct) for TT Iceberg orders
• Rows 2-n (up to 1003) contain the values for a single order per row.

Note: If the file contains both a TT instrumentID and a BBG code, then the instrumentId takes priority and ignores the BBG code.

Supported field names for all orders

All uploaded orders can use the following fields.

Supported field names to TT Order Types

In addition to the standard order fields, you can use all parameters when uploading orders for TT Order Types and TT Premium Order Types. For more information about the parameters you can use for the various TT Order Types, please see below.

Also refer to the TT Order Types Overview and TT Premium Order Types help topic pages.

Note: This can be used together with an optional field DiscValType.