Watchlist

Watchlist

Watchlist reference

Available settings

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

Display settings

  • Colors: Allows you to customize or change the cell and column colors available in the widget.
  • Bold font: Sets whether to use bold font for text.
  • Depth increment: Set the number of additional depth levels to show or hide when displaying market depth for an instrument.
  • Highlight price cells in update: Enable this setting to highlight a price cell every time it updates.
  • 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.
  • Set Watchlist columns: Select the columns you want shown in the Market Grid.

Watchlist column descriptions

Column Description
Instrument Options instrument
% 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.

AskQty

The total quantity working at the ask.

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 ask price.

BidCnt

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

BidQty

The total quantity working at the ask.

Buy Edge

Difference between the best ask and the theoretical value.

Close

The closing price for the session.

Contract

The name and contract expiry for the instrument or strategy.

Depth Toggle

Shows/hides the market depth expander for all instruments.

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.

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.

High

The high price for the session.

High

The high price for the session.

IDelta

The delta calculated with the auto-fit volatility curve values provided by TT.

IGamma

Gamma calculated using implied volatility.

IRho

Shows the change in options value per change in interest rate. Based on TT auto-fit volatility curve values.

ITheta

Shows the change in options value per change in time, which is also known as time decay. Based on TT auto-fit volatility curve values.

IV

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

IVega

Shows the change in options value per change in volatility based on the TT auto-fit volatility curve.

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.

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.

IndSettle

Indicative settle representing the last settlement price received from the exchange

Last

The last traded price.

LastQty

Quantity of the last executed trade.

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.

SDelta

Delta calculated using the settlement volatility.

SGamma

Gamma calculated using the settlement volatility.

SRho

Rho calculated using the settlement volatility.

STheta

Theta calculated using the settlement volatility.

SV

Settlement volatility value, which indicates volatility calculated per strike using settlement prices.

SVega

Vega calculated using the settlement volatility.

Sell Edge

Difference between the best bid and the theoretical value.

Settle

The settlement price from the previous session.

Status

The status of an order:

  • Approved or Accepted — 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.
  • Closed — Indicates the submitted order is for a product that is in the Closed phase. Orders for products in the Closed phase will have a red background in the "Status" column.
  • Completed — Indicates a completed OTC trade.
  • 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.
  • Open — Indicates the submitted order is for a product that is in the Open phase. Orders for products in the Open phase will have a green background in the “Status” column
  • 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.
TT Delta

Delta calculated using the TT-calculated volatility.

TT Gamma

Gamma calculated using the TT-calculated volatility.

TT Rho

Rho calculated using the TT-calculated volatility.

TT Theta

Theta calculated using the TT-calculated volatility.

TT V

The TT calculated theoretical value based on the auto-fit volatility curve values.

TTVega

Vega calculated using the TT-calculated volatility.

Time

The time the order action occurred. This value is updated after each order action.

  • Order Book: Time the order was submitted or modified.
  • Fills: Time the fill or partial fill was received.
  • Audit Trail: Time the message was sent or received.
Type

The type of instrument or options strategy.

UDelta

Delta calculated using the user-defined volatility.

UGamma

Gamma calculated using the user-defined volatility.

URho

Shows the change in options value per change in interest rate. Based on user-defined volatility curve values.

UTheta

Shows the change in options value per change in time, which is also known as time decay. Based on user-defined volatility curve values.

UV

User volatility values that are used for calculating theoretical call and put values. These user-defined vols are entered using the Vol Curve Manager, which fits the curve to the control points on the volatility curve. The user volatility values are a result of the fitting process.

UVega

Shows the change in options value per change in volatility based on the user-defined volatility curve.

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.

Γ/Θ

Is a measure of how much money you will gain by owning the option due to movements in the underlying versus how much money you will lose in time decay (theta). Also known as epsilon.

Selective defaults

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