# Excel integration with TT

Excel integration with TT

# Excel RTD properties

The TT RTD Server supports two types of properties you can retrieve from TT:

## Type 1 properties

TT RTD Server supports the following type 1 properties. If you specify the name of the property in the formula, you must enclose it in quotes.

Property Description
AskMktDepth Total quantity of resting Sell Market orders
AskMktQty The total quantity of resting Sell Market orders
Bid / Bid# The best market bid price in TT display format / points
BidCnt Number of orders that make up the BidQty
BidMktDepth Total quantity of resting Buy Market orders
BidMktQty The total quantity of resting Buy Market orders
BidQty The total quantity at the best bid
Change / Change# The net change in the contract price for the trading session in TT display format / points
Close / Close# The closing price for the session in TT display format / points
Contract The name of the contract as it appears in the Trade application
CTQ The cumulative traded quantity that occurred at the last price since its value changed
Currency ISO currency code associated with the instrument
CurrencyId The ID of the currency code
ExpirationDate Instrument expiration date in the form, MM/DD/YY. For contracts that have no expiration date, this property returns NULL.
High / High# The high price for the session in TT display format / points
IBidQty The portion of the BidQty that is implied
IndPrc / 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
IndOpen / IndOpen# Indicative opening price indicating the settlement price for the session, as an integer
IndQty / IndQty# Indicative quantity as an integer / decimal value. If provided by an exchange, the indicative or theoretical quantity is displayed during Pre-Open, Auction, and Circuit Breaker market states.
IndSettle / IndSettle# The last settlement price received from the exchange in TT display format / points
Last / Last# The last traded price in TT display format / points
LastQty Quantity of the most-recent trade
LastSide The side that crossed the market
Low / Low# The low price for the session in TT display format / points
MaturityDate Maturity date for the specified instrument, in the form DDMmmYY
MinPriceIncrement Minimum trade-able increment for the specified instrument
Open / Open# The opening price for the session in TT display format / points
PointValue The value of one price point
Settle / Settle# The settlement price from the previous session in TT display format / points
Status / Status$/ Status& Status of the instrument on the exchange, such as Trading, Pre-trade, etc. as a string (Status, Status$) or an integer (Status&).
TTDepth Market depth (merged direct and implied) for a specified number of levels
TTDetailedDepth Detailed depth (merged direct and implied) for a specified number of levels

Note: If a price level included implied quantities, the last array element for the price level aggregates the implied quantities and appends it with an asterisk (*), such as 8*.
TTQ The total traded quantity for the session
WrkSells The total quantity of working sell orders for an instrument
Note: The following properties are available only for options contracts.
AskImpliedTheo / AskImpliedTheo# Option theoretical value implied from the market ask in TT display format / unformatted
AutofitDelta Option Delta from the autofit curve
AutofitGamma Option Gamma from the autofit curve
AutofitRho Option Rho from the auofit curve
AutofitTheo / AutofitTheo# Option theoretical value from the autofit curve
AutofitTheta Option Theta from the autofit curve
AutofitVega Option Vega from the autofit curve
AutofitVolatility Option volatility from the autofit curve
BidImpliedDelta Option Delta from the bid implied volatility
BidImpliedGamma Option Gamma from the bid implied volatility
BidImpliedRho Option Rho from the bid implied volatility
BidImpliedTheo / BidImpliedTheo# Option theoretical value implied from the market bid in TT display format / unformatted
BidImpliedTheta Option Theta from the bid implied volatility
BidImpliedVega Option Vega from the bid implied volatility
BidImpliedVolatility Option implied volatility from the market bid
MidImpliedDelta Option Delta from the mid implied volatility
MidImpliedGamma Option Gamma from the mid implied volatility
MidImpliedRho Option Rho from the mid implied volatility
MidImpliedTheo / MidImpliedTheo# Option theoretical value implied from the mid market in TT display format / unformatted
MidImpliedTheta Option Theta from the mid implied volatility
MidImpliedVega Option Vega from the mid implied volatility
MidImpliedVolatility Option implied volatility from the mid market
OptionType Call/Put
SettlementDelta Option Delta from the settlement curve
SettlementGamma Option Gamma from the settlement curve
SettlementRho Option Rho from the settlement curve
SettlementTheo / SettlementTheo# Option theoretical value from the settlement curve in TT display format / unformatted
SettlementTheta Option Theta from the settlement curve
SettlementVega Option Vega from the settlement curve
SettlementVolatility Option volatility from the settlement curve
Status / Status$/ Status& Trading status of the instrument as an string (Status, Status$) or an integer (Status&).
Strike Option strike price
UserCurveDelta Option Delta from the user curve
UserCurveGamma Option Gamma from the user curve
UserCurveRho Option Rho from the user curve
UserCurveTheo / UserCurveTheo# Option theoretical value from the user curve in TT display format / unformatted
UserCurveTheta Option Theta from the user curve
UserCurveVega Option Vega from the user curve
UserCurveVolatility Option volatility from the user curve

## Type 2 properties

TT RTD Server supports the following filterable type 2 properties:

Property Description

Average price of all buys in points

You must specify at least one Account filter.

AvgOpenPrice#

Average price of open position in points

You must specify at least one Account filter.

AvgSellPrice#

Average price of all sells in points

You must specify at least one Account filter.

BuyQty Total number of contracts bought
NetPos Current net position (BuyQty - SellQty)
SellQty Total number of contract sold
SodPrice# Price of a start-of-day record in points
SodQty Quantity of a start-of-day record