# Excel integration with TT

Excel integration with TT

# Excel RTD properties

The RTD server can retrieve the following fields from TT:

Two types of properties can be retrieved:

## Market Data and Instrument Fields

Note: 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
DBid / DBid# The best direct bid price in TT display format / points
DBidQty The portion of the DBid that is direct
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
IndPrice / IndPrice# 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

## Order Book Fields

Note: To retrieve working orders into RTD, the name of the RTD fields must match the following Order Book widget or orders pane of the Orders and Fills widget column names.

#### Order Book column descriptions

Column Description

The Watch column. Used for selecting orders in an Order Book grouped with other widgets (e.g., Fills, Positions) and viewing the orders in those widgets. Note: This column is only available when the Order Book is grouped with another widget. To show/hide this column in a widget group, right-click in the Order Book pane and select Show/Hide Watch column. For more details, refer to Displaying Positions for Selected Fills.

%

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.

AltExchAcct

Shows the value of Tag 440 sent to ICE and ICE_L exchanges.

Avg Price

Average fill price.

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.

BidPrc

The best market bid price.

B/S

Whether the transaction represents a Buy or Sell order

Broker

The broker ID that is associated with the order.

Caretaker

Identifies the user group monitoring an order. If no order was passed, this column is blank. For the caretaker’s group, this column shows the group that passed the order to them. Their group name is highlighted until the order is accepted. After accepting a passed order, the Caretaker column displays the name of the current group that is managing the order. The value in this column is visible to both the group passing the order and the group accepting the order.

C.D.I.

Commodity Derivative Indicator. Indication of whether the order is for hedging purposes to reduce risk.

CXL

Cancel button for this order

Child Orders

Number of child orders currently working for a parent order

ClearingAcct

Shows the value sent to the exchange as the clearing account.

Client

Client. Identification of the customer (Short Code).

ClOrderID

Unique identifier for the order assigned by the client and sent to the exchange.

Compliance Text

Text field available to include additional values for compliance.

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.

CustOrderHandlingInstr

The "Customer Order Handling Instruction" value set on the account in Setup and sent to the exchange in Tag 1031, which identifies the execution method and source of derivatives trades.

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.
D.E.A.

Direct Electronic Access. Shows whether or not the order is sent from direct/sponsored access, or from another source.

Description

The full name of the product for each contract.

Dest Group

Identifies the target order passing group that you are passing the order to. When shown, this column is blank until an order is passed.

EchoDC_1

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_2

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_3

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_4

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_5

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_6

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_7

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_8

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_9

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_10

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

Also displays "MTL" to indicate Market-to-Limit orders submitted on TT and natively supported on OM Gateways for HKEX, OSE, SGX and TOCOM.
End

Shows the end date and time parameter setting for TT Order Types or ADL algos.

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.

ExchDate

The date the trading host received/sent the message. The date is displayed based on the timezone of the user's workstation.

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 is displayed based on the timezone of the user's workstation.

ExecDec

Execution Decision. A Short Code as an indication of who or what algo submitted the order.

ExecDecQ

Execution Decision Qualifier. The Order Tag Default qualifier for the ExecDec field as part of MiFID compliance.

ExeNotional

The executed notional value of the order as it partially fills (e.g., submit an order for 1 CL contract: 1 contract traded * $50/barrel * 1,000 barrels/contract = executed notional value). ExeQty Executed quantity (sum of fills) of an order Expander Button to expand or collapse parent orders FillQty The quantity filled in the order. This column tracks and displays fill quantities for the current session and onward if you do not refresh the Trade application. Upon refresh or start up, this column only shows fill quantities for the current session. Give Up Account of the give-up party InvestDec Investment Decision. A Short Code as an indication of who made the trading decision. InvestDecQ Investment Decision Qualifier. The Order Tag Default qualifier for the InvestDec field as part of MiFID compliance. LiqProv Liquidity Provision. Indication of market making. LTP The last traded price. 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 Organization The value of the "Organization" custom field included on the order or configured for the user in Setup. Typically used for identifying traders that are managed by your firm but are not direct employees. OrigDate Date the order was originally submitted. Original Group Identifies the order passing group that initiated the order pass. When shown, this column is blank until an order is passed. Originator TT User ID of the person who submitted the order or staged order. OrigTime Time the order was originally submitted. 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. Pass State Shows the state of a passed order. Two states are possible: • Pending Out: Indicates that you passed an order to a user group, but the order hasn't been accepted yet. The column goes blank after you undo an order pass. • Pending In: Indicates another user group passed an order to you and is pending your acceptance. The column goes blank after you accept or reject an order pass. P/C Indicates whether an options contract is a Put (P) or a Call (C). PIQ Shows your position in queue (PIQ) for each of your orders at a given price level. The column is hidden by default. The PIQ value is displayed when you enable PIQ in your workspace preferences. Price Price of the order or fill. Previous Group Shows the name of the user group that previously accepted, rejected, or worked the order and passed it to another group. When shown, this column is blank until an order is passed. ProfileName Displays the applied order profile for the order or fill. Only profiles that were configured in Setup will populate in this column. Locally created profiles will not appear. Note: The "ProfileName" column in the Order Book displays the order profile ID (e.g., <109>) when the profile name is not available to the user. In Setup, Profile IDs for your company are listed in the data grid "ID" column on the More | Profiles tab. The column is hidden by default and can be shown using the "Grid Options". RemQty Shows the total remaining unfilled quantity of an order (OrdQty - ExeQty = RemQty). Route Routing destination for the order, such as TT SIM or Algo SE. Source Displays the name of the widget or application that originally placed an order. For child orders, this column displays the origin of the child order itself and not the parent. Staged Shows "Staged" to identify parent staged orders and fills. This column is blank on other orders and fills. StagedOrderID Shows the staged order identifier on the parent care order and all related child orders and fills. Start Shows the start date and time parameter setting for TT Order Types or ADL algos. 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. 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, Order Profiles, 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, Order Profiles, 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. TextC Displays a read-only, customer-defined text value set by FIX client applications. The value is not sent to the exchange. 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. In the Position Manager widget, you can now edit the TextTT column for Local Fills and Admin Fills. However, this is not available for Admin SODs. Note: For Autospreader orders submitted by an ADL algo, the value is populated with the order tag of the parent algo order. Ticks From Inside The number of ticks between the price of the order and the inside market. For example, a Buy order working one tick below the best bid price will display "1", or a Sell order working at the best ask price will display "0". TIF Time In Force for the order. TotNotional The total notional value of the order (e.g., submit an order for 1 CL contract: 1 contract traded *$50/barrel * 1,000 barrels/contract = total notional value).

TTOrderID

TT-generated ID that uniquely identifies the order associated with the transaction.

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.
TrdgCap

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)

TriggerQty

The trigger quantity of the algo or TT order type (TT Stop or TT If Touched).

TriggerPrcType

Shows the trigger price type: LTP, Bid, Ask, Same Side, Opposite Side.

Type Type of order associated with the 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

## Fills Data Fields

Note: To retrieve fills data into RTD, the name of the RTD fields must match the following Fills widget column names.

#### Fills column descriptions

Setting Description
Account

Account number associated with the transaction.

AcctType

Account type code that defines the trader's relationship with a clearing house

AltExchAcct

Shows the value of Tag 440 sent to ICE and ICE_L exchanges.

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.

Broker

The broker ID that is associated with the order.

B/S

Whether the transaction represents a Buy or Sell order

C.D.I.

Commodity Derivative Indicator. Indication of whether the order is for hedging purposes to reduce risk.

Client

Client. Identification of the customer (Short Code).

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).

ClOrderID

Unique identifier for the order assigned by the client and sent to the exchange.

Compliance Text

Text field available to include additional values for compliance.

Confirmed

Contains the Confirm button used for confirming fills.

ConnectionID

ID of the connection used to route the order or fill.

Contract

The name and contract expiry for the instrument or strategy.

CurrentUser

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

CustOrderHandlingInstr

The "Customer Order Handling Instruction" value set on the account in Setup and sent to the exchange in Tag 1031, which identifies the execution method and source of derivatives trades.

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.
D.E.A.

Direct Electronic Access. Shows whether or not the order is sent from direct/sponsored access, or from another source.

EchoDC_1

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_2

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_3

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_4

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_5

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_6

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_7

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_8

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_9

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

EchoDC_10

Customer-defined text field that can be populated by FIX client applications. The value is not sent to the exchange, but is visible in the Order Book, Fills, and Audit Trail widgets and on FIX Drop Copy records.

End

Shows the end date and time parameter setting for TT Order Types or ADL algos.

ExecDec

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

ExecDecQ

Execution Decision Qualifier. The Order Tag Default qualifier for the ExecDec field as part of MiFID compliance.

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.

Exchange

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.

ExchOrderID

ID of the order, supplied by the exchange.

ExchTransID

The transaction ID generated by and received from the Exchange.

ClearingAcct

Shows the value sent to the exchange as the clearing account.

ExchDate

The date the trading host received/sent the message. The date is displayed based on the timezone of the user's workstation.

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 is displayed based on the timezone of the user's workstation.

ExecDec

Execution Decision. A Short Code as an indication of who or what algo submitted the order.

ExecDecQ

Execution Decision Qualifier. The Order Tag Default qualifier for the ExecDec field as part of MiFID compliance.

ExeNotional

The executed notional value of the order as it partially fills (e.g., submit an order for 1 CL contract: 1 contract traded * $50/barrel * 1,000 barrels/contract = executed notional value). FillQty The quantity filled in the order. FillType Indicates whether fill corresponds to an outright, a spread, a spread leg, or a synthetic fill. GiveUp Account of the give-up party InvestDec Investment Decision. A Short Code as an indication of who made the trading decision. InvestDecQ Investment Decision Qualifier. The Order Tag Default qualifier for the InvestDec field as part of MiFID compliance. The delta calculated with the auto-fit volatility curve values provided by TT. IV Implied volatility value. Implied volatilities are calculated using the midpoint of bid and ask prices. LiqProv Liquidity Provision. Indication of market making. ManualFill Whether the fill is a result of a: • (blank): Normal fill • Manual: Manual fill • Transfer: AOTC position transfer fill 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. OrderQty In "By Order" or "By Order (Summary)" mode, displays the sum of the filled quantity plus the remaining working quantity of the order. This column is hidden by default. OrderQty In "By Order" or "By Order (Summary)" mode, displays the sum of the filled quantity plus the remaining working quantity of the order. This column is hidden by default. Organization The value of the "Organization" custom field included on the order or configured for the user in Setup. Typically used for identifying traders that are managed by your firm but are not direct employees. Originator TT User ID of the person who submitted the order or staged order. P/A Whether a Brokertec order is passive (PA) or agressive (AA). P/F Fill indicator: P = partial fill, F = full fill. Note: Not all exchanges provide partial fill indicators. ParentID 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). Price Price of the order or fill. ProdType Type of product (e.g. Futures, Options). Product Name of the product being traded. ProfileName Displays the applied order profile for the order or fill. Only profiles that were configured in Setup will populate in this column. Locally created profiles will not appear. Note: The "ProfileName" column in the Order Book displays the order profile ID (e.g., <109>) when the profile name is not available to the user. In Setup, Profile IDs for your company are listed in the data grid "ID" column on the More | Profiles tab. The column is hidden by default and can be shown using the "Grid Options". RiskGroup Shows the name of the risk group. Route Indicates whether the fill was received from the exchange (Direct) or generated by internal matching due to position transfer (Indirect). Source Displays the name of the widget or application that originally placed an order. For child orders, this column displays the origin of the child order itself and not the parent. Staged Shows "Staged" to identify parent staged orders and fills. This column is blank on other orders and fills. StagedOrderID Shows the staged order identifier on the parent care order and all related child orders and fills. Strike Displays the strike price of the options contract. TextA Displays an optional, user-defined text value from the Setup app, Order Profiles, 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, Order Profiles, 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. TextC Displays a read-only, customer-defined text value set by FIX client applications. The value is not sent to the exchange. 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. In the Position Manager widget, you can now edit the TextTT column for Local Fills and Admin Fills. However, this is not available for Admin SODs. Note: For Autospreader orders submitted by an ADL algo, the value is populated with the order tag of the parent algo order. 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. Total Vega The total amount of Vega filled per trade. Note: Does not display in Summary Mode. TrdgCap Trading Capacity. Indication of a user dealing on own account, trading in a matched principal trading capacity, or trading in any other trading capacity. TotNotional The total notional value of the order (e.g., submit an order for 1 CL contract: 1 contract traded *$50/barrel * 1,000 barrels/contract = total notional value).

TTOrderID

TT-generated ID that uniquely identifies the order associated with the transaction.

Type

The type of instrument or options strategy.

Und Px

The price of the underlying instrument at the time of the fill.

## Position Fields

Note: TT RTD Server supports the following type 2 properties.

Property Description
Account

The account identifier

NetPos Current net position (BuyQty - SellQty)

Average price of all buys in points

You must specify at least one Account filter.

AvgSellPrice / AvgSellPrice#

Average price of all sells in points

You must specify at least one Account filter.

AvgOpenPrice / AvgOpenPrice#

Average price of open position in points

You must specify at least one Account filter.

SodQty Quantity of a start-of-day record
BuyQty Total number of contracts bought
SellQty Total number of contract sold
SodPrice / SodPrice# Price of a start-of-day record in points
WrkSells Quantity of working Sell orders

## Options Fields

Note: 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
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