Filters Area

Filters Area

LISA Custom Filters

Custom Filters

A strong advantage of the LISA Front End is that it allows users to create their custom filters and save them for easy reuse. For each custom filter, a button is created in the custom filter bar located above the Order Area.

The area containing the Custom Filters created by a user.

As you can see above, the user has created his own filters and named them “FCE”,”578”, etc.

Follow these steps to create your own filters:

  1. Choose on which column name you wish to make a filter.
  2. Right-click on one of the values of this specific column: a menu appears, and you can enter a value in a text field.

  3. Enter the value that you want to filter on for the column selected.

    4. Note The following filtering options are possible. You are also able to use combinations of the below options.

    Note All saved filters will dynamically refresh every 60 seconds.

  4. To match the wildcard character, enclose it in square brackets: e.g. [%] or [!]

    5. List of Wildcard Characters

    Description

    % or *

    Any characters (including zero character).

    ?

    Any single character.

    #

    Any Single digit (0-9).

    < or >

    Inferior or superior (applicable on number, text, date).

    <= or >=

    Inferior or Equal, Superior or Equal (applicable on number, date, text).

    !

    NOT clause (e.g. Type=!A means every type except A).

    ,

    OR Clause (e.g. Type=A,B mean Type A or B).

    ;

    AND Clause (e.g Type=ABC*;!ABC123 means any type starting with ABC excluding ABC123

    !( )

    NOT clause applicable globally on several OR clauses (e.g. Type=!(A,B) means every type except A and B).

    T

    Defines filter by current day value, this will dynamically update each date role.

    T+1

    Defines a filter by current day (T) adding an additional day value to give you the forward clearing date.

    T-1

    Defines a filter by current day (T) subtracting a single day value to give you a filter result of the previous clearing date.

    Now-nM

    Filters by the current time (Now) subtracting the defined minutes from the filter (M) e.g. to filter everything than 10minutes ago enter Now-10M.

    Note One can mix comma and semicolon values by grouping all the comma filter together first : that give a subset of the data on which we then applies all the semicolon filters (AND logic).

    Note that the very first filter is always considered as a normal filter.

    e.g. : ABC*,DEF*;!ABC123 = > (ABC* OR DEF*) AND NOT ABC123

    e.g. : ABC*;!ABC123,DEF* = > same as above = > ABC*,DEF* then NOT ABC123

  5. Press Enter: a filter panel appears on the right. Your filter is applied on the trades and on the orders.

  6. To create a more specific filter, repeat the step 1 to step 4 as many times as you want.
  7. You can also delete a filter by clicking on the red cross located on the leI of each filter criterion .

  8. Once you have finished creating your filter and you save it from the Filter panel, the following screen appears:

  9. Enter the filter Name. Click [Save].

    10. Note If you want the filter button to have a background color, click the checkbox Back Color, then Click on the colored box to select a suitable color.

  10. The name of the filter appears in the custom filter bar located above the Order Area.

Example: here are the steps to create a filter on every Sell trade expiring on December 2017:

  1. Choose the column B/S.
  2. Right-click on a Buy cell.
  3. Enter the Value SELL in the text field.

  4. Press [Enter]. Now the trades and orders having a Sell Side are displayed by the filter.
  5. Choose the column Expiry.
  6. Right-click on an expiry cell.
  7. Enter the value DEC17 in the text field.

  8. Press [Enter]. Only the trades and orders having a sell side and having an expiry on December 2017 are displayed. Note You can remove one of your filters or both of them on the Filter panel.
  9. Save the filter as [SELL+SEP17] for example.
  10. The button [SELL+SEP17]appears in the filter area above the Order area.

Contract Filter

This special filter allows you to display the orders and trades with the same contract characteristics. It works by automatically populating the contract, expiry, strike and call/put filters.

To use the contract filter, select a trade or an order, right-click on it and click on menu item [ Advanced Search] , then [Apply Contract Filter]:

A filter with all the required fields is applied.

Time Filters

Set sound alerts when a trade hits LISA with an exec Ome older than x minutes, this will automatically refresh. To use this filter, right- click on it and click the menu item [Time Filters].

Basic Matching Criteria Filter

This special filter allows you to display the orders and trades with the same basic matching criteria.

It works by automatically populating the date, market, member, buy/sell, contract, expiry, strike, call/put and price filters.

To use the basic matching criteria filter, select a trade or an order, right-click on it and click on the menu item [ Advanced Search] , then [Apply Basic Matching Criteria Filter].

A filter with all the required fields is applied.

Matching Filter

This special filter allows you to display the orders and trades which are matched. It works by automatically populating the ID filter that is shared between matched trades and orders.

To use the matching filter, select a trade or an order, right-click on it and click on the menu item [ Advanced Search] then Apply Matching.

A filter with the required field is applied.

Search at an Average Price

Provides a search for trades having the same characteristics at a given average price (same algorithms than the Matching Engine Average Price Feature (AVGPX/AVGPXO)).

To use the search at an average price, select a trade or an order, right-click on it and click on the menu item [ Advanced Search] then [Search at an Average Price].

  • Vol = sum of all the order selected (sum of matchable vol).
  • AveragePrice=Average price of the order selected (same as what you see in the status bar of the DataGrid).
  • Normal (AVGPX) (default selected) & Group trades by order number first (AVGPXO).
  • Max Running Time (s): 60.
  • Max Delta: 0.0001.
  • Ignore Matching Criteria: if ticked, apply the matching criteria before running the algo.

Patterns, Wildcards and Lists of Values

For greater efficiency, you can also use patterns in your filter criteria. The patterns use the following wildcards:

% or *

Any characters including zero.

?

Any single character.

#

Any single digit (0-9).

< or >

Inferior or Superior (Applicable on number, date or text).

<= or >=

Inferior or equal, Superior or Equal (Applicable on number, date, text).

!

NOT clause (e.g. Type=A,B means only Type A or B).

.

OR clause (e.g. Type=A,B means only Type A or B).

!()

NOT clause applicable globally on several OR clauses (e.g. Type = !(A,B) means every Type except A and B).

To match a wildcard character, enclose it in square brackets, example [#]

You can also filter on a list of values by separating each value by a comma (“,”) or can use multiple wildcards in your pattern.

For Example:

  • The pattern '%' will match all values
  • The pattern '%T##' will match all the values that end by 'T' followed by two digits.
  • The pattern 'T%' will match all the values that start by 'T'

Clearing date filter

You can also use the following special values to filter on the clearing date:

    T: Represents the current day. T+1: Represents the following working day. T-1: Represents the previous working day.

For example, you can create a specific filter to see all the previous day business which is sOll in the LISA acOve screen by using the filter Date=T-1.

Amending and deleting a filter

AIer having added some filter criteria, you can modify each criterion by right-clicking on it in the filter bar. A popup window appears and allows you to enter the new value you want to filter on.

You can also delete a filter by clicking on the red cross located on the leI of each filter criterion.

Quick filter

In your day-to-day activity, you will be using the filtering functionalities very oIen. Therefore, you might take advantage of another way of creating filter criteria by selecting a cell of the order or trade list and using the Keyboard shortcut [F5] to add the cell value to your filter.

Filter by selection

Another efficient way of creating filters is as follows:

  1. Right-clicking on the cells of the column you want to filter, right click and select the menu item [Advanced search] then [By selection].

  2. A popup with a list of all the values in the current column opens.

  3. Select the ones you wish to see and click [OK].

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LISA Predefined Filters