Configuring Product Combinations
You can easily create product combinations in the Preferences section of TT Trade Surveillance. The Cross Products functionality supports product combinations across multiple exchanges.
To create a new product combination:
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Login to TT Trade Surveillance.
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In the main menu bar, select Preferences then select Cross Product Preferences.
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Press the Add Config button.
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The Configuration window opens.
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Populate the Name fields with a title for your product combination. In this example, we use Treasuries.
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In the Select Market dropdown, select the first exchange whose products you wish to add.
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In the Select Instruments field, begin searching for the product by entering the exchange's product code then click on the desired product when it appears. You can select either the futures, spreads, or options associated with the product.
Note Selecting a product includes all expirys automatically.
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You can add additional products from the first exchange or select a new exchange in the Select Market dropdown.
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You can remove models from this product grouping by pressing the X next to the model's name.
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Press the Save button to add this product combination to the Existing Product Configurations pane.
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Once created, you can select an existing product row and edit the parameters or press the Delete button to remove the product row.
TT Trade Surveillance will then generate cross product clusters to identify potentially suspicious trading behavior between multiple traders across the products you have selected.