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Overview
Introduction
How TT Trade Surveillance Works
Accessing TT Trade Surveillance
TT Trade Surveillance Dashboard
TT Trade Surveillance Preferences
Using TT Trade Surveillance
Workflow Summary
Selecting Data
Analyzing trading activity using data visualizations
Recording reviews and opening investigations
Creating custom alerts in TT Trade Surveillance
Cluster Views
Cross Product
Cross Products Overview
Configuring Product Combinations
Viewing Notional Values
Viewing Dual Ladders
Core Models
Abusive Messaging
Automated Collusive Spoofing
Automated Spoofing
Collusive Spoofing
Cross Trading
Deal Time
Disruptive Order
Dominance at Open
Dominating the Close
Excessive Bid/Ask
Exchange Messaging Rate Limit
Floor/Ceiling
Front Running
Influencing the Open
Marking the Close
Momentum Ignition
Order Book Dominance
Pinging
Price Ramping
Roundtrip Wash Trading
Single-Sided Order Book Dominance
Spoofing
Wash Trading
Configurable Models
Configurable Models Introduction
Creating a Configurable Model
Creating Filters for a Configurable Model
Getting Configurable Model History
Comparing Configurable Model Instance Versions
Copying Configurable Model Row Text
Exporting Configurable Model Data
Generating Reports
TT Trade Surveillance Reports Overview
Generating a Summary Statistics Report
Generating a Processing Statistics Report
Generating a Compliance Statistics Report
Generating a Risk Trend Report
Viewing, Exporting, and Deleting Reports
Reference
Viewing Notional Values
Viewing Notional Values
When investigating an incident, TT Trade Surveillance defaults to showing the trade volume that occurred during the period in question. You can now view the notional values, in United States Dollars (USD) by enabling the Toggle NV switch, located above the chart.
Note TT Trade Surveillance sets notional value equal to the underlying value of the of the instrument multiplied by the number of contracts.
When enabled, the chart displays the value, in USD of each transaction. As with the volume view, simply hover over the chart to see the specific details.
Note In charts for cross products, the diamonds at the top of the chart highlight imbalanced fills during times of imbalance in the notional value.
