Positions reference

Sets the price type used for calculating your P/L per contract. Select one of the following P/L price types:

• LTP Waterfall — The price type is determined by the following “waterfall” logic:

  1. Last Traded Price — If the LTP, Bid, and Ask prices are available, then TT checks if the LTP is within the Bid/Ask range, meaning LTP >= Bid and LTP <= Ask. If the LTP is within this range, then LTP is used as the P/L price.
  2. Midpoint — If the LTP is not with the Bid/Ask range, TT uses the midpoint price to calculate P/L. The Bid and Ask prices must be available to calculate the midpoint. If they exist, then the midpoint (i.e., (Bid + Ask)/2) is used as the P/L price.
  3. Bid/Ask — If only one side is available, i.e., there is only a Bid or only an Ask, and there is also a settlement price, then either the Bid or Ask is used as the P/L price if it’s better than the Settle: If no Ask, but Bid > Settle, then Bid is used as the P/L price; if no Bid, but Ask < Settle, then Ask is used as the P/L price.
  4. Settle — If neither the Bid or Ask are available, then the settlement price is used as the P/L price.
  5. Close — If Settle is not available, then the Close price of the current session is used to as the P/L price.
• Last — The Last Traded Price
• Bid/Ask — The Bid price for long positions or Ask price for short positions
• Midpoint — Midpoint of the Bid/Ask, i.e., (Bid + Ask) / 2
• Open — The open price for the contract in the current trading session
• Close — The closing price for the contract in the current trading session
• Settle — The settlement price for the contract from the previous trading session

Account number associated with the transaction.

Average Buy price.

Average price of your open position. It changes only when an open position is increased (i.e. built up), remains the same as the position is partially closed, and goes blank when net position is 0 (zero).

Average Sell price.

Shows the credit loss percentage set for the account with auto-liquidate enabled. Shown when positions are grouped by account.

The account’s daily credit limit plus or minus any current P/L. Margin may be considered based on how the credit limit is configured. Displays only in the account summary row and if the account’s credit check is enabled with a Daily Limit value in Setup.

Shows what percentage of the daily credit limit is used.

Shows how the daily credit limit is calculated: Apply P/L, Apply Margin, or Apply P/L and Margin.

Shows the positive balance before the liquidation threshold is reached or the negative balance after the threshold is breached: (credit loss % * credit limit) + P/L.

Total quantity of Buys.

The name and contract expiry for the instrument or strategy.

Shows the current credit loss percentage based on P/L updates for the account. Shown when positions are grouped by account.

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.

The amount of money required to have an open position and working orders in a futures contract.

The account balance for the current session without considering margin. Calculated as: Starting Balance +/- (P/L Open + P/L Realized). Displays only in the account summary row and if the account’s credit check is enabled with a Daily Limit value in Setup.

Your net position. Calculated using your position from the previous trading session.

The net quantity bought and sold for the session (BuyQty – SellQty).

Name of the product being traded.

Total quantity of Sells.

Your net position from the previous trading session.

The settlement or manually entered contract price for the start of the trading session.

Shows whether the SOD price is the exchange’s settlement price (Settlement) or a manually entered SOD price (Manual). May be displayed per contract or parent account.

The total quantity bought and sold for the session (BuyQty + SellQty).

Total profit or loss. Calculated as P/L Realized + P/L Open.

Shows P/L based on net position, current market price, and average price of your open position: P/L AvgOpen = NetPos * P/L Price – (NetPos * AvgOpen).

Profit or loss from closed positions. Calculated using the P/L price type selected in the Position widget settings. Refer to How P/L is Calculated. Note: Realized P/L is blank for parent accounts with child sub-accounts. Parent accounts only display total P/L.

Profit or loss from closed positions, and calculated using the average price of your open position (AvgOpen value). The “AvgOpen” price changes only when an open position is increased (i.e. built up), remains the same as the position is partially closed, and goes blank when net position is 0 (zero). Note: This column is blank for parent accounts with child sub-accounts. Parent accounts only display total P/L.

Profit or loss from open positions. Calculated using the P/L price type selected in the Position widget settings. Refer to How P/L is Calculated. Note: Open P/L is blank for parent accounts with child sub-accounts. Parent accounts only display total P/L.

The current price used when calculating the P/L for each contract row.

The type of price used when calculating P/L for the contract row. One of the following values will be displayed based on which price was selected for calculating P/L:

• Last — Last Traded Price
• Bid — Bid is displayed for long positions
• Ask — Ask is displayed for short positions
• Midpoint — Midpoint of the Bid/Ask, i.e., (Bid + Ask) / 2
• Open — The open price for the contract in the current trading session
• Close — The closing price for the contract in the current trading session
• Settle — The settlement price for the contract from the previous trading session

Shows the change in options value per change in interest rate.

Shows the change in options value per change in volatility.

Shows the change in options value per change in time. Also known as time decay.

Shows the change in delta per change in the underlying.

Open P/L calculated with the theoretical options value.

Open P/L calculated with the theoretical options value.

Open P/L calculated with the theoretical options value.

Open P/L calculated with the theoretical options value.

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.

The total quantity of working buy orders for an instrument. If market depth is displayed, the working quantities are displayed for each price. Columns display the quantities of and floating order book access to working orders. If market depth is displayed, the working quantities are displayed for each price.

The total number of working orders at the ask price. At the best ask price, the total number of working sell orders for all levels of depth is also displayed. Columns display the quantities of and floating order book access to working orders. If market depth is displayed, the working quantities are displayed for each price.