The Main Table of the Trade Blotter
The main table is the table in the Trade Blotter, where the parameters for all the trades are seen. The trades are shown as rows. Parameters are shown as columns. There’s a way to configure the columns if needed (see The Filters of the Trade Blotter).
Let’s consider them all one by one all the columns in the Trade Blotter.
Login is the same as a login used for trading for the accounts in MT4/MT5/FIX servers. E.g., “3156“, “1“, etc.
Symbol - it is a symbol that was mapped to the MT4/MT5/FiX server in the Youroubse cloud
Maker Symbol is a liquidity provider’s symbol name from the FIX message (tag 55). If the trade is done as fully B-book, then this parameter will be empty.
Base CY - base currency for a symbol from the Cloud portal.
Ref/Term CY - profit currency for a symbol from the Cloud portal.
Conversion Rate to USD - conversion rate from symbol profit currency to USD
Type - whether the trade was done as “Buy“ or “Sell“
Volume - MetaTrader volume in lots/ FIX server notional volume.
Filled volume - filled volume in notional
Volume, USD - Notional volume converted to USD
Taker Requested Price - a price that clients see in MetaTrader for MT4/MT5. For FIX server price will be filled only for 'Limit' orders.
Client Price - price for the open/close positions for the trade in the MetaTrader.
LP Price - the price of the Liquidity provider
Taker spread - this column shows MetaTrader spread diff (difference between Ask and Bid prices) in pips.
Translation spread - MetaTrader translation spread. For the FIX server always equals 0.
Maker spread - Liquidity provider spread diff in pips. For the FIX server always equals 0.
Client Slippage - MetaTrader slippage in pips.
Maker slippage - Liquidity provider slippage in pips.
Core spread - spread for the core symbols in pips.
Applied min spread.
Timestamp - a time when trade is created.
Date - Date when trade is created
Maker Value Date - is equal to the value of tag 64 from the FIX message
Deal id - it is the same as MetaTrader Deal Id.
Group - it is a group on MetaTrader for which the trade was made
A-book quantity - A-book volume part in lots for MT4 and MT5. If it is 0, it turns out the trade was made as B-book trade. For the FIX server, it is an A-book notional volume.
Bridge order ID is an order id considered from the side of the YourBourse plugin.
Reason - the source of processing the trade. Could be “Client terminal“, “Client“, “Mobile“, “Exper adviser“, etc.
Execution Id - Execution Id from the Matching Engine on Cloud for this client
Server name - names of the MT4/MT5 or FIX Servers.
Order Id - MetaTrader order id.
LP Name - the name of the Liquidity provider (displayed for A-book trades only).
ClOrderId - Liquidity provider order id.
ExecId - Liquidity provider execution id. It takes from tag 17 of the FIX message, that is, it is a unique identifier of execution. Will be 0 if not a fill.
Maker comment - comment if there is one. It is the same as tag 58 from the FIX message, which is a text explanation of order rejection or cancellation reason.
Result - the result of the trade execution. Can be “filled', “partially filled“, or “rejected“.
Reject Reason - it is the reject reason for the order.
Execution Duration, ms - Execution duration on liquidity provider in ms
Order type - Order type from matching engine.
Bid Price - it is a bid price in MetaTrader at the moment when the trade is done.
Ask price - it is an asking price in MetaTrader at the moment when the trade was done
Details section
Every trade in the Trade Blotter has the details section. It is activated when the small blue arrow in front of the row is pressed.
In the Streaming mode clicking on the arrow stops the streaming
The trade details section consists of two additional tables. The first one is called “Platform“, and it contains the values for the trades regarding the YourBourse platform. The second one is called “LP“, and it has all the values for the different parameters of the Liquidity Provider.
Let’s consider the parameters for the “Platform“ table
Order response time - a time when the trade was made
Request internal id - MetaTrader order id.
Request external id - YourBourse plugin order id
Symbol - MetaTrader symbol that is traded
Account id - Account number in the MetaTrader
Account group - MetaTrader group name
Symbol currency - Margin currency in MetaTrader
Digits - MetaTrader symbol decimal places. For FIX server value always equals 0.
Contract size - MetaTrader symbol contract size. For FIX, server value always equals 1.
Order side & actions - close or open positions. For FIX server is not displayed.
Order type & status - Order type from the matching engine (“Market“, etc.)
MT request price - Price that clients see in MetaTrader.
Client price - open or close positions price
Slippages (nes/pos).
Request volume - volume client request in MetaTrader.
Response volume - Filled volume in lots for MT4 and MT5. The filled volume is notional for the FIX server.
Request comment - Comment from MetaTrader. For FIX server is not displayed.
The LP table contains the data parsed from the Fix messages from Liquidity Providers. Let’s consider them one by one.
SendingTime - UTC time of message transmission to LP (include milliseconds).
Internal account - an account name.
OrdType - Order Type. Could be the Market order (1) or the Limit order (2).
OrderQty - Order Quantity.
Side - Buy or Sell order.
Symbol - Symbol name for which an order was created.
TimeInForce - Time In Force parameter for an order. It could be Fill or Kill (4) or “Immediate or Cancel“ (3).
OrdStatus - Order Status. Could have different values: A=Pending New (Received); 1=Partially Filled (with some fills but is not completely filled); 2=Fill (completely filled); 4=Canceled (may have fills but is not fully filled); 8=Rejected (no fills).
External account - Account name.
AvgPx - the average price of all fills, including this fill. This will be 0 if ExecType is Pending New.
ClOrdID - unique identifier of the order as assigned by a sending party.
CumQty - the total quantity filled, including this fill.
Currency - Currency (tag 15) from FIX message, the currency used for the price.
LastPx - the price of the fill if the ExecType parameter is Trade.
Slippages.
ExecType - a type of execution. Could have the following values: A=Pending New (received); 4=Canceled (may have fills but is not fully filled) ; 8=Rejected (no fills); F = Trade
LeavesQty - The remaining quantity to fill.
Text - the detailed reason for the rejection, if applicable.