Trading Operations - Order History

The order history screen unfiltered acts as a trade blotter, all new trades (internal, external and manual) will be plotted here in live time, all information shown is from the House perspective. Filters can be applied to show the Order History of trades back from 5 minutes to 7 days (168 hours). By default the order history will only show executed trades, however, filters can be adjusted to show cancels, rejects, new order requests and confirmations.

This is useful for giving a snapshot of the performance of external trades, as well as for investigation of individual trades that may have been canceled or otherwise behaved abnormally.

Filtering

The filtering capability allows focus on the trading activity going on in specified channels, instruments, or parties.

Trades can be viewed back to 7 days (168 hours), this is toggled in the top bar.

Streaming can also be paused from here to view the current period without new trades pushing down the screen. The number of viewed rows and quantity unit is also toggled to the right of this bar.

Filters are applied by typing into the various fields, selecting from the drop-down, or clicking the filter button next to the relevant field on a trade entry:

Filtered order histories can be downloaded into a csv using the button in the filters bar:

trade details

To the left of a trade the 'i' button will bring up the order details, this shows in-depth information about request vs fill for the trade time, price and quantity. It also details the distribution and execution workflow of the trade, including the market or model traded on, trade type, execution rule and decision, as well as any markup or liquidity reduction.

In the case of a hedger trade, the hedging decision is also detailed in full including the rule that was triggered and the trade that triggered it.

trade analytics

From the trade ticket, you are also able to link into Echo's top-of-book, spread or yield profiles filtered on various information relevant to the trade for more in-depth analysis into the market conditions around the trade.

The trade ticket also has a simple yield profile available

Next see: Trading Operations - Market Data | Trading Operations - Positions | Trading Operations - Prices and Orders

Back to: Compass Contents