GL WIN - MS EXCEL DATA LINKS 5.10 - JSE

GL WIN - 

MS EXCEL DATA LINKS 5.10 

USER GUIDE

Documentation issued by CertEx 

All the intellectual property rights over this document and the information it contains remain vested 

in GL TRADE. As a consequence, it is strictly prohibited to reproduce, modify, translate, and/or transfer this 

document and the information it contains, whether for free or valuable consideration, in whole or in part, by any 

means and/or for any purpose whatsoever, without written authorization from GL TRADE. 

The information contained in this document is deemed complete and accurate. However, it is provided to you 

"as is" without any warranty of any kind, whether express or implied, including without limitation any implied 

warranties of merchantability or fitness for a particular purpose. 

© GL TRADE 2005.

GL WIN - MS EXCEL Data Links 5.10 

User Guide 

Table of Contents 

Introduction............................................................................................................. 5 

Using DDE and RTD in MS Excel .......................................................................... 6 

GL WIN and DDE/RTD Links.................................................................................. 8 

Using DDE/RTD Functions in MS Excel ............................................................. 10 

Data Links Lists......................................................................................................................... 11 

Market Links.......................................................................................................... 12 

Order Book Links.................................................................................................. 39 

Market Maker Quotes Links................................................................................. 43 

RFQ Links.............................................................................................................. 47 

Best Limits Links .................................................................................................. 51 

Index ........................................................................................................................................... 54 

Documentation issued by CertEx

4 GL WIN - MS EXCEL Data Links 5.10 User Guide 


Introduction 

GL WIN - MS EXCEL Data Links 5.10 User Guide 

GL WIN - MS Excel Data Links belongs to the trading part of GL STREAM TM , the GL TRADE Front 

to Back Solution. GL STREAM TM manages both client and market orders for any type of instrument 

throughout all five steps of the order flow: client connectivity, order management, trading, market 

access and post-trade management. 

5 



Using DDE and RTD in MS Excel 

Is there a Difference Between DDE and RTD Links? 

Microsoft Excel requests market data and updates with either DDE Links or RTD Links. The 

differences between DDE and RTD are explained below. 

• RTD stands for Real Time Data. Microsoft introduced RTD to improve the performance of 

MS Excel when used with feeds from the Financial Markets. 

• RTD links are more stable and faster than DDE Links. 

• RTD is supported in MS Excel 2002 and later versions only. 

• There is no limitation on the number of links used in MS Excel (The performance might be 

reduced due to Excel calculations, if a large number of links is included in a workbook). 

• RTD is not to be used with DDE links. An MS Excel spreadsheet cannot contain both types 

of links. 

• RTD supports multi-markets. Any information supplied by the user’s flux can be fed to MS 

Excel. 

• An important configuration setting at the MS Excel level needs to be modified to ensure 

optimal performance: the RTD Throttle Interval (in the Visual Basic Editor). 

• An MS Excel add-in is available for download on the AUTOMATE website. 

• In addition to the AUTOMATE Input Zone Manager, the add-in offers a tool that converts 

all the DDE links in an MS Excel spreadsheet into RTD links. Please read the installation 

instructions before proceeding (included in the zip file). 

• You can copy directly from the Market Watch in either DDE or RTD format (you specify 

the type of links you want to copy). 


Configuring DDE or RTD Links 


It is important to note that DDE/RTD data can be logically divided into the different types of market 

information. There are five types of data links: 

• Mkt = Market Links. Real time data, updates from the SLC. Can be copied and pasted 

from the GLWIN’s Market Watch, Strategy Watch, Option Watch and some other windows. 

• BLimits = Best Limits Links. Real time data, updates from the SLC. Configurable with the 

desired limit number. Can be copied and pasted from the Instrument Summary Window. 

• RFQ = Request for Quote Links. Real time data, updates from the SLC. Configurable with 

a timer parameter and an optional Symbol parameter. 

• MMQuote = Market Makers Quotes (or pub de prix in French). Real time data, updates 

from the SLC. Configurable with the desired limit number. 

• OBook = Return of executions Links. Real time data, updates from SLE. Configurable with 

optional filters: client reference and/or Broker ID (eventually can be used as a user ID 

filter). 

The diagram below provides an idea of how DDE/RTD fits in with the overall MS Excel information 

flow: 

7 



GL WIN and DDE/RTD Links 

To incorporate DDE/RTD market data in Excel from GL WIN, you use the copy/paste functionality built 

into GL WIN. This enables you to directly copy and paste MS Excel data links from the Market Watch, 

Strategy Watch and Instrument Summary, in either DDE or RTD format. 

1. Right-click on the GL WIN deskbar and select General Settings from the popup menu. 

2. Click on Format to select the format when copying MS Excel links, either DDE or RTD. The 

following window is displayed: 



3. Choose the format you want to copy and paste MS Excel links in, and Click on Apply then 

OK to validate. 

4. Select your data from the Market Watch by clicking and dragging the information you wish to 

copy to MS Excel. 

5. Place the cursor into the MS Excel worksheet, right-click and paste, making sure to paste the 

relevant data into the correct columns. 

6. As soon as you paste the numerical information into the spreadsheet, a dynamic link appears 

to establish the connection between the market feed and MS Excel. 

7. After this is done, the data in MS Excel will continue to be refreshed in real time. 

8. For English and French versions of MS Excel the RTD formula is "RTD". If you are using a 

version of MS Excel which has a different definition of the RTD function, please use the textbox 

provided. 

Once the market feed is in MS Excel, you can close down the Market Watch. 

Once the DDE/RTD links are in place, you can begin to use formulas directly in MS Excel. 

You can also use MS Excel and DDE/RTD together to display information on your own orders. 

9 



Using DDE/RTD Functions in MS Excel 

The Functions, each with a complete example of the formula and their meanings are listed in the 

Data Links Lists section. 

RTD Syntax 

For some MS Excel versions, e.g. the French version, use “;” instead of “,”. 

The field names for RTD are described in the tables in the Data Links Lists section. 

The Throttle Interval 

RTD functions in MS Excel have a parameter that you can manipulate, the throttle interval. By default, 

this value is set to 2000ms in MS Excel. For faster performance of RTD links you need to lower this 

value. 

1. From MS Excel, click ALT+F11 to access the Visual Basic editor. 

2. Once there, click on the view menu and select “the immediate window” to be displayed. 

3. In the immediate window type the following: [ Application.RTD.ThrottleInterval 

= ] then the value of your choice. (100 is recommended, you can use lower values). Do not 

include the brackets. 

Note: There are MS Excel Add-ins available on the Automate website on 

GLtrade.net that handle changing the RTD throttle interval for you. This can 

also be changed directly in the Market Links Wizard, shown in the Using DDE 

and RTD in Excel section. 


Data Links Lists 

Data Links Lists 

There are five kinds of data links: 

• Market Links 

• Order Book Links 

• Market Maker Quotes Links 

• RFQ Links 

• Best Limits Links 


Note: Replace SYMBOL in the following lists with the relevant instrument 

symbol. 

Note: For BLimits and MMQuote links, replace X with the desired limit number. 

11 



Market Links 

N° Type Description 

1 Description - En 

Description - Fr 

Code 

Previous Version Code 

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 



Symbol of the Instrument 

Mnémonique 

Symbol 

MNEMO 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Symbol") 

GLLinks|Mkt!'SYMBOL,Symbol' 

Market Buy Quantity 

Quantité Achat 

BidQ 

QTEA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BidQ") 

GLLinks|Mkt!'SYMBOL,BidQ' 

Market Bid Price 

Prix Achat 

Bid 

PXA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Bid") 

GLLinks|Mkt!'SYMBOL,Bid' 

Market Ask Price 

Prix Vente 

Ask 

PXV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Ask") 

GLLinks|Mkt!'SYMBOL,Ask' 

Market Ask Quantity 

Quantité Vente 

AskQ 

QTEV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","AskQ") 

GLLinks|Mkt!'SYMBOL,AskQ' 

Last Price 

Dernier Cours 

LAST 

LA

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 

13 Description - En Low Price 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","LAST") 

GLLinks|Mkt!'SYMBOL,LAST' 

Last Volume Traded 

Dernière Quantité échangée 

LastQ 

QTELA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","LastQ") 

GLLinks|Mkt!'SYMBOL,LastQ' 

Time of Last Trade 

Heure Transaction 

LastTime 

TIME 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","LastTime") 

GLLinks|Mkt!'SYMBOL,LastTime' 

Variation in % 

Variation en % 

Variation 

VARP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Variation") 

GLLinks|Mkt!'SYMBOL,Variation' 

Total Volume Traded 

Quantité Totale échangée 

TotalQty 

QTEJ 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TotalQty") 

GLLinks|Mkt!'SYMBOL,TotalQty' 

Opening Price 

Cours ouverture 

OPEN 

OPEN 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OPEN") 

GLLinks|Mkt!'SYMBOL,OPEN' 

High Price 

Plus Haut Prix 

HIGH 

HIGH 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","HIGH") 

GLLinks|Mkt!'SYMBOL,HIGH' 

13 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 



Plus Bas Prix 

LOW 

LOW 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","LOW") 

GLLinks|Mkt!'SYMBOL,LOW' 

Suspension Indicator 

Indice Suspension 

Status 

SUSP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Status") 

GLLinks|Mkt!'SYMBOL,Status' 

Variation Flag 

Variation - Signe 

VarSign 

VARS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","VarSign") 

GLLinks|Mkt!'SYMBOL,VarSign' 

Closing Price 

Clôture 

ClosePrice 

CLOSE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ClosePrice") 

GLLinks|Mkt!'SYMBOL,ClosePrice' 

Min Size 

Quotité 

MinSize 

QUOT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MinSize") 

GLLinks|Mkt!'SYMBOL,MinSize' 

Volume Weighted Average Price 

Cours Pondéré 

VWAP 

LAP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","VWAP") 

GLLinks|Mkt!'SYMBOL,VWAP' 

Cumulative Calls 

Cumul Call 

CALLS 

CALL

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 

26 Description - En Number of Orders 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","CALLS") 

GLLinks|Mkt!'SYMBOL,CALLS' 

Cumulative Puts 

Cumul Put 

PUTS 

PUT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","PUTS") 

GLLinks|Mkt!'SYMBOL,PUTS' 

Number of Open Positions 

Nb de Positions Ouvertes 

OpenPos 

POSOUV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OpenPos") 

GLLinks|Mkt!'SYMBOL,OpenPos' 

High Threshold 

Seuil Haut 

HighThresh 

SHAUT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","HighThresh") 

GLLinks|Mkt!'SYMBOL,HighThresh' 

Low Threshold 

Seuil Bas 

LowThresh 

SBAS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","LowThresh") 

GLLinks|Mkt!'SYMBOL,LowThresh' 

Broker Buy 

Agent Achat 

BrokerB 

AGA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BrokerB") 

GLLinks|Mkt!'SYMBOL,BrokerB' 

Broker Sell 

Agent Vente 

BrokerS 

AGV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BrokerS") 

GLLinks|Mkt!'SYMBOL,BrokerS' 

15 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 



Nombre d'Ordres 

NbOrders 

NBORD 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NbOrders") 

GLLinks|Mkt!'SYMBOL,NbOrders' 

Number of Lots 

Nombre de Lots 

NbLots 

NBLOT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NbLots") 

GLLinks|Mkt!'SYMBOL,NbLots' 

Number of Trades 

Nombre Nego 

NbTrades 

NBNEGO 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NbTrades") 

GLLinks|Mkt!'SYMBOL,NbTrades' 

Number of Messages 

Nombre de Messages 

NbMsg 

NBMSG 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NbMsg") 

GLLinks|Mkt!'SYMBOL,NbMsg' 

Number of Lots Displayed 

Nombre de Lots Devoilés 

NbLotsDisp 

NBLOTDEV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NbLotsDisp") 

GLLinks|Mkt!'SYMBOL,NbLotsDisp' 

Market Name 

Marché 

MktName 

MCH 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MktName") 

GLLinks|Mkt!'SYMBOL,MktName' 

Name of the Instrument 

Libellé de l'instrument 

Name 

LIBEL

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 

39 Description - En Settlement Price 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","Name") 

GLLinks|Mkt!'SYMBOL,Name' 

Exchange 

Place 

Exchange 

PLACE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Exchange") 

GLLinks|Mkt!'SYMBOL,Exchange' 

Group Number 

Numéro de Groupe 

GROUP 

NUMGRP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","GROUP") 

GLLinks|Mkt!'SYMBOL,GROUP' 

CAC 40 Coefficient 

Coefficient CAC40 

COEFCAC40 

COEFCAC40 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","COEFCAC40") 

GLLinks|Mkt!'SYMBOL,COEFCAC40' 

SBF120 Coefficient 

Coefficient SBF120 

COEFSBF120 

COEFSBF120 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","COEFSBF120") 

GLLinks|Mkt!'SYMBOL,COEFSBF120' 

Number of Decimal places 

Nombre de décimales 

Decimals 

NBDEC 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Decimals") 

GLLinks|Mkt!'SYMBOL,Decimals' 

Code of the Instrument 

Sicovam 

CODE 

SICO 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","CODE") 

GLLinks|Mkt!'SYMBOL,CODE' 

17 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 



Compensation 

SettleP 

COMPENS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","SettleP") 

GLLinks|Mkt!'SYMBOL,SettleP' 

Exchanged Capital 

Capital Echangé 

Capital 

CAPECH 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Capital") 

GLLinks|Mkt!'SYMBOL,Capital' 

Number of Traded Lots 

Nombre de Lots Negociés 

NbLotsTrade 

NBLOTNEGO 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NbLotsTrade") 

GLLinks|Mkt!'SYMBOL,NbLotsTrade' 

Last Quotation Date 

Date Dernière Cotation 

DateLastPO 

DATDERCOTA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","DateLastPO") 

GLLinks|Mkt!'SYMBOL,DateLastPO' 

Issue Date 

Date Emission 

DateIssue 

DATEMISSION 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","DateIssue") 

GLLinks|Mkt!'SYMBOL,DateIssue' 

Market Maker Bid Quantity 

Quantité Achat MM 

MMBidQ 

MMQTEA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MMBidQ") 

GLLinks|Mkt!'SYMBOL,MMBidQ' 

Market Maker Bid Price 

Prix Achat MM 

MMBid 

MMPXA

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 

52 Description - En Transaction Index Buy 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","MMBid") 

GLLinks|Mkt!'SYMBOL,MMBid' 

Market Maker Ask Price 

Prix Vente MM 

MMAsk 

MMPXV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MMAsk") 

GLLinks|Mkt!'SYMBOL,MMAsk' 

Market Maker Ask Quantity 

Quantité Vente MM 

MMAskQ 

MMQTEV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MMAskQ") 

GLLinks|Mkt!'SYMBOL,MMAskQ' 

Adjusted Coefficients 

Coefficient Ajusté 

AdjCoef 

COEFAJHISTO 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","AdjCoef") 

GLLinks|Mkt!'SYMBOL,AdjCoef' 

Recovery time 

Heure de reprise 

ResumeTime 

HREPCOT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ResumeTime") 

GLLinks|Mkt!'SYMBOL,ResumeTime' 

Foreign Name 

Libellé étranger 

NameForeign 

LIBELLEETRANGER 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NameForeign") 

GLLinks|Mkt!'SYMBOL,NameForeign' 

Coding Type 

Type de Codage 

CodingType 

TYPEDECODAGE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","CodingType") 

GLLinks|Mkt!'SYMBOL,CodingType' 

19 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 



Indice transaction achat 

TrxIndexBuy 

INDTRANSA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TrxIndexBuy") 

GLLinks|Mkt!'SYMBOL,TrxIndexBuy' 

Transaction Index Sell 

Indice transaction vente 

TrxIndexSell 

INDTRANSV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TrxIndexSell") 

GLLinks|Mkt!'SYMBOL,TrxIndexSell' 

Order Type Buy 

Type d'ordre achat 

OTypeBuy 

TPORDA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OTypeBuy") 

GLLinks|Mkt!'SYMBOL,OTypeBuy' 

Order Type Sell 

Type d'ordre vente 

OTypeSell 

TPORDV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OTypeSell") 

GLLinks|Mkt!'SYMBOL,OTypeSell' 

Theoretical Opening Price 

Cours Théorique d'ouverture 

TheoOpenPrice 

CTHEOOUV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TheoOpenPrice") 

GLLinks|Mkt!'SYMBOL,TheoOpenPrice' 

Time Buy Order 

Heure ordre achat 

TimeBid 

HORDA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TimeBid") 

GLLinks|Mkt!'SYMBOL,TimeBid' 

Time Sell order 

Heure ordre vente 

TimeAsk 

HORDV

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 

65 Description - En Transaction Info 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","TimeAsk") 

GLLinks|Mkt!'SYMBOL,TimeAsk' 

Transaction Number 

Numero Transaction 

NumTrans 

HORDTRANS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NumTrans") 

GLLinks|Mkt!'SYMBOL,NumTrans' 

Theoretical Opening Quantity 

Quantité Théorique Ouverture 

TheoOpenQty 

QTETHEOOUV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TheoOpenQty") 

GLLinks|Mkt!'SYMBOL,TheoOpenQty' 

Country 

Pays 

Country 

COUNTRY 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Country") 

GLLinks|Mkt!'SYMBOL,Country' 

Currency 

Devise 

Currency 

CURRENCY 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Currency") 

GLLinks|Mkt!'SYMBOL,Currency' 

Sector 

Secteur 

Sector 

SECTOR 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Sector") 

GLLinks|Mkt!'SYMBOL,Sector' 

Transaction Type 

Transaction Type 

TransactionType 

TPTRANS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TransactionType") 

GLLinks|Mkt!'SYMBOL,TransactionType' 

21 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 



Transaction Info 

TransactionInfo 

INFOTRANS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TransactionInfo") 

GLLinks|Mkt!'SYMBOL,TransactionInfo' 

Theoretical Opening Direction 

Sens Théorique Ouverture 

TheoOpenDir 

STHEOOUV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TheoOpenDir") 

GLLinks|Mkt!'SYMBOL,TheoOpenDir' 

Theoretical Opening Variation 

Variation Théorique Ouverture 

TheoOpenVar 

VARTHEOOUV 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TheoOpenVar") 

GLLinks|Mkt!'SYMBOL,TheoOpenVar' 

Minimum Principal Order 

Ordre Minimum Principal 

MinPrincipal 

MINORDPRINC 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MinPrincipal") 

GLLinks|Mkt!'SYMBOL,MinPrincipal' 

Minimum Agency Order 

Ordre Minimum Agence 

MinAgency 

MINORDAGEN 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MinAgency") 

GLLinks|Mkt!'SYMBOL,MinAgency' 

Maximum Principal Order 

Ordre Maximum Principal 

MaxPrincipal 

MAXORDPRINC 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MaxPrincipal") 

GLLinks|Mkt!'SYMBOL,MaxPrincipal' 

Maximum Agency Order 

Ordre Maximum Agence 

MaxAgency 

MAXORDAGEN

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","MaxAgency") 

GLLinks|Mkt!'SYMBOL,MaxAgency' 

Tick Size 

Tick Size 

TICKSIZE 

TICKSIZE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TICKSIZE") 

GLLinks|Mkt!'SYMBOL,TICKSIZE' 

Normal Market Size 

Normal Market Size 

NMS 

NMS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NMS") 

GLLinks|Mkt!'SYMBOL,NMS' 

Last Opening Price 

Dernier Prix Ouverture 

LasOpenPr 

LASTOPENPX 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","LasOpenPr") 

GLLinks|Mkt!'SYMBOL,LasOpenPr' 

Opening Indicator 

Indicateur Ouverture 

OpenInd 

INDOPEN 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OpenInd") 

GLLinks|Mkt!'SYMBOL,OpenInd' 

Last Price OTC 

Dernier Cours ACT 

OffExchLast 

DCOURSECHA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OffExchLast") 

GLLinks|Mkt!'SYMBOL,OffExchLast' 

ISIN Code of the Instrument 

Code ISIN 

ISIN 

CODEISIN 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ISIN") 

GLLinks|Mkt!'SYMBOL,ISIN' 

78 Description - En Number of Days Before Expiry 

23 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 



Nombre de jours avant échéance 

FREESTTLEDELAY 

FREESTTLEDELAY 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","FREESTTLEDELAY" 

) 

GLLinks|Mkt!'SYMBOL,FREESTTLEDELAY' 

Capital Exchanged OTC 

Capital échangé ACT 

OffExchCap 

OFFMONEYBOOK 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OffExchCap") 

GLLinks|Mkt!'SYMBOL,OffExchCap' 

VWAP of Trades 

VWAP des trades 

ALLTRADESVWAP 

ALLTRADESVWAP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ALLTRADESVWAP") 

GLLinks|Mkt!'SYMBOL,ALLTRADESVWAP' 

Average of Bid - Ask 

Moyenne Fourchette Achat - Vente 

BIDASKAVERAGE 

BIDASKAVERAGE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BIDASKAVERAGE") 

GLLinks|Mkt!'SYMBOL,BIDASKAVERAGE' 

Non Executed Capital at Bid 

Capital non executé à l'achat 

NONEXECUTBID 

NONEXECUTBID 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NONEXECUTBID") 

GLLinks|Mkt!'SYMBOL,NONEXECUTBID' 

Non Executed Capital at Offer 

Capital non executé à la vente 

NONEXECUTASK 

NONEXECUTASK 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NONEXECUTASK") 

GLLinks|Mkt!'SYMBOL,NONEXECUTASK' 

Max Average Bid-Ask Spread 

Max moyenne fourchette Achat-Vente 

BidAskMax 

BIDASKHIGH

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 

91 Description - En Type 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","BidAskMax") 

GLLinks|Mkt!'SYMBOL,BidAskMax' 

Min Average Bid-Ask Spread 

Min moyenne fourchette Achat-Vente 

BidAskMin 

BIDASKLOW 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BidAskMin") 

GLLinks|Mkt!'SYMBOL,BidAskMin' 

Previous Day Close 

Clôture de la veille 

ClosePrev 

CLOTUREVEILLE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ClosePrev") 

GLLinks|Mkt!'SYMBOL,ClosePrev' 

Last Quantity OTC 

Dernière Quantité échangée ACT 

OffExchQty 

QTEECHACT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OffExchQty") 

GLLinks|Mkt!'SYMBOL,OffExchQty' 

Last OTC Hour 

Heure dernière échange ACT 

OffExchLastHour 

HEUREDCOURSACT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OffExchLastHour") 

GLLinks|Mkt!'SYMBOL,OffExchLastHour' 

Pricing Type 

Type de Pricing 

PRICINGTYPE 

TYPEPRICING 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","PRICINGTYPE") 

GLLinks|Mkt!'SYMBOL,PRICINGTYPE' 

Strike 

Strike 

STRIKE 

STRIKE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","STRIKE") 

GLLinks|Mkt!'SYMBOL,STRIKE' 

25 




Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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Type de valeur 

Type 

TYPEVALEUR 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Type") 

GLLinks|Mkt!'SYMBOL,Type' 

Options Underlying 1 

Valeur Support 1 Options sous-jacent 

UnderlyingOpt1 

VALSUP1OPTSJ 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","UnderlyingOpt1") 

GLLinks|Mkt!'SYMBOL,UnderlyingOpt1' 

Options Underlying 2 

Valeur Support 2 Options sous-jacent 

UnderlyingOpt2 

VALSUP2OPTSJ 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","UnderlyingOpt2") 

GLLinks|Mkt!'SYMBOL,UnderlyingOpt2' 

Coef Multi Value Underlying 1 

Coeff. multi valeur sous-jacent 1 

COEFVAL_U1 

COEFVALSJ1 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","COEFVAL_U1") 

GLLinks|Mkt!'SYMBOL,COEFVAL_U1' 

Coef Multi Value Underlying 2 

Coeff. multi valeur sous-jacent 2 

COEFVAL_U2 

COEFVALSJ2 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","COEFVAL_U2") 

GLLinks|Mkt!'SYMBOL,COEFVAL_U2' 

Expiry Date 

Date d'échéance 

Expiry 

DATEECHEANCE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Expiry") 

GLLinks|Mkt!'SYMBOL,Expiry' 

Clearing Date 

Date de cours compensation 

ClearingDate 

DATECOMPENSATION

RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 

104 Description - En Complementary Last 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","ClearingDate") 

GLLinks|Mkt!'SYMBOL,ClearingDate' 

Clearing Type 

Type de cours compensation 

ClearingType 

TYPECOMPENSATION 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ClearingType") 

GLLinks|Mkt!'SYMBOL,ClearingType' 

Credit Class Code 

Classe de Crédit - Code 

CreditClass 

CLASSECREDIT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","CreditClass") 

GLLinks|Mkt!'SYMBOL,CreditClass' 

Delta 

Delta 

Delta 

DELTA 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Delta") 

GLLinks|Mkt!'SYMBOL,Delta' 

Rate 

Taux 

RATE 

RATE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","RATE") 

GLLinks|Mkt!'SYMBOL,RATE' 

Derivatives Market Type 

Type de val marché dérivé 

DerMktType 

TYPEMCHDERIVE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","DerMktType") 

GLLinks|Mkt!'SYMBOL,DerMktType' 

Last Price Type 

Type du dernier cours 

LastType 

TYPELASTPRICE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","LastType") 

GLLinks|Mkt!'SYMBOL,LastType' 

27 




Code 


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RTD Formula 

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DDE Formula 



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DDE Formula 



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RTD Formula 

DDE Formula 



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DDE Formula 



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Complementary Last 

Last2 

COMPLASTPRICE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Last2") 

GLLinks|Mkt!'SYMBOL,Last2' 

Complementary High 

Complementary High 

High2 

COMPHIGH 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","High2") 

GLLinks|Mkt!'SYMBOL,High2' 

Complementary High 2 

Complementary High 2 

High3 

COMPHIGH2 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","High3") 

GLLinks|Mkt!'SYMBOL,High3' 

Complementary Low 

Complementary Low 

Low2 

COMPLOW 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Low2") 

GLLinks|Mkt!'SYMBOL,Low2' 

Complementary Low 2 

Complementary Low 2 

Low3 

COMPLOW2 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Low3") 

GLLinks|Mkt!'SYMBOL,Low3' 

Variation Type 

Type de variation 

VariationType 

TYPEVARIATION 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","VariationType") 

GLLinks|Mkt!'SYMBOL,VariationType' 

Complementary last variation 

Complementary last variation 

COMPLASTVAR 

COMPLASTVAR

RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 

117 Description - En FMP Value 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","COMPLASTVAR") 

GLLinks|Mkt!'SYMBOL,COMPLASTVAR' 

Origin Stock Exchange 

Place d'origine 

OriginExch 

PLACEORIGINE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OriginExch") 

GLLinks|Mkt!'SYMBOL,OriginExch' 

Number of RFQs 

Nombre de demandes de prix 

NbRFQ 

NBDDP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NbRFQ") 

GLLinks|Mkt!'SYMBOL,NbRFQ' 

Date of last transaction 

Date dernière transaction 

DateLastTrans 

DATEDERNTRANS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","DateLastTrans") 

GLLinks|Mkt!'SYMBOL,DateLastTrans' 

Accounting 

Traitement Comptable 

Accounting 

TRTCOMPTABLE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Accounting") 

GLLinks|Mkt!'SYMBOL,Accounting' 

Official Code 

Code cote officielle 

CodeOfficial 

COTEOFFICIELLE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","CodeOfficial") 

GLLinks|Mkt!'SYMBOL,CodeOfficial' 

Market Maker Code 

Code du Contributeur 

MMCode 

CONTRIB_CODE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MMCode") 

GLLinks|Mkt!'SYMBOL,MMCode' 

29 




Code 


RTD Formula 

DDE Formula 



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RTD Formula 

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RTD Formula 

DDE Formula 



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RTD Formula 

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RTD Formula 

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RTD Formula 

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FMP Valeur 

FMPValue 

VALEURFMP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","FMPValue") 

GLLinks|Mkt!'SYMBOL,FMPValue' 

Nominal 

Nominal 

Nominal 

NOMINAL 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Nominal") 

GLLinks|Mkt!'SYMBOL,Nominal' 

Quantity Implied Bid 

Quantité implied à l'achat 

ImpBidQ 

QTE_IMPLIED_ACHAT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ImpBidQ") 

GLLinks|Mkt!'SYMBOL,ImpBidQ' 

Quantity Implied Ask 

Quantité implied à la vente 

ImpAskQ 

QTE_IMPLIED_VENTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ImpAskQ") 

GLLinks|Mkt!'SYMBOL,ImpAskQ' 

SLE Code 

Code SLE 

SLE_Code 

CODE_SLE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","SLE_Code") 

GLLinks|Mkt!'SYMBOL,SLE_Code' 

Trading Phase 

Phase de trading 

TradingPh 

PHASETRADING 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TradingPh") 

GLLinks|Mkt!'SYMBOL,TradingPh' 

Tradable Indicator 

Indicateur tradable 

TradableInd 

INDTRADABLE

RTD Formula 

DDE Formula 



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RTD Formula 

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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","TradableInd") 

GLLinks|Mkt!'SYMBOL,TradableInd' 

Surplus of quantity 

Surplus de quantité 

SURPLUSQTY 

SURPLUSQTY 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","SURPLUSQTY") 

GLLinks|Mkt!'SYMBOL,SURPLUSQTY' 

Extension de phase 

Phase d'extension 

EXTENSIONPHASE 

EXTENSIONPHASE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","EXTENSIONPHASE" 

) 

GLLinks|Mkt!'SYMBOL,EXTENSIONPHASE' 

Close Price 2 

Cours de clôture 2 

Close2 

CLOTURE2 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","Close2") 

GLLinks|Mkt!'SYMBOL,Close2' 

Price Earning Ratio 

Price Earning Ratio 

PER 

PER 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","PER") 

GLLinks|Mkt!'SYMBOL,PER' 

Trading Phase time 

Heure phase trading 

TradingPhTime 

HEUREPHASETRADING 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TradingPhTime") 

GLLinks|Mkt!'SYMBOL,TradingPhTime' 

Reference Price 

Prix de référence 

REFPRICE 

REFPRICE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","REFPRICE") 

GLLinks|Mkt!'SYMBOL,REFPRICE' 

31 





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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



Code 


Reference Price Type 

Type du prix de référence 

REFPRICETYP 

REFPRICETYP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","REFPRICETYP") 

GLLinks|Mkt!'SYMBOL,REFPRICETYP' 

1st Buy Limit is an iceberg order 

1ere Limite achat est un ordre iceberg 

FLAGBIDHIDDEN 

FLAGBIDHIDDEN 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","FLAGBIDHIDDEN") 

GLLinks|Mkt!'SYMBOL,FLAGBIDHIDDEN' 

1st Sell Limit is an iceberg order 

1ere Limite vente est un ordre iceberg 

FLAGASKHIDDEN 

FLAGASKHIDDEN 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","FLAGASKHIDDEN") 

GLLinks|Mkt!'SYMBOL,FLAGASKHIDDEN' 

Minimum capital for orders at displayed quantity 

Capital Minimum pour ordres à quantité dévoliée 

CAPITALMINIMUM 

CAPITALMINIMUM 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","CAPITALMINIMUM") 

GLLinks|Mkt!'SYMBOL,CAPITALMINIMUM' 

Total Quantity Exchanged OTC 

Quantité totale échangée ACT 

TotalQtyOffEx 

QTETOTECHACT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TotalQtyOffEx") 

GLLinks|Mkt!'SYMBOL,TotalQtyOffEx' 

Weighted Exchange Price 

Cours pondéré calcul bourse 

WPrice 

COURSPONDERE_BOURSE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","WPrice") 

GLLinks|Mkt!'SYMBOL,WPrice' 

Future leg quantity at Bid 

Quantité de la patte future à l'achat 

FutLegQ_B


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 


QTE_FUTLEG_ACHAT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","FutLegQ_B") 

GLLinks|Mkt!'SYMBOL,FutLegQ_B' 

Future leg quantity at offer 

Quantité de la patte future à la vente 

FutLegQ_S 

QTE_FUTLEG_VENTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","FutLegQ_S") 

GLLinks|Mkt!'SYMBOL,FutLegQ_S' 

Buy Delta 

Delta achat 

BuyDelta 

DELTAACHAT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BuyDelta") 

GLLinks|Mkt!'SYMBOL,BuyDelta' 

Sell Delta 

Delta vente 

SellDelta 

DELTAVENTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","SellDelta") 

GLLinks|Mkt!'SYMBOL,SellDelta' 

Buy status 

Statut à l'achat 

BuyStatus 

ACHATSTATUS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BuyStatus") 

GLLinks|Mkt!'SYMBOL,BuyStatus' 

Sell status 

Statut à la vente 

SellStatus 

VENTESTATUS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","SellStatus") 

GLLinks|Mkt!'SYMBOL,SellStatus' 

Total Quantity Buy 

Quantité totale achat 

TotalQtyBuy 

QTETOTACHAT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TotalQtyBuy") 

GLLinks|Mkt!'SYMBOL,TotalQtyBuy' 

33 





Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


Total Quantity Sell 

Quantité totale vente 

TotalQtySell 

QTETOTVENTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TotalQtySell") 

GLLinks|Mkt!'SYMBOL,TotalQtySell' 

Info fixing price 

info du prix de fixing 

ETP 

ETP 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ETP") 

GLLinks|Mkt!'SYMBOL,ETP' 

Last quote 

Dernière quotation 

LastQuote 

DCOTATION 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","LastQuote") 

GLLinks|Mkt!'SYMBOL,LastQuote' 

Tick Size Denominator 

Dénominateur tick size 

TickSzDenominator 

TICKDENOMINATEUR 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TickSzDenominator") 

GLLinks|Mkt!'SYMBOL,TickSzDenominator' 

Future Leg Price 

Prix fixe du future 

FutLeg_Price 

PRIX_FUTLEG 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","FutLeg_Price") 

GLLinks|Mkt!'SYMBOL,FutLeg_Price' 

Code Reuters 

Code Reuters 

GLIC 

GLIC 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","GLIC") 

GLLinks|Mkt!'SYMBOL,GLIC' 

Average yield 

Rendement moyen 

MID_YIELD


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 


MID_YIELD 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MID_YIELD") 

GLLinks|Mkt!'SYMBOL,MID_YIELD' 

Bid yield 

Rendement achat 

BID_YIELD 

BID_YIELD 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BID_YIELD") 

GLLinks|Mkt!'SYMBOL,BID_YIELD' 

Ask yield 

Rendement vente 

ASK_YIELD 

ASK_YIELD 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","ASK_YIELD") 

GLLinks|Mkt!'SYMBOL,ASK_YIELD' 

Tick Size Table 

Table des tick size 

TABLE_TICKSIZE 

TABLE_TICKSIZE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TABLE_TICKSIZE") 

GLLinks|Mkt!'SYMBOL,TABLE_TICKSIZE' 

Central Series 

Série centrale 

CENTRAL_SERIES 

CENTRAL_SERIES 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","CENTRAL_SERIES") 

GLLinks|Mkt!'SYMBOL,CENTRAL_SERIES' 

Block open (after close) 

Block open (après heures marché) 

OCT_AFTERHOUR 

ACT_AFTERHOUR 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OCT_AFTERHOUR") 

GLLinks|Mkt!'SYMBOL,OCT_AFTERHOUR' 

Internal Quote Bid Quantity 

Quantité achat quote interne 

HouseBidQ 

QTEA_INTERNAL_QUOTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","HouseBidQ") 

GLLinks|Mkt!'SYMBOL,HouseBidQ' 

35 





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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 




Internal Quote Bid Price 

Prix achat quote internet 

HouseBid 

PXA_INTERNAL_QUOTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","HouseBid") 

GLLinks|Mkt!'SYMBOL,HouseBid' 

Internal Quote Ask Price 

Prix vente quote internet 

HouseAsk 

PXV_INTERNAL_QUOTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","HouseAsk") 

GLLinks|Mkt!'SYMBOL,HouseAsk' 

Internal Quote Ask Quantity 

Quantité vente quote interne 

HouseAskQ 

QTEV_INTERNAL_QUOTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","HouseAskQ") 

GLLinks|Mkt!'SYMBOL,HouseAskQ' 

Transaction sub type 

Sous type de transaction 

TRADE_SUBTYPE 

TRADE_SUBTYPE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TRADE_SUBTYPE") 

GLLinks|Mkt!'SYMBOL,TRADE_SUBTYPE' 

Trade number sequence 

Numéro de séquence donné pour chaque transaction 

TRADE_SEQ_NUMBER 

TRADE_SEQ_NUMBER 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","TRADE_SEQ_NUMB 

ER") 

GLLinks|Mkt!'SYMBOL,TRADE_SEQ_NUMBER' 

MidPrice 

Prix Moyen 

MidPrice 

MEDIAN_PRICE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","MidPrice") 

GLLinks|Mkt!'SYMBOL,MidPrice' 

Quote Spread 

Facteur d'écart de quote

Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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QUOTE_SPREAD_MULT 

QUOTE_SPREAD_MULT 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","QUOTE_SPREAD_M 

ULT") 

GLLinks|Mkt!'SYMBOL,QUOTE_SPREAD_MULT' 

News 

News 

NEWS 

OST_NEWS 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","NEWS") 

GLLinks|Mkt!'SYMBOL,NEWS' 

Bid Internal Quotes 

Bid Internal Quotes 

BidPriceIntQuote 

BID_PRICE_INTERNALQUOTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","BidPriceIntQuote") 

GLLinks|Mkt!'SYMBOL,BidPriceIntQuote' 

Ask Internal Quotes 

Ask Internal Quotes 

AskPriceIntQuote 

ASK_PRICE_INTERNALQUOTE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","AskPriceIntQuote") 

GLLinks|Mkt!'SYMBOL,AskPriceIntQuote' 

Otc Open Price 

Otc Open Price 

OtcOpenPrice 

OTC_OPEN_PRICE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OtcOpenPrice") 

GLLinks|Mkt!'SYMBOL,OtcOpenPrice' 

Otc Highest Price 

Otc Highest Price 

OtcHighestPrice 

OTC_HIGHEST_PRICE 

RTD("GLLinks.RTD",,"Mkt","SYMBOL","OtcHighestPrice") 

GLLinks|Mkt!'SYMBOL,OtcHighestPrice' 

Otc Lowest Price 

Otc Lowest Price 

OtcLowestPrice 

OTC_LOWEST_PRICE 

37 



RTD Formula 

DDE Formula 


RTD("GLLinks.RTD",,"Mkt","SYMBOL","OtcLowestPrice") 

GLLinks|Mkt!'SYMBOL,OtcLowestPrice'

Order Book Links 


Incorporating Execution Information in MS Excel 

Total quantity executed is calculated using the following formula: 

Quantity (n) = Quantity (n-1) + Executed Quantity (n) 

The quantity can be reduced in case of cancellation of execution. 

Average price of execution can be calculated using the following formula: 

Filtering 

MS Excel OBook Data Links for the return of executions can be filtered using Client Reference and/or 

a Broker ID. This is done by adding parameters to the DDE/RTD function syntax. 

The syntax for the optional parameters to use is ”ClRef={MY.CLIENT.REFERENCE}” for filtering by 

client reference and “Broker={Node.SubNode.UserID}” for filtering by Broker ID (where 

Node.SubNode is the node/subnode of the SLE to be filtered and .UserID is the associated user ID 

(for circumstances in which several User IDs are on a given SLE). 

For the Broker ID filter, you can choose to filter by only one, two or all three of the included fields. To 

disable filtering on one of the fields, just replace by zero. 

Example: for filtering on user ID, you would enter “Broker=0.0.{UserID}”. 

If Node (SubNode or UserID) is null, all other criteria is taken into account without it. 

Examples with filters for the “average bid price” field: 

DDE 

No filter =GLLINKS|OBook!’SYMBOL,BidAverage’ 

Filter by 

client 

reference 

Filter by 

Broker 

Filter by 

Both 

=GLLINKS|OBook!’SYMBOL,BidAverage,CLREF=MyClRef’ 

=GLLINKS|OBook!’SYMBOL,BidAverage,BROKER=Node.SubNode.UserID’ 

=GLLINKS|OBook!’SYMBOL,BidAverage,BROKER=Node.SubNode.UserID,CLREF=MyClRef’ 

39 



RTD 

No filter =RTD(“GLLINKS.RTD”,,”OBook”,”SYMBOL”,”BidAverage”) 

Filter by 

client 

reference 

Filter by 

Broker 

Filter by 

Both 


=RTD(“GLLINKS.RTD”,,”OBook”,”SYMBOL”,”BidAverage”,”CLREF=MyClRef”) 

=RTD(“GLLINKS.RTD”,,”OBook”,”SYMBOL”,”BidAverage”,”BROKER=Node.SubNode.U 

serID”) 

=RTD(“GLLINKS.RTD”,,”OBook”,”SYMBOL”,”BidAverage”,”CLREF=MyClRef”,”BROKE 

R=Node.SubNode.UserID”) 




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DDE Formula 



Average Sell Price 

Prix moyen à la vente 

AskAverage 

PXV 

RTD("GLLinks.RTD",,"OBook","SYMBOL","AskAverage") 

GLLinks|OBook!'SYMBOL,AskAverage' 

Average Buy Price 

Prix moyen à l'achat 

BidAverage 

PXA 

RTD("GLLinks.RTD",,"OBook","SYMBOL","BidAverage") 

GLLinks|OBook!'SYMBOL,BidAverage' 

Total Quantity Sold 

Quantité totale executée à la vente 

TotalAskQty 

QTV 

RTD("GLLinks.RTD",,"OBook","SYMBOL","TotalAskQty") 

GLLinks|OBook!'SYMBOL,TotalAskQty' 

Total Quantity Bought 

Quantité totale executée à l'achat 

TotalBuyQty 

QTA 

RTD("GLLinks.RTD",,"OBook","SYMBOL","TotalBuyQty") 

GLLinks|OBook!'SYMBOL,TotalBuyQty' 

Execution Price of Last Sell Order 

Prix Exéc. dernier ordre vente

Code 


RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 



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RTD Formula 

DDE Formula 


AskLastExec 

PVX 

RTD("GLLinks.RTD",,"OBook","SYMBOL","AskLastExec") 

GLLinks|OBook!'SYMBOL,AskLastExec' 

Execution Price of Last Buy Order 

Prix Exéc. dernier ordre achat 

BidLastExec 

PAX 

RTD("GLLinks.RTD",,"OBook","SYMBOL","BidLastExec") 

GLLinks|OBook!'SYMBOL,BidLastExec' 

Executed Quantity of Last Sell Order 

Quantité Exéc. dernier ordre vente 

AskQLastExec 

QVX 

RTD("GLLinks.RTD",,"OBook","SYMBOL","AskQLastExec") 

GLLinks|OBook!'SYMBOL,AskQLastExec' 

Executed Quantity of Last Buy Order 

Quantité Exéc. dernier ordre achat 

BidQLastExec 

QAX 

RTD("GLLinks.RTD",,"OBook","SYMBOL","BidQLastExec") 

GLLinks|OBook!'SYMBOL,BidQLastExec' 

Execution Time of Last Sell Order 

Heure Exéc. dernier ordre vente 

AskTimeLastExec 

HXV 

RTD("GLLinks.RTD",,"OBook","SYMBOL","AskTimeLastExec") 

GLLinks|OBook!'SYMBOL,AskTimeLastExec' 

Execution Time of Last Buy Order 

Heure Exéc. dernier ordre achat 

BidTimeLastExec 

HXA 

RTD("GLLinks.RTD",,"OBook","SYMBOL","BidTimeLastExec") 

GLLinks|OBook!'SYMBOL,BidTimeLastExec' 

41 



Market Maker Quotes Links 

Note: for RTD Formula and DDE Formula, X = limit number 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 


Market Maker Code at Bid 

Code du Market Maker à l'achat 

MM_Bid_Code 

MM_CODEA 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid_Code"," 

Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Bid_Code,Lim=X' 

Market Maker Name at Bid 

Nom du Market Maker à l'achat 

MM_Bid_Name 

MM_NAMEA 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid_Name"," 

Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Bid_Name,Lim=X' 

Market Maker Code at Ask 

Code du Market Maker à la vente 

MM_Ask_Code 

MM_CODEV 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask_Code"," 

Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Ask_Code,Lim=X' 

Market Maker Name at Ask 

Nom du Market Maker à la vente 

MM_Ask_Name 

MM_NAMEV 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask_Name", 

"Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Ask_Name,Lim=X' 

Previous Bid Quantity 

Quantité précédente à l'achat 

MM_BidQ_Prev 

MM_BEFORE_QTEA 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_BidQ_Prev", 

"Lim=X")


DDE Formula GLLinks|MMQuote!'SYMBOL,MM_BidQ_Prev,Lim=X' 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 

Previous Ask Quantity 

Quantité précédente à la vente 

MM_AskQ_Prev 

MM_BEFORE_QTEV 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_AskQ_Prev", 

"Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_AskQ_Prev,Lim=X' 

Bid Quantity 

Quantité à l'achat 

MM_BidQ 

MM_QTEA 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_BidQ","Lim= 

X") 

GLLinks|MMQuote!'SYMBOL,MM_BidQ,Lim=X' 

Bid Price 

Prix Achat 

MM_Bid 

MM_PXA 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid","Lim=X" 

) 

GLLinks|MMQuote!'SYMBOL,MM_Bid,Lim=X' 

Ask Price 

Prix Vente 

MM_Ask 

MM_PXV 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask","Lim=X 

") 

GLLinks|MMQuote!'SYMBOL,MM_Ask,Lim=X' 

Ask Quantity 

Quantité à la vente 

MM_AskQ 

MM_QTEV 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_AskQ","Lim= 

X") 

GLLinks|MMQuote!'SYMBOL,MM_AskQ,Lim=X' 

Quote Type Bid 

Type de publicité à l’achat 

MM_Bid_Qtype 

43 




RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 


MM_TYPEPUB_BUY 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid_Qtype"," 

Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Bid_Qtype,Lim=X' 

Quote Type Ask 

Type de publicité à la vente 

MM_Ask_Qtype 

MM_TYPEPUB_SELL 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask_Qtype", 

"Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Ask_Qtype,Lim=X' 

Free Delay Bid 

Free Delay à l'achat 

MM_Bid_freeDelay 

MM_FREEDELAY_BUY 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid_freeDel 

ay","Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Bid_freeDelay,Lim=X' 

Free Delay Ask 

Free Delay à la vente 

MM_Ask_freeDelay 

MM_FREEDELAY_SELL 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask_freeDel 

ay","Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Ask_freeDelay,Lim=X' 

Fee value in percentage bid 

Valeurs de droits (%) à l'achat 

MM_Bid_FeePercent 

MM_FEEVALUEPCT_BUY 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid_FeePer 

cent","Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Bid_FeePercent,Lim=X' 

Fee value in percentage ask 

Valeurs de droits (%) à la vente 

MM_Ask_FeePercent 

MM_FEEVALUEPCT_SELL 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask_FeePer 

cent","Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Ask_FeePercent,Lim=X'



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 


Previous Bid Price 

Prix Précédent à l'achat 

MM_Bid_Prev 

MM_PREVPRICE_BUY 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid_Prev","L 

im=X") 

GLLinks|MMQuote!'SYMBOL,MM_Bid_Prev,Lim=X' 

Previous Ask Price 

Prix Précédent à la vente 

MM_Ask_Prev 

MM_PREVPRICE_SELL 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask_Prev"," 

Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Ask_Prev,Lim=X' 

Time Stamp Bid 

Heure de la limite achat 

MM_Bid_Time 

MM_TIMESTAMP1 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Bid_Time"," 

Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Bid_Time,Lim=X' 

Time Stamp Ask 

Heure de la limite vente 

MM_Ask_Time 

MM_TIMESTAMP2 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Ask_Time"," 

Lim=X") 

GLLinks|MMQuote!'SYMBOL,MM_Ask_Time,Lim=X' 

Key 

Clé de la quote 

MM_Key 

MM_KEY 

RTD("GLLinks.RTD",,"MMQuote","SYMBOL","MM_Key","Lim=X 

") 

GLLinks|MMQuote!'SYMBOL,MM_Key,Lim=X' 

45 



RFQ Links 

Using RFQ Links 

When using RFQ links, one link is mandatory; RFQ. This is the event indicating that an RFQ has been 

received in the market. Its value becomes one (“1”) when an RFQ is received in the market. The use 

of this link is also very important in configuring all the RFQ links on the selected instrument with the 

Timer parameter. 

The syntax for Timer is Timer=StartTime;EndTime. 

Example “Timer=1;11”. 

This indicates to the GL Links that all the RFQ links on the specified instrument need to become 

active after one second after receiving the RFQ in the market and remain active for 11 seconds. 

Example: 

RTD syntax = RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQ",”TIMER=2;12”) 

DDE syntax = GLLinks|RFQ!'SYMBOL,RFQ,TIMER=2 ;12' 

The RFQ links accept one parameter: Symbol. 

When the symbol specified for the RFQ link is the underlying, you can use one filter parameter: 

Symbol. 

This parameter allows you to filter all the RFQs received on the options of the chosen underlying, and 

to receive only the RFQ for the specific option for the symbol you are using as parameter. 

Example: For the option “ &LOB 060112050C “, the underlying is “ &LB “. It is 

found in the “CASH” market of the derivatives exchange (in the dictionary) and 

constitutes the first part of the name of the derivatives product (before the “;”). 

Receiving all the RFQ links on the options of the LB underlying: 

RTD syntax = RTD("GLLinks.RTD",,"RFQ","&LB","RFQQTY”) 

DDE syntax = GLLinks|RFQ!'&LB,RFQQTY’ 

Filtering to receive only RFQs on the specific option &LOB 060112050C 

RTD syntax = RTD("GLLinks.RTD",,"RFQ","&LB","RFQQTY",”SYMBOL=&LOB 

060112050C”) 

DDE syntax = GLLinks|RFQ!'&LB,RFQQTY,SYMBOL=&LOB 060112050C’ 





Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 




Event - Flag (1=active, 0=inactive) 

Event - Flag (1=active, 0=inactive) 

RFQ 

RFQ 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQ") 

GLLinks|RFQ!'SYMBOL,RFQ' 

Symbol of Instrument 

Mnémonique de l'instrument 

Symbol 

Symbol 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","Symbol") 

GLLinks|RFQ!'SYMBOL,Symbol' 

Source 

Source 

InstrSource 

InstrSource 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","InstrSource") 

GLLinks|RFQ!'SYMBOL,InstrSource' 

Exchange 

Place 

InstrPlace 

InstrPlace 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","InstrPlace") 

GLLinks|RFQ!'SYMBOL,InstrPlace' 

Market 

Marché 

InstrMarket 

InstrMarket 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","InstrMarket") 

GLLinks|RFQ!'SYMBOL,InstrMarket' 

Sub Market 

Sous-Marché 

InstrSubMarket 

InstrSubMarket 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","InstrSubMarket") 

GLLinks|RFQ!'SYMBOL,InstrSubMarket' 

Time of RFQ 

Heure DDP 

47 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 


RFQHOUR 

RFQHOUR 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQHOUR") 

GLLinks|RFQ!'SYMBOL,RFQHOUR' 

Quantity 

Quantité DDP 

RFQQTY 

RFQQTY 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQQTY") 

GLLinks|RFQ!'SYMBOL,RFQQTY' 

Broker 

Courtier 

RFQBROKER 

RFQBROKER 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQBROKER") 

GLLinks|RFQ!'SYMBOL,RFQBROKER' 

Broker Type 

Type de Courtier 

RFQTYPEBROKER 

RFQTYPEBROKER 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQTYPEBROKER") 

GLLinks|RFQ!'SYMBOL,RFQTYPEBROKER' 

Side(' ', 'B'(Buy), 'S'(Sell), ou 'BS'(Buy & Sell)) 

Sens (' ', 'B'(Buy), 'S'(Sell), ou 'BS'(Buy & Sell)) 

RFQSIDE 

RFQSIDE 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQSIDE") 

GLLinks|RFQ!'SYMBOL,RFQSIDE' 

Price 

Prix 

RFQPRICE 

RFQPRICE 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQPRICE") 

GLLinks|RFQ!'SYMBOL,RFQPRICE' 

Trader ID 

ID du trader 

RFQTRADERID 

RFQTRADERID 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQTRADERID")


DDE Formula GLLinks|RFQ!'SYMBOL,RFQTRADERID' 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 

ID of RFQ 

ID du DDP 

RFQID 

RFQID 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQID") 

GLLinks|RFQ!'SYMBOL,RFQID' 

Expiry of RFQ 

Maturité DDP 

RFQExpiry 

RFQMATURITY 

RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQExpiry") 

GLLinks|RFQ!'SYMBOL,RFQExpiry' 

49 



Best Limits Links 

Note: for RTD Formula and DDE Formula, X = limit number 




Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


Number of orders Bid 

Nombre d'ordres à l'achat 

NbBid 

ORA 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","NbBid","Lim=X") 

GLLinks|BLimits!'SYMBOL,NbBid,Lim=X' 

Quantity book 1 bid 

Quantité en carnet 1 à l'achat 

Bk1BidQ 

QB1A 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","Bk1BidQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,Bk1BidQ,Lim=X' 

Quantity book 2 bid 

Quantité en carnet 2 à l'achat 

Bk2BidQ 

QB2A 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","Bk2BidQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,Bk2BidQ,Lim=X' 

Implied quantity bid 

Quantité implicite à l'achat 

ImpBidQ 

QIA 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","ImpBidQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,ImpBidQ,Lim=X' 

Bid Quantity 

Quantité Achat 

BidQ 

QTA 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","BidQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,BidQ,Lim=X' 

Bid Price 

Prix Achat 

Bid


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 



Code 


RTD Formula 

DDE Formula 


PXA 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","Bid","Lim=X") 

GLLinks|BLimits!'SYMBOL,Bid,Lim=X' 

Number of orders Offer 

Nombre d'ordres à la vente 

NbAsk 

ORV 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","NbAsk","Lim=X") 

GLLinks|BLimits!'SYMBOL,NbAsk,Lim=X' 

51 

Quantity book 1 ask 

Quantité en carnet 1 à la vente 

Bk1AskQ 

QB1V 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","Bk1AskQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,Bk1AskQ,Lim=X' 

Quantity book 2 ask 

Quantité en carnet 2 à la vente 

Bk2AskQ 

QB2V 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","Bk2AskQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,Bk2AskQ,Lim=X' 

Implied quantity ask 

Quantité implicite à la vente 

ImpAskQ 

QIV 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","ImpAskQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,ImpAskQ,Lim=X' 

Ask Quantity 

Quantité vente 

AskQ 

QTV 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","AskQ","Lim=X") 

GLLinks|BLimits!'SYMBOL,AskQ,Lim=X' 

Ask Price 

Prix vente 

Ask 

PXV 

RTD("GLLinks.RTD",,"BLimits","SYMBOL","Ask","Lim=X") 

GLLinks|BLimits!'SYMBOL,Ask,Lim=X' 




Index 

A 

Ask Price, 51 

Ask Quantity, 51 

AskQ, 12 

B 

Best Limits Links, 51 

Bid Price, 51 

Bid Quantity, 51 

BidQ, 12 

Broker Buy, 12 

Broker Sell, 12 

Broker Type, 47 

Buy & Sell, 47 

C 

Clearing, 12 

Code ISIN, 12 

Code Reuters, 12 

D 

Data Links Lists, 11 

DDE Formula, 47 

DDE Links, 6 

F 

Functions, 10 

I 

Instrument, 12 

Instrument Summary, 6 

ISIN, 12 


L 

Last Buy Order, 39 

Last Sell Order, 39 

M 

Market Links, 12 

Market Maker Quotes Links, 43 

Market Watch, 6 

O 

Order Book Links, 39 

R 

RFQ Expiry, 47 

RFQ Links, 47 

RTD, 6, 10 

RTD Formula, 39 

RTD Syntax, 10 

S 

Strategy Watch, 6 

T 

Trader ID, 47 

U 

Using DDE/RTD Functions, 10 

V 

Visual Basic Editor, 6 

VWAP, 12 

53

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