Download User Guide - Berkeley Futures Limited

J-Trader Tools
S,20,GTC Limit,,,,Liffe,EURIBOR,,BEAGLE,,GTC,,0
B,25,Limit,0.100,0.000,,Liffe,EURIBOR,MAR05 97000 C,BEAGLE,,options 1,,0
S,25,Limit,0.120,0.000,,Liffe,EURIBOR,MAR05 97000 C,BEAGLE,,options 2,,0
B,26,Limit,1.060,0.000,,Liffe,EURIBOR,MAR05 97000 P,BEAGLE,,options 3,,0
S,27,Limit,1.080,0.000,,Liffe,EURIBOR,MAR05 97000 P,BEAGLE,,options 4,,0
B,10,Limit,0.7575,0.0000,,IFX,AD,IMM,SPANIEL,,IFX0001,,0
S,10,Limit,0.7625,0.0000,,IFX,AD,IMM,SPANIEL,,IFX0002,,0
B,10,Deal,0.0000,0.0000,,IFX,AD,IMM,SPANIEL,,IFX0003,,0
S,9,Deal,0.0000,0.0000,,IFX,AD,IMM,SPANIEL,,IFX0004,,0
The commas separate fields of information. Where a field has no data, the comma is still required.
Taking the first line as an example:
B,20,Stop#,97.750,0.000,[empty],Liffe,EURIBOR,MAR05,BEAGLE,[empty],Stop
order,[empty],0
There are 14 fields. Using the the first line as an example:
Field Example Explanation
1 B B = buy, or S = sell.
2 20 Number of lots.
3 Stop# Order type. All order types are supported except for MELs.
4 97.750 Price at which the order is to be executed.
5 0.000 (Limit orders only) Limit price.
6 [empty] You can ignore this field: it is for a future development relating to synthetic and
timed orders (page 42).
7
8
9
10
Liffe
EURIBOR
MAR05
BEAGLE
11 [empty] (GTD orders only)
Exchange, contract, maturity, and trader account against which the trade is to be
placed.
These must match the names as they appear in J-Trader, i.e. as defined in SARA.
Good-till date, in dd/mm/yyyy format. In other words, the date up to which the
order is executable, unless cancelled or filled.
This is an inclusive date, e.g. 30/12/09 means ‘up to and including 30/12/09’.
12 Stop order Reference field (20 characters maximum). You can give any message about the
order you want: e.g. something to locate the order, or a message for the back office
for when they receive the order in their system.
The message you enter here appears in the Status screen, is kept throughout the
lifetime of the order, and is visible to other traders in the same trader account
group.
13 [empty] (Time-triggered orders only)
Date and time to execute the order, in the format dd/mm/yyyy hh:mm:ss
14 0 (Time-triggered orders only)
Priority of the order (1-9 inclusive). 0 means that there is no priority.
If the orders are at the same time, price and quantity, then execute priority 1 before
priority 2, etc.
© Patsystems Ltd 31/05/2011 15:19:00 69