Order Terms


These are general Order Terms found on the Orders Widget and their associated definitions.


GUI Column Name
DB Column Name (dbo.Order)
Description
Id
Id
Displays an unique identification number for each Order
Symbol
-
A name of a security in general or:
Spread = Security name + "Spread" (GOOG Spread)
Option name = Security name + Expiration date + Strike + Call/Put (GOOG Jan 2015 Put)
OTO/OCO = Security name 1 + Triggers/Cancels + Security name 2 + "Spread" (APPL Triggers FAB Spread)
Created
CreateDate
Date of an order creation
Modified
Date
Date of an order modification (Replace or Cancel)
Executed
TransactionDate
Date of last order filling
Status
Status:
0 - New
1 - Partially Filled
2 - Filled
3 - Done For Day
4 - Canceled
5 - Replaced
6 - Pending Cancel
7 - Stopped
8 - Rejected
9 - Suspended
10 - Pending New
11 - Calculated
12 - Expired
13 - Accepted For Bidding
14 - Pending Replace
15 - Error
Displays current order state:
New - Outstanding order with no executions
Partially Filled - Outstanding order with executions and remaining quantity
Filled - Order completely filled, no remaining quantity
Done For Day - Order not, or partially, filled; no further executions forthcoming
Canceled - Canceled order with or without executions
Replaced - Replaced order with or without executions
Pending Cancel/Replace - Canceled order with or without executions
Stopped - Order has been stopped at the exchange
Rejected - Order has been rejected by broker. NOTE: An order can be rejected subsequent to order acknowledgment, i.e. an order can pass from New to Rejected status
Suspended - Order has been placed in suspended state at the request of the client
Pending New - Order has been received by brokers system but not yet accepted for execution
Calculated - Order has been completed for the day (either filled or done for day). Miscellaneous fees have been calculated and reported in this execution message
Expired - Order has been canceled in broker's system due to time in force instructions
Accepted For Bidding - Order has been received and is being evaluated for pricing
Error - Internal status for ETNA. Appears if an error is uccured while an order executing
Duration
TimeInForce:
0 - Day
1 - GTC
Duration means how long an order will remain in the market until it is canceled:
Day - A day order automatically expires at the end of the regular trading session if it has not been executed.
GTC - Good-till-Canceled - An order that lasts until it's completed or it's canceled. Or
Set from Trade Ticket or Option Ticket widgets (or popups)
Historical Cost Basis
AveragePrice
A price at which an order was filled or if an order has Partially Filled status then Historical Cost Basis will have average value after every filling
Last
LastPrice
Last means the last trade reported to the platform, or the most recent price available. Last is changed only at market hours*
Price
-
Price means current instrument price. Price is changed at pre/post-market and market hours*
Description
-
An order description. Standard formula: Side + Quantity + Symbol + "@" + Stop/Limit Price +Type (Buy 101 AAPL @ $120.00 Stop)
Limit
Price
A predetermined Limit price. Set from Trade Ticket or Option Ticket widgets (or popups)
Stop
StopPrice
A predetermined Stop price. Set from Trade Ticket or Option Ticket widgets (or popups)
AON
ExecInst:
0 - AON is disabled
65536 - AON is enabled
All or None. A condition used on a buy or sell order to instruct the broker to fill the order completely or not at all. If there is insufficient supply to meet the quantity requested by the order then it is canceled at the close of the market.
Set from Trade Ticket or Option Ticket widgets (or popups)
Type
Type:
0 - Market
1 - Limit
2 - Stop
3 - Stop Limit
InitialType:
19 - Trailing Stop
20 - Trailing Stop Limit
TrailingStopAmountType:
0 - $ Trailing Amount
1 - % Trailing Amount
TrailingLimitAmountType:
0 - $ Limit Offset
1 - % Limit Offset
Order type:
Market
Stop
Limit
Stop Limit
Trailing Stop
Trailing Stop Limit
Set from Trade Ticket or Option Ticket widgets (or popups)
See more information about the order types at Short Trading Lectures page
Side
Side:
0 - Buy
1 - Sell
4 - Sell Short
9 - Buy To Cover
Side of order:
Buy (Buy To Open for options and spreads) - open a long position
Sell (Sell To Close for options and spreads) - close an existing long position
Sell Short (Sell To Open for options and spreads) - open a short position
Buy To Cover (Buy To Close for options and spreads) - close an existing short position
Quantity
Quantity
Amount of shares to buy or sell. Set from Trade Ticket or Option Ticket widgets (or popups)
Open/Fill
LeavesQuantity/ExecutedQuantity
Open - aren't filled shares. Fill - bought shares
Exchange
Exchange
Exchange of an order. You can choose it from Trade Ticket or Option Ticket widgets (or popups)
Replace
-
Button which opens the Trade/Option Ticket popups to modify an order. Actual for orders with "New" status
Cancel
-
Button which cancels an order. Actual for orders with "New" status

*Difference between Last & Price values:

Trade Hours
Price
Last
Pre-Market Hours
last trade price
close price
Market Hours
last trade price
last trade price
Post-Market Hours
last trade price
close price
Non-Market Hours

Close = Last = Price