TWS Notes for 878
The enhancements
and modifications below are in build 878 of TWS. To identify
the build number, on the TWS Help menu
select About Trader Workstation.
A new Filter field on the Pending orders page allows you to search and view orders that meet your search criteria, for example a specific underlying, all BUY orders, a certain routing destination etc. To use the filter, type your search criteria into the Enter search string text box to the far right of the page. Your results appear in compressed view on the page, and a message tells you the number of pending orders that are hidden (because they do not meet your criteria). To re-display all orders, click the Compressed View X at the top center of the Pending page.
You can also elect to sort orders by one of the order management fields and display the results in "Compressed View," which only shows orders (normal view shows the market data line with the order below it). To allow sorting by order fields, on the Global Configuration page click Display in the left pane, and check Allow order sorting on Pending page. When you click an order field title, the orders will sort in compressed view. To reset the view to normal, click the "X" to close Compressed View at the top center of the display.
A new order attribute, Allow this order to be triggered or filled outside of regular trading hours, combines the functionality of the two trigger/fill instructions, RTHOnly and ignoreRTH. This new attribute is unchecked by default. If unchecked, orders will only fill/trigger during regular hours. In addition, this checkbox will display at the bottom of the time-in-force dropdown list on the trading window, when valid.
You can now see partial fills by price level by checking Group executions by price on the Settings menu. When checked, partial fills for a single order are grouped by price level under the order as an aggregate for all fills at that price. You can expand the aggregate rows to see the individual fills at the price level by clicking the "+" sign. Price levels with only a single fill at that price will not be expandable.
A new series of tiling selections has been added to the Chart View menu to help organize multiple charts opened in the same frame. To include multiple charts in a single frame, create the first chart, and then click the Add New Chart icon on the Charts toolbar, or use the Add New Chart command on the Charts menu. On the View menu, choose Grid, Vertical or Horizontal as your tiling design.
You can now elect to insert a header row, or title row, into any line on your trading window. This feature allows you to separate and label rows of related tickers for easier at-a-glance reading. To add a header row, right-click in a blank row and select Create Header Row. Enter a title for the row and click OK. To delete a header row, select the row and use the Delete Row command on the right-click menu.
Note that you can see the right-click menu from anywhere in the row EXCEPT the Underlying field.
Scale orders have been removed from the list of order types, and made available as an attribute for Limit and Relative order types. The Scale order attribute has been enhanced to allow more customization, and to automatically create a profit-taking child order with a user-defined offset, similar to the profit-taking order from a bracket. The fields used for this attribute are included in the new Scale Orders subsection of the Order Columns section in the Layout Manager, and will display on a Scale tab in the Order Ticket when the order type is Limit or Relative. The Scale fields include:
- Scale Init. - Tells TWS to scale the order by number of shares within each component. For example, if you submit a 10,000 share order with a Scale Init value of 100, your order will include 100 shares in each of its 100 components. This value sets the order size of the first, or initial, order component, and the order size of all components if the Scale Sub field is left blank.
- Scale Sub - Used in conjunction with the Scale Init field, this value defines the order size of the subsequent scale order components.
- Scale Incr. - Scale increment defines the price increment between scale order components. Previously the Aux Price column was used to set the increment.
- Scale Profit Offset - If you enter an offset amount in this field, TWS will submit an opposite-side "profit-taking" child order against the original order, using the original limit price (plus/minus) the profit offset. For example, if you submit a 10,000 share BUY limit order at $10.00, and enter .10 as the Scale Profit Offset, TWS will submit a 10,000 share SELL limit order at $10.10.
In addition, you can right-click the scale order and select View Scale Progress to see the price and fills for the order.
You can now elect to "turn off" the dynamic coloring of the data in these fields, which by default display in green to indicate an increase, and in red to indicate a decrease. To override these colors, right-click in the field title and select Configure xxx Column. In the Colors section, uncheck Use Dynamic Colors.
The word "Price" has been removed from the titles for the Bid, Ask and Last price market data fields, wherever they appear.
A new Available Shares field has been added to the Short Sale Confirmation box. This field allows you to confirm once per day, per underlying that shares are available for shorting at your clearing firm. In addition, the BookTrader module now also includes a Short Sale checkbox that converts Sell orders into Short Sell orders.
You can now access the Post Trade Allocations page in Account Management directly from the TWS View menu using the Post Trade Allocations command. You can also go directly to the Statements section of Account Management by selecting Statements from the View menu.
The following issues have been fixed in build 878 of TWS:
- The BookTrader Histogram was not updating automatically.
- The BookTrader Market Depth window would disappear.
- The DDE API was not receiving execution reports for partially filled orders.
- API bar data was not scaling correctly.
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