This section provides comprehensive analytics and data related to fills. The tabular data is divided into three views:
This view summarizes key analytics based on the fills executed by the user. It includes:
Algo% – The percentage of fills executed through algorithms.
Outright% – The percentage of outright trades.
White% – A specific categorization of trades.
Max Filled Structure – The most frequently filled trade structure.
Max Filled Contract – The contract with the highest number of fills.
Max Clip – The largest single trade size executed.
Distinct Contracts and Structures Participated – The number of unique contracts and structures traded.
Fills pivot table provides different views such as Date, Structure, Buy Sell, ITM, ProductGroup, Product, WRGB, Contract, Week, Month, Trimester, Year to display the Fills and Fills%
This view breaks down the raw fills at both the structure and contract levels.
Key details:
The table displays the fill quantity per contract and its associated structure.
For example, if a trader buys 50 lots long in a Feb 2024 (1-month spread):
The number 50 will be listed under Feb 2024 in the 1-month spread column.
Fill% Calculation:
This metric shows the proportion of fills executed in each contract relative to the total fills in the product.
This view follows the same structure as the Fills table. However, instead of displaying the number of fills, it presents Round Turns (RT), which represent completed buy-sell pairs.
Charts helps in better understanding the bifurcations of the fills being taken. They are divided into four key parts:
The pie charts show the Structures,Products,Productgroups,curve and hourly wise RT division.
This section provides a bar chart visualization to analyze the performance of the selected metric over a specified date range.
The available metrics are the same as those in the Overview section of the Fills Table, including:
This section allows you to select the X-axis between Structure and WRGB and analyze the corresponding metric values.
You can choose from the following metrics:
Max Clip – Largest single trade size executed.
RT (Round Turns) – Total completed buy-sell pairs.
Count Contracts – Number of unique contracts traded.
Count Orders – Total number of executed orders.
Count Date – Number of distinct trading dates within the selected range.
White% – Percentage of RT in front part of the curve .
Max Fill Quantity – Highest number of fills in a single instance.
The max order qty is divided into bins and the dates , orders and contracts in which what order qty was hit can be analysed
The Max Order Quantity is categorized into bins, allowing for a detailed analysis of the dates, orders, and contracts where specific order quantities were reached.
This helps in identifying patterns, such as:
How frequently certain order sizes were executed.
The distribution of order quantities over time.
The contracts and dates associated with each order size bin