| Date | Current | New |
|---|
| Carry | Price | Forward | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Date | Contract | Current | New | Contract | Current | New | Contract | Current | New |
| Contract | State | Roll Expiry | Carry Expiry | Price Expiry | Price Contract | Forward Contract | Forward Rel Vol | Position | Options |
|---|
| Connection |
|---|
| Process | Status | Condition | PID | Previous Process | Previous Process Run | Scheduled Start | Scheduled Finish | Last Start | Last Finish |
|---|
| Instrument | Last Update |
|---|
| Instrument | P&L (%) |
|---|
| Strategy | P&L (%) |
|---|
| Class | P&L (%) |
|---|
| Order ID | Instrument | Contract | Strategy | Fill Time | Fill Amount | Fill Price |
|---|
| Order ID | Instrument | Strategy | Generated | Submitted | Filled | Submission Delay | Fill Delay |
|---|
| Order ID | Instrument | Strategy | Trade | Parent Reference Price | Parent Limit Price | Calc Mid Price | Calc Side Price | Limit Price | Calc Filled Price | Delay | Bid/Ask | Execution | vs Limit | vs Parent Limit | Total Trading |
|---|
| Order ID | Instrument | Strategy | Trade | Last Annual Vol | Delay | Bid/Ask | Execution | vs Limit Vol | vs Parent Limit | Total Trading |
|---|
| Order ID | Instrument | Strategy | Trade | Price Point Value | Delay | Bid/Ask | Execution | vs Limit | vs Parent Limit | Total Trading |
|---|
| Instrument | Current | Optimal |
|---|
| Instrument | Contract Date | Database | Broker |
|---|
| Strategy | Risk % |
|---|
| Instrument | Daily price stdev | Annual price stdev | Price | Daily % stdev | Annual % stdev | Point size base | Contract exposure | Daily risk per contract | Annual risk per contract | Position | Capital | Exposure held % capital | Annual risk % capital |
|---|
| Instrument | Contracts | Risk ($M) |
|---|
| Instrument | Cost (SR) |
|---|
| Instrument | % Diff | Configured | Bid ask sampled | Bid ask trades | Estimate | Total trades | Weight config | Weight samples | Weight trades |
|---|
| Currency | Balance |
|---|