Enter the account data.

Select the Cancelation Reason.

Unique identifier for an order assigned by the client. Tag 11-ClOrdID in the iLink SDK Message Specifications.

The symbol used to identify the instrument being traded. Select the Product Code Lookup to find a symbol.

Enter the CUSIP identifer.

Provides the selection of a time frame. To include the previous day's date in the report results, select the previous day from the list.

Time parameter measurement by search type:

• Order Searches: the time parameter is measured against Time In.
• Fill Searches: the time parameter is measured against Fill Time. The default for this option is today's date.

Select choices:

• Outrights - Returns any fills on outrights.

• Legs - Returns any fills on legs of a spread.

• Spread Summary - Returns a summary of fills for a top level spread summary.

Enter the short code for the person or algo identified in iLink 3 FIX tag 5290 (i.e. SenderSubID)

Select how fill type is displayed.

Select:

• Enumerated: Simple search for fills, no aggregation or averaging. A separate row is displayed for each partial fill.
• Averaged: Search for fills, total filled quantity aggregated by order. A calculated average fill price is also displayed.

Select the Firm ID.

Enter the International Security Identifier Number.

Enter the long name of the instrument.

Indicates if an order was submitted for market making obligation or not.

Select the Market Segment Gateway ID.

The order status.

Order Status Definitions

The type of order.

Order Type Definitions

The format of the price (fractional or decimal) and the price.

Select the Session ID.

The order side.

Select:

• B for Buy
• S for Sell
• All(*) for Any

Select from the drop-down menu: All, Long Sell, Short Sale with no Exemption, Short Sale with Exemptions, Undisclosed Sell.

Specifies how long the order remains in effect.

TIF definitions

Enter the Globex Operator ID.