Use Case

The end user wants to perform in-depth message tracking or to answer specific Order Query-related issues. 

Dashboard

This Order Entry Item Trace (Advanced) dashboard displays itemised information for each Trading Message that is seen by the Analysis Server.

Screenshot: Order Entry Item Trace (Advanced) Dashboard.

At the top of the dashboard, you have a series of selectable variables (1) which allow the user to filter the large amounts of Order Traffic into a more manageable query.

The VP and Line/Gateway variables allows the user to filter to a specific Visibility Point and/or Trading Gateway. Next is a series of variables related to the item itself:

  • ReqMsgType

  • RespMsgType

  • OrderID

  • RequestID

  • Symbol

  • TimeInForce

  • IntIP

  • IntPort

  • ExtIP

  • ExtPort. 

All text box variables are defaulted to “%” value, which is a wildcard, which will match all results for this given variable.

The top panel (2) shows a scatter graph of all Orders within the selected timeframe, broken out by Trading Gateway/Line.

The next panel (3) also shows a scatter graph of all orders within the selected timeframe, however the items are broken out by MsgType as opposed to Trading Gateway.

The third panel (4) is a table of all orders shown within the first two panels, with full item details. The requestID field in this table contains data links which when clicked will populate the 3 panels below.

Upon selecting a relevant item from the Items Table (4), by clicking a requestID data link, the next 3 panels (5) will populate:

  • Message Events shows the details for the individual agent events within an Order (Requests and Responses).

  • Intervals details each individual interval that was recorded during transmission between Agent points, within the Order Flow.

  • Item Trace provides a Gantt style breakdown of the entire Order Flow with each of the above elements included (Events and Intervals).