To access the BAM Order Entry dashboards in VMX-Explorer, select Order Entry and choose a dashboard from the menu.
Alternatively, you can navigate to the Order Entry dashboards using one of other navigation methods outlined in Navigational hubs and dashboards.
The following fields are in the Order Entry dashboards:
Field | Description |
|---|---|
All | Show all options on the dashboard. |
TCP Packets | Number of Packets observed in the time period that were transmitted using TCP. |
TCP Packets per second | Number of Trading messages observed in a 60 second window.* |
TCP Bandwidth | Bandwidth for TCP Packets. |
TCP 1ms Microburst | Bandwidth observed in 1ms microburst rate. |
TCP Loss | Count of lost TCP Packets based on TCP header information. |
TCP Retrans Bandwidth | TCP retransmissions, measured as bandwidth. |
TCP Zero Window | TCP Zero Window counts indicate that one of the hosts in the conversation is struggling to process the volume of data sent by the host. |
TCP OOS | A count of TCP data that was observed as being out of order. |
TCP RTT | TCP Round Trip Time (RTT) is a calculation of the latency between the Visibility Point and the External or Internal Entity, measured as a round trip. |
Items | Count of Items. |
Total Message Count | All Messages observed in the time period. |
Ack Message Count | All Message asks observed in the time period. |
Accepted Messages Count | All 'Accepted' Messages observed in the time period. |
Cancelled Messages Count | All 'Cancelled' order messages observed in the time period. |
Replaced Messages Count | All 'Replaced' order messages observed in the time period. |
Modified Messages Count | All 'Modified' order messages observed in the time period. |
Rejected Messages Count | All 'Rejected' order messages observed in the time period. |
Execution Messages Count | All 'Execution' order messages observed in the time period. |
Orders | All Orders observed in the time period. |
Flow by Gateway | Flow broken out by Gateway. |
Message Count by Gateway | Message Count for a given Gateway. |
RX Wiretime By Gateway | Inbound wiretime for a given Gateway*. |
Message Rate | Number of messages in the time period. |
Roundtrip | The total time it takes for a system to process a request and deliver a response back to the requester. |
Roundtrip Percentiles | The number of roundtrips that complete in the specified percentile for the selected time period. Mean, 95th, 99th, Minimum and Maximum. |
Moving Average Latency By Session | Latency, calculated as a moving average, broken down by Sesssion. Session is a field that is used to record the FIX CompIDs of the FIX session. For non-FIX traffic, this field will be populated with IP addresses. |
* Rx means “Received“.
For further information on the data captured by Beeks Analytics for Markets, please see the Beeks document BKDA002 Beeks Analytics Data Guide.