This guide describes the necessary inputs and accepted data formats used by the PnLcheck.com trade matching logic.
The calculation uses the nine inputs listed below, three of which ('Fill/Update time', 'Fees' and 'Product type') are optional however, their use is advised for optimal results:
Input | Definition | Accepted Column Names | Accepted Values |
---|---|---|---|
Symbol | Symbol of trading instrument | Symbol | Rithmic and CQG symbol types for futures. All symbol types for stocks. |
Order side | Order side (buy or sell) | "Buy/Sell", "B/S" | Text, "Buy", "BUY", "Bot", "BOT", "B", "Sell", "SELL", "Sld", "SLD", "S" |
Order quantity | Order quantity | "Fld", "Fld ([...])", "Qty", "Qty Filled", "Qty To Fill", "Fill Size" | Numbers |
Entry Price | The price at which the order is filled | "Avg Fill P", "Avg Fill Price", "Fill Price" | Numbers with "." or "," decimal separator. Example: 6000.25 |
Fill/Update time | The time at which the order is filled | "Update Time ([timezone])", "Fill Time Stamp", "Fill T" | MM/DD/YY H:MM:SS AM/PM |
Create/Place time | The time at which the order was placed | "Create time", "Place T" | MM/DD/YY H:MM:SS AM/PM |
Fees | Flat-rate fee to be applied per turn | "Fees" | Numbers with "." decimal separator |
Product | For use when upload files include both futures and stock product types | "Product" | "Future" or "Stock" |
Order status | Filled/cancelled, working, etc. | Status | Text, "Filled" |