PnLcheck.com User Guide

Introduction

This guide describes the necessary inputs and accepted data formats used by the PnLcheck.com trade matching logic.

Important Considerations

Only .xlsx and .csv file formats are accepted.
Upload file sizes are limited to max. 600 kb. Contact us if you need to process larger datasets.
All CQG and Rithmic export file types are accepted by default. The standard upload template can be used for all other sources (e.g. exports from other market data providers or trading platforms).
Upload files can be optionally appended with the fees and product type columns.
Any open trades will not be included in the calculations.
Example upload file can be found here.

Inputs

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"