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

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"