When looking at your FIX data is quite common to define a time range smaller than the whole set.
For instance, if you have data for a whole day of activities you might want to measure your trends up until midday or up until 16:00pm.
You achieve this by clicking on the time range bar and dragging the mouse to define your interval.
Your time slider will be different depending on how your data stretches.The picture below shows some common ranges:
Friday, 25 November 2011
The VX Demo is designed to show you how to solve a common business problem: The discovery of your best and worst traders in a given time.
By discovery we mean: to find out who, when and how.
Order your table by P&L and you will find your worst and best traders. Our best trader is account D865 with a profit of 845,718 $
Now, if you explode p&l into a chart you will see that this account was doing well in the morning (a peak around 9:00 am). The early afternoon is pretty bad (around 14:00 am) is really in a bad state. But then,there is a recovery and by 19:00 pm this account has a profit over 500k.
Our next level drill down shows us the contracts. Account D865 actually traded only 8 contracts all day. He did actually do badly with 4 of them, particularly with CME Japanese Yen. Yet, trading the CME Australian Dollar was the reason he did so well.
Before I conclude, let me remind you that your view can be easily configured to build different pivot tables. For instance, what if you wanted to see the performance of a certain trader by security type ? Just put the security type on top of your view and you will be able to slice your data by options and futures.
In this last picture you can see that account L260 was quite successful in tradinx Eurex Eurostoxx 50 opt.
Wednesday, 23 November 2011
In the last weeks, you might have spotted a few little changes on our website. In the coming weeks, you might notice a few more. You might wonder what's happening ? Simple. We are trying to make sure that our visitors get to know another one of our tools: VX.
Posted by ValidFIX at 04:27