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The formula will NOT run for any orders that contains contain an execution with fees manually set.  Canceled executions or those with a status that is not regular are disregarded.

(warning) Important: Make sure the Formula Type is set to "Per Order" when creating a plan.

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The following variables are available when creating a Per Order formula:

Variable Name

Description

$source

A numeric code indicating where the execution originated. See the list of source ids.

$date

The trade date in YYYY-MM-DD format (e.g. 2011-08-15

).

$time

The trade time in HH:MM:SS format (e.g. 09:35:12

)

. If the trade time is uknown, the variable is set to 00:00:00

.

$type

B = Buy, S = Sell, T = Short, C = Cover. See side and intention codes for more information.

$quantity

Number of shares or contracts traded.

$symbolTicker symbol of the instrument being traded.
$multiplierThe multiplier (can be called "contract size" for options and "value multiplier" for futures) used when computing profit and loss.
$listingExchangeListing exchange for the security being traded (see list of exchange codes).
$spotRateThe conversion rate from the trade currency to the account currency.
$pricePrice of the trade.
$value
$routes
Value of the trade in the currency of the account.$contraMmidMPID / identifier of the counterparty.  Will always be in uppercase.$exchangeName of the route, ECN or exchange. Will always be in uppercase.$liquidityLiquidity flag

A mapping of route to quantity for this order. To check whether a part of the order was routed to a particular destination you can use isset(). For example, use isset($routes['ARCA']) to check if some or all of the order was sent to ARCA. Use $routes['ARCA'] to get the actual quantity routed.

$originalCommissionCommission as received from the data source.
$originalExchangeFeeExchange/ECN fee as received from the data source.
$originalSecFeeSEC transaction fee as received from the data source.
$originalTafTrade activity fee as received from the data source.
$originalNsccFee

National Securities Clearing Corporation fee as received from the data source.

$originalMiscellaneousFeeMiscellaneous fee as received from the data source. 
$originalClearingFeeOther clearing fee as received from the data source.
$orderQuantityTotal quantity for the order. Set to 0 for all but the last execution for the order. Note that if an order contains a fill with a manually set fee, this variable will always be set to 0 for that order
$originalOrfOptions Regulatory Fee as received from the data source. (v1.5.98.19.16 or greater)
$originalAccessFeeExchange access fee as received from the data source. (v1.5.98.19.16 or greater)
$originalNfaFeeNational Futures Association fee as received from the data source. (v1.5.98.19.16 or greater)
$fillCountNumber of regular executions comprising this order (not counting any canceled or non-regular fills).
$monthlyVolume

Total cumulative quantity traded during the trade date month up to and including the

execution

order being processed.

Note that currently this lumps together volume across all instrument types

The quantity is for the instrument type of the order being evaluated. For example, if a formula is being evaluation for an equity order, monthlyVolume will equal total equity shares the account traded from the beginning of the month up to and including the order processed.