P&L Calculator v4.0

This block calculates the Profit and Loss value, which is the difference between the cash spent and the product of the most recent market value for the number of shares held. A positive value indicates a profit, and a negative value indicates a loss. The block subscribes to market data; see the Market Depth block for information about how this works and the meaning of the service ids parameter.

To make this block available to your scenario, you must add the Legacy Finance Support bundle to your project.

From Order Manager output feed: status order	To P&L Calculator input feed: trades
last price executed	price
last quantity executed	volume
side	side

Parameter	Description
service identifier	An identifier for the system from which to get the market data.
market identifier	An identifier for the market from which to get data. Some service providers ignore this setting.
extra parameters	A payload-format string containing any other parameters for the market. Some service providers ignore this parameter.

Operation	Description
start	Starts the calculation of P&L. Must be called before the calculator will generate any statistics.
stop	Stops the calculation of further P&L. Any subsequent input feeds are ignored.
clear	Clears the current data set.

The position feed represents the stream of position data per instrument. This feed would be typically wired to the position output feed of the Position Calculator block.

Feed	Fields	Description
position	symbol	The symbol of the incoming trade data.
	money balance	The net currency made on this instrument; increases when we sell, decreases when we buy.
	position	The position in this currency. Positive if we are long.

Feed	Fields	Description
P&L	total money balance	The net currency made across all instruments; increases when we sell, decreases when we buy. This is the realized profit.
	total market value	The market value of the position across all instruments. This is the unrealized profit.
	profit	The sum of the realized and unrealized profit (net profit = total money balance + total market value).
	waiting for prices	Set if the total market value and thus profit are inaccurate because we are waiting for pricing data.