The Lab

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changes.mady.by.user Matthew Whitaker

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changes.mady.by.user Chandana Varsha

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Comment: Published by Scroll Versions from this space and version 1.4.8

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Please refer to Passthru Fields to view across all venues.

Details

Algo Selection

Note
titleNoStrategyParameters

Refer to Supported Order Types (Algo Orders) for details on how to use the NoStrategyParameters block to send the details of the TargetStrategy, along with the corresponding strategy parameters.

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Please refer to the API document provided by Precision for specific details.

Algo Control

Info
titleSuspend/Release

This venue supports both client and venue -initiated suspension and restoration of order execution:

Client-initiated:

  • MultilegCancelReplaceRequest.ExecInst may be set to either:
    • Suspend - temporarily remove the order from the market.
    • Release - return the order to the market for continued execution.

Venue-initiated:

  • Notification of these events will be via ExecutionReport (Restated) messages.

Please refer to the OrderStateTransitionDiagram for details of the order lifecycle.