The Lab

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BMEBME
NameCategoryDescription 40/OrdTypeTimeInForce44/Price99/StopPrice111/MaxFloor110/MinQtyVenue
Previously QuotedMarketAn order to hit an individual quote. To hit multiple quotes, aka sweeping, the user must submit individual orders from best to worst price.Previously QuotedPreviouslyQuotedMandatory---BME
MarketMarketAn instruction to deal immediately at the best possible price (the current rate).MarketDAY----
Dark MarketMarket
Market--ZeroOptionalBME
Market To LimitMarketOrder that starts as a Market order and executes any leaves quantity as a Limit order.MarketWithLeftOverAsLimit----Market With Leftover As Limit
Market If TouchedMarket
IfTouched-Mandatory--
LimitLimitAn instruction to deal if a market moves to a MORE favourable level.LimitDAYMandatory---
Dark LimitLimit

Mandatory-ZeroOptionalBME
Limit To MarketLimit
FunariMandatory---
Limit If TouchedLimit
IfTouchedMandatoryMandatory--
VwapSweepLimitAn order that can hit/lift one or multiple quotes by submitting an order with the desired amount and the Volume Weighted Average Price (VWAP) of the total amount.VWAP Sweep???TODOTODO`TODOTODOCitiCoLo
TWAPLimit
LimitTODOTODO`TODOTODOGFT/GTD
IcebergLimitGhost (AKA "Hidden Limit", "Dark Limit") orders are specified by specifying a MaxFloor value of zero.LimitMandatory-Mandatory-
StopStopAKA "Stop Loss". An instruction to deal if a market moves to a LESS favourable level.Stop-Mandatory--
Stop LimitStopExecutes an exposure-reducing limit order when market exceeds order's price.Stop LimitStopLimitMandatoryMandatory--DAY
Stop limit at riseStopDetermined by Side?BMEStopLimit



Stop limit at fallStopDetermined by Side?BMEStopLimit



Stop-TrailingStopThe Stop Price follows the market by a specified offset.Trailing Stop



Market Maker






Limit Take Profit






Fixing






Pegged

PegOptional-Optional-
Mid






Attack








Treat as Alog strategies:

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