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changes.mady.by.user Matthew Whitaker

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changes.mady.by.user Matthew Whitaker

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Comment: Published by Scroll Versions from this space and version 1.3.1

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Supported Instruments

LegSettlType
SecurityTypeLegSettlTypeOrdTypeTimeInForce
SPTSPT

PreviouslyQuoted


IOC

FOK

SPTSPTMarket

IOC

FOK

SPT
FWD

PreviouslyQuoted

IOC

FOK

BKN
TOD, TOM
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M9, M15, M18
Y1, Y2, Y3, Y4, Y5
IMMH, IMMM, IMMU, IMMZ		FWD

PreviouslyQuoted

Market


IOC

FOK

FWDBKN
TOD, TOM
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M9, M15, M18
Y1, Y2, Y3, Y4, Y5
IMMH, IMMM, IMMU, IMMZ		NDFMarket

PreviouslyQuoted

IOC

FOK

NDFBKN
TOD, TOM
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M9, M15, M18
Y1, Y2, Y3, Y4, Y5
IMMH, IMMM, IMMU, IMMZ		NDFMarket

PreviouslyQuoted


IOC

FOK

NDFBKN
TOD, TOM
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M9, M15, M18
Y1, Y2, Y3, Y4, Y5
IMMH, IMMM, IMMU, IMMZ		Market

IOC

FOK


Note
titlePrice Improvement

For previously quoted orders the filled price (LegLastPx in ExecutionReport) may be better – i.e. in client's favour – than the requested dealt price (LegPrice in NewOrderMultileg).

Clients have to request this feature to be enabled on their session if they wish to make use of this feature.

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