The Lab

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Old Version 3

changes.mady.by.user Matthew Whitaker

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New Version 4

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
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1		FWD

PreviouslyQuoted

Market


IOC

FOK

FWDBKN
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1		NDFMarket

PreviouslyQuoted

IOC

FOK

NDFBKN
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1		NDFMarket

PreviouslyQuoted


IOC

FOK

NDFBKN
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1		Market

IOC

FOK


Note
titleSweepable vs FullAmount
  • Sweepable - "Order-based layers" - any quantity from any layer may be hit any number of times until consumed. VWAP orders are not supported.
  • FullAmount - "Quote-based layers" - the quantities shown are cumulative, and only one layer may be hit per quote.

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