The Lab

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Old Version 6

changes.mady.by.user Matthew Whitaker

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New Version 7

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

SPT
FWDPreviouslyQuoted

IOC

FOK		BKN
TOD, TOM
D1, D2, D3, D4
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M13, M14, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30
IMM1, IMM2, IMM3, IMM4
IMMH, IMMM, IMMU, IMMZ
EOM0, EOM1, BMF3, BMF4
YYYYMMNDF		PreviouslyQuoted

IOC

FOK

NDFBKN
TOD, TOM
D1, D2, D3, D4
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M13, M14, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30
IMM1, IMM2, IMM3, IMM4
IMMH, IMMM, IMMU, IMMZ
EOM0, EOM1, BMF3, BMF4
YYYYMM		PreviouslyQuoted

IOC

FOK


Note
titleSweepable vs FullAmount
  • Sweepable - "Spray". VWAP ("bullet") orders are supported.
  • FullAmount - Not supported.

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