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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

LegSettlTypeFWD

SecurityType

LegSettlType

OrdType

TimeInForce

SPTSPT

PreviouslyQuoted


IOC

FOK

SPTSPTMarket

IOC

FOK

SPT
FWD

PreviouslyQuoted

IOC

FOK

BKN
TOD, TOM
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11
Y1

PreviouslyQuoted

Market


IOC

FOK

FWDBKN
TOD, TOM
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11
Y1		NDFMarket

PreviouslyQuoted

IOC

FOK

NDFBKN
TOD, TOM
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11
Y1		NDFMarket

PreviouslyQuoted


IOC

FOK

NDFBKN
TOD, TOM
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11
Y1		Market

IOC

FOK


Note
titleSweepable vs FullAmount
  • Sweepable - "Stacked". VWAP orders are not supported. Natwest Markets maintains measures to reject disagreeable order patterns. Please reach out to them if you intend to send them multiple orders on the same MassQuote.
  • FullAmount -  "Band-level". A default request will assume band level pricing.

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