The Lab

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

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Taker ESP

Supported Instruments

SecurityTypeLegSettlTypeOrdTypeTimeInForce
LegSettlType
SPTSPT

PreviouslyQuoted


IOC

FOK

SPT


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).

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