The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.90

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Info
titleBenchmarkOrFixing

TargetStrategy BenchmarkOrFixing supports only quantity amends.

Info
titleOrdType Transitions Triggered by Venue Price Updates

BNPP may adjust the price on an algorithmic order, which can lead to Restated ExecutionReport messages reflecting an updated OrdType. For example, when a limit price is removed, a Limit order may be restated as a Market order, and vice versa.