The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.15

oth cases, standard RFS subscription rules ap

Table of Contents

Overview

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Each individual Quote is good until replaced, withdrawn or ValidUntilTime expiry.  

Client as Taker

Anchor
Baskets
Baskets
Whisperer supports two Taker RFS pricing models:

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Note
titleLast-Look vs Firm Trading

The messages flows documented here illustrate a standard "Last-Look" trading model.

"Firm" trading is possible on some Venues and comprises standard MassQuote provision alongside receipt of ExecutionReport messages from the Venue notifying the maker of the fills.

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