abhishreshthaa
Abhijeet S
MATCHING RULES –SINGLE ORDER
Incoming single order will be matched with the best priced counter order in the regular lot book.
Unmatched orders will be written to the book
Stop Loss orders are written into a special book after trigger have same matching rules
MATCHING RULES-SPREAD ORDERS
Search for the best price counter orders in the Regular Lot books and see if a match is possible
Unmatched orders will be written to the book
For 2L AND 3L orders if either leg is not matched the order is cancelled
Incoming single order will be matched with the best priced counter order in the regular lot book.
Unmatched orders will be written to the book
Stop Loss orders are written into a special book after trigger have same matching rules
MATCHING RULES-SPREAD ORDERS
Search for the best price counter orders in the Regular Lot books and see if a match is possible
Unmatched orders will be written to the book
For 2L AND 3L orders if either leg is not matched the order is cancelled