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GROUP · SOURCE ID 2125

MatchRules

Definition

No definition is supplied in this source.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 1235 NoMatchRulesGroup countFrom usage

    Number of match rules

  2. The type of algorithm used to match orders in a specific security on an electronic trading platform. Possible values are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calendar

  3. The point in the matching process at which this trade was matched.

Used in messages

Direct parent structures