Support Board
Date/Time: Tue, 26 Nov 2024 12:50:55 +0000
Post From: Not seeing implied orders
| [2023-12-06 06:07:58] |
| voided - Posts: 45 |
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Here is an explanation of implied in versus implied out: https://www.cmegroup.com/confluence/display/EPICSANDBOX/Implied+Orders+-+Examples I think this is the relevant documentation for MDP 3.0, but I don't see anything to specific to the two kinds of implied orders, unfortunately: https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Implied+Book Nevertheless, I see implied orders from the outrights in the spread book from other vendors, so I am led to believe it is possible. |