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Direct MessagesDate/Time: Sat, 18 May 2024 06:48:25 +0000
Implied prices and quantities derive from outright orders
View Count: 498
| [2021-09-09 12:23:26] |
| User23 - Posts: 4 |
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Does Sierra allow to set impields orders and liquidity like TT ? https://www.tradingtechnologies.com/xtrader-help/x-trader/trading-and-the-market-window/setting-implieds/ Thanks |
| [2021-09-09 13:35:59] |
| User23 - Posts: 4 |
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Here further information on CME site: https://www.cmegroup.com/confluence/display/EPICSANDBOX/Implied+Orders+-+Examples#:~:text=An%20implied%20order%20is%20a,market%20('OUT').&text=By%20conjoining%20the%20spread%20and,functionality%20substantially%20increases%20market%20liquidity. |
| [2021-09-09 13:59:58] |
| User23 - Posts: 4 |
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I am looking on the documentation if it is possible to remove the implied market depth and the related orders out of the Book and tape but I dont see any mention of the word "implied"
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