请求交叉报价要求
- 在执行前沟通之后，必须输入 RFQ以通知市场对特定期权交易的兴趣。
- 请求报价消息启动一个 15 秒的交叉前时期，为所有市场参与者提供了以最佳价格填写 CME Globex 订单委托的机会。
- 经过 15 秒的交叉前时期，允许 请求交叉报价订单持续 15 秒。
- 如果交叉优于当前市场，将在提交至 CME Globex 后立即执行整个交叉订单。如果交叉与当前市场相当或更差，则首先执行 CME Globex 订单，然后非进取订单的余额将被交叉执行
获得请求交叉报价功能
- RFC（请求交叉）功能特点受众多前端支持，包括我们功能丰富的CME Direct前端，它提供专门的RFC单，自动确保订单遵守被要求的RFQ输入后的等待时间
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