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When the client sends a Cross order, the following match scenarios can occur during RFC processing depending upon market participation with the:

  1. Cross Window Configured at Zero Seconds, 100% BMG, No Orders at or Better than Price Level
  2. Cross Window Configured at Zero Seconds, 100% BMG, Order on Book at Price Level

The following depict scenarios where the RFC matches with other orders, or matches with another order for a total fill - side or a partial fill – side.

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