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For BrokerTec US and EU Repo orders where the allowable order quantities change at mid-session, 10:00 AM ET client systems can leverage the following attributes in Reference Data API to determine the start-up and intra-day minimum quantities:

Product or Instrument

Attribute Name

Description

Instrument

minGlobexOrdQty

Minimum value allowed for a single order.

Instrument

maxGlobexOrdQty

Maximum value allowed for a single order.

Instrument

minIncrementalOrder

Minimum incremental order.

Instrument

minIntraGlobexOrdQty 

MidSession value allowed for a single order.

Instrument

maxIntraGlobexOrdQty

MidSession Maximum value allowed for a single order.

Instrument

minIntraIncrementalOrder 

MidSession Minimum incremental order.

A new trade date roll will reset the originally defined order quantities for the next trading session open.