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Additionally, trades that only involve implied orders are not published in a Trade Summary message, but volume and price statistics are updated real-time.

 


Examples

Example 1 - Trade with Customer Orders

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displayNameTSRO
nameTSRO
pagePin10

Example 2 - Trade with Customer and Implied Orders

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displayNameTSIT
nameTSIT
pagePin8

Example 3 - One Aggressor Trading at Multiple Prices Against Customer and Implied Orders

The following diagram shows how the Trade Summary groups A - R correlate to the Order Level details A-R with tag 346-NumberOfOrders indicating the number of groups for each corresponding Order Level entry.

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displayNameTradeSummariesandOrderDetails
nameTradeSummariesandOrderDetails
pagePin19

Example 4 - Ratio Spread Trade with Distributed Fills

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displayNameRatioSpreadTrade
nameRatioSpreadTrade
pagePin6

Example 5 - Market Open / New Price Indication

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displayNameOpeningEvnt4
nameOpeningEvnt4
pagePin9