Watch this video to learn how resting orders are matched with aggressing orders using these CME Group algorithms: Allocation, FIFO, FIFO with LMM, FIFO with Top Order and LMM, Pro-Rata, Configurable, Threshold Pro-Rata, Threshold Pro-Rata with LMM.
For additional technical details, see the Client Systems Wiki.
As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.
Follow us for global economic and financial news.